This class implements random variate generators for one of the Pareto distributions, with parameters \(\alpha>0\) and \(\beta>0\). More...
Public Member Functions | |
| ParetoGen (RandomStream s, double alpha, double beta) | |
| Creates a Pareto random variate generator with parameters. | |
| ParetoGen (RandomStream s, double alpha) | |
| Creates a Pareto random variate generator with parameters. | |
| ParetoGen (RandomStream s, ParetoDist dist) | |
| Creates a new generator for the Pareto distribution dist and stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\) of this object. | |
| double | getBeta () |
| Returns the parameter \(\beta\) of this object. | |
| Public Member Functions inherited from umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
| Generates n random numbers from the continuous distribution contained in this object. | |
| 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. | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. | |
| 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. | |
| String | toString () |
| Returns a String containing information about the current generator. | |
Static Public Member Functions | |
| static double | nextDouble (RandomStream s, double alpha, double beta) |
| Generates a new variate from the Pareto distribution with parameters. | |
Detailed Description
This class implements random variate generators for one of the Pareto distributions, with parameters \(\alpha>0\) and \(\beta>0\).
Its density function is
\[ f (x) = \left\{\begin{array}{ll} {\displaystyle\frac{\alpha\beta^{\alpha}}{x^{\alpha+1}}} & \mbox{ for }x>\beta \\ 0 & \mbox{ for }x\le\beta \end{array}\right. \tag{fpareto} \]
The (non-static) nextDouble method simply calls inverseF on the distribution.
Definition at line 45 of file ParetoGen.java.
Constructor & Destructor Documentation
◆ ParetoGen() [1/3]
| umontreal.ssj.randvar.ParetoGen.ParetoGen | ( | RandomStream | s, |
| double | alpha, | ||
| double | beta ) |
Creates a Pareto random variate generator with parameters.
\(\alpha=\) alpha and \(\beta= \) beta, using stream s.
Definition at line 54 of file ParetoGen.java.
◆ ParetoGen() [2/3]
| umontreal.ssj.randvar.ParetoGen.ParetoGen | ( | RandomStream | s, |
| double | alpha ) |
Creates a Pareto random variate generator with parameters.
\(\alpha=\) alpha and \(\beta= 1\), using stream s.
Definition at line 64 of file ParetoGen.java.
◆ ParetoGen() [3/3]
| umontreal.ssj.randvar.ParetoGen.ParetoGen | ( | RandomStream | s, |
| ParetoDist | dist ) |
Creates a new generator for the Pareto distribution dist and stream s.
Definition at line 71 of file ParetoGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.ParetoGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\) of this object.
Definition at line 89 of file ParetoGen.java.
◆ getBeta()
| double umontreal.ssj.randvar.ParetoGen.getBeta | ( | ) |
Returns the parameter \(\beta\) of this object.
Definition at line 96 of file ParetoGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the Pareto distribution with parameters.
\(\alpha= \) alpha and \(\beta= \) beta, using stream s.
Definition at line 82 of file ParetoGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/ParetoGen.java
