umontreal.iro.lecuyer.randvar

Class StudentGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.StudentGen

Direct Known Subclasses:

StudentPolarGen

public class StudentGen
extends RandomVariateGen

This class implements methods for generating random variates from the Student distribution with n > 0 degrees of freedom. Its density function is

f (x) = [Γ((n + 1)/2)/(Γ(n/2)(πn)^1/2)][1 + x²/n]^-(n+1)/2 for - ∞ < x < ∞,

where Γ(x) is the gamma function defined in GammaGen.

The (non-static) nextDouble method simply calls inverseF on the distribution.

Constructor Summary

Constructors

Constructor and Description
StudentGen(RandomStream s, int n) Creates a Student random variate generator with n degrees of freedom, using stream s.
StudentGen(RandomStream s, StudentDist dist) Creates a new generator for the Student distribution dist and stream s.

Method Summary

Methods

Modifier and Type	Method and Description
int	getN() Returns the value of n for this object.
static double	nextDouble(RandomStream s, int n) Generates a new variate from the Student distribution with n = n degrees of freedom, using stream s.

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

StudentGen

public StudentGen(RandomStream s,
          int n)

Creates a Student random variate generator with n degrees of freedom, using stream s.

StudentGen

public StudentGen(RandomStream s,
          StudentDist dist)

Creates a new generator for the Student distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                int n)

Generates a new variate from the Student distribution with n = n degrees of freedom, using stream s.

getN

public int getN()

Returns the value of n for this object.