This class implements random variate generators for the noncentral F-distribution. More...
Inheritance diagram for FNoncentralGen:
Collaboration diagram for FNoncentralGen:
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:
- FNoncentralGen.java
