umontreal.iro.lecuyer.randvar

Class Pearson5Gen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.Pearson5Gen

public class Pearson5Gen
extends RandomVariateGen

This class implements random variate generators for the Pearson type V distribution with shape parameter α > 0 and scale parameter β > 0. The density function of this distribution is

f (x) = (x^-(α+1)exp^-β/x)/(β^-αΓ(α)) for x > 0,

and f (x) = 0 otherwise, where Γ is the gamma function.

Constructor Summary

Constructors

Constructor and Description
Pearson5Gen(RandomStream s, double alpha) Creates a Pearson5 random variate generator with parameters α = alpha and β = 1, using stream s.
Pearson5Gen(RandomStream s, double alpha, double beta) Creates a Pearson5 random variate generator with parameters α = alpha and β = beta, using stream s.
Pearson5Gen(RandomStream s, Pearson5Dist dist) Creates a new generator for the distribution dist, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAlpha() Returns the parameter α of this object.
double	getBeta() Returns the parameter β of this object.
static double	nextDouble(RandomStream s, double alpha, double beta) Generates a variate from the Pearson V distribution with shape parameter α > 0 and scale parameter β > 0.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Pearson5Gen

public Pearson5Gen(RandomStream s,
           double alpha,
           double beta)

Creates a Pearson5 random variate generator with parameters α = alpha and β = beta, using stream s.

Pearson5Gen

public Pearson5Gen(RandomStream s,
           double alpha)

Creates a Pearson5 random variate generator with parameters α = alpha and β = 1, using stream s.

Pearson5Gen

public Pearson5Gen(RandomStream s,
           Pearson5Dist dist)

Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double alpha,
                double beta)

Generates a variate from the Pearson V distribution with shape parameter α > 0 and scale parameter β > 0.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getBeta

public double getBeta()

Returns the parameter β of this object.