SSJ
3.3.1
Stochastic Simulation in Java
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This class implements random variate generators with the chi square distribution with \(n>0\) degrees of freedom. More...
Public Member Functions | |
ChiSquareGen (RandomStream s, int n) | |
Creates a chi square random variate generator with \(n\) degrees of freedom, using stream s . | |
ChiSquareGen (RandomStream s, ChiSquareDist dist) | |
Create a new generator for the distribution dist and stream s . | |
int | getN () |
Returns the value of \(n\) for 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, int n) |
Generates a new variate from the chi square distribution with \(n\) degrees of freedom, using stream s . | |
Protected Member Functions | |
void | setParams (int n) |
Protected Attributes | |
int | n = -1 |
Protected Attributes inherited from RandomVariateGen | |
RandomStream | stream |
Distribution | dist |
This class implements random variate generators with the chi square distribution with \(n>0\) degrees of freedom.
\[ f(x) = \frac{e^{-x/2}x^{n/2-1}}{2^{n/2}\Gamma(n/2)} \qquad\mbox{ for } x > 0, \tag{Fchi2} \]
where \(\Gamma(x)\) is the gamma function defined in ( Gamma ).
The (non-static) nextDouble
method simply calls inverseF
on the distribution.