This class implements random variate generators with the beta distribution with shape parameters \(\alpha> 0\) and \(\beta> 0\), over the interval \((a,b)\), where \(a < b\). More...
Public Member Functions | |
| BetaGen (RandomStream s, double alpha, double beta, double a, double b) | |
Creates a new beta generator with parameters \(\alpha=\) alpha and \(\beta=\) beta, over the interval \((\)a \(,\) b \()\), using stream s. | |
| BetaGen (RandomStream s, double alpha, double beta) | |
Creates a new beta generator with parameters \(\alpha=\) alpha and \(\beta=\) beta, over the interval \((0,1)\), using stream s. | |
| BetaGen (RandomStream s, BetaDist dist) | |
Creates a new generator for the distribution dist, using stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\) of this object. | |
| double | getBeta () |
| Returns the parameter \(\beta\) of this object. | |
| double | getA () |
| Returns the parameter \(a\) of this object. | |
| double | getB () |
| Returns the parameter \(b\) of this object. | |
 Public Member Functions inherited from RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
Creates a new random variate generator from the distribution dist, using stream s. More... | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. More... | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
Generates n random numbers from the continuous distribution contained in this object. More... | |
| double [] | nextArrayOfDouble (int n) |
Generates n random numbers from the continuous distribution contained in this object, and returns them in a new array of size n. More... | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. More... | |
| void | setStream (RandomStream stream) |
Sets the umontreal.ssj.rng.RandomStream used by this generator to stream. | |
| Distribution | getDistribution () |
| Returns the umontreal.ssj.probdist.Distribution used by this generator. More... | |
| String | toString () |
Returns a String containing information about the current generator. | |
Static Public Member Functions | |
| static double | nextDouble (RandomStream s, double alpha, double beta, double a, double b) |
Generates a variate from the beta distribution with parameters \(\alpha= \) alpha, \(\beta= \) beta, over the interval \((a, b)\), using stream s. | |
Protected Member Functions | |
| void | setParams (double alpha, double beta, double aa, double bb) |
Protected Attributes | |
| double | p |
| double | q |
| double | a |
| double | b |
| int | gen |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements random variate generators with the beta distribution with shape parameters \(\alpha> 0\) and \(\beta> 0\), over the interval \((a,b)\), where \(a < b\).
The density function of this distribution is
\[ f(x) = \frac{\Gamma(\alpha+\beta)}{ \Gamma(\alpha)\Gamma(\beta)(b - a)^{\alpha+\beta-1}} (x - a)^{\alpha- 1}(b - x)^{\beta-1} \qquad\mbox{ for } a < x < b, \]
and \(f(x)=0\) elsewhere, where \(\Gamma(x)\) is the gamma function defined in ( Gamma ).
Local copies of the parameters \(\alpha\), \(\beta\), \(a\), and \(b\) are maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.
The documentation for this class was generated from the following file:
- BetaGen.java
