SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | List of all members

This class implements random variate generators for the noncentral F-distribution. More...

Inheritance diagram for FNoncentralGen:
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Collaboration diagram for FNoncentralGen:
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Public Member Functions

double nextDouble ()
 
 FNoncentralGen (ChiSquareNoncentralGen ncgen, ChiSquareGen cgen)
 Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.
 
void setChiSquareNoncentralGen (ChiSquareNoncentralGen ncgen)
 Sets the noncentral chi-square generator to ncgen.
 
void setChiSquareGen (ChiSquareGen cgen)
 Sets the chi-square generator to cgen.
 
- 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.
 

Additional Inherited Members

- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

This class implements random variate generators for the noncentral F-distribution.

If \(X\) is a noncentral chi-square random variable with \(\nu_1 > 0\) degrees of freedom and noncentrality parameter \(\lambda> 0\), and \(Y\) is a chi-square random variable (statistically independent of \(X\)) with \(\nu_2>0\) degrees of freedom, then

\[ F’ = \frac{X/\nu_1}{Y/\nu_2} \]

has a noncentral \(F\)-distribution.


The documentation for this class was generated from the following file: