This class implements random variate generators for the noncentral Student-t distribution with \(n>0\) degrees of freedom and noncentrality parameter \(\delta\). More...
Inheritance diagram for StudentNoncentralGen:
Collaboration diagram for StudentNoncentralGen:
Public Member Functions | |
| double | nextDouble () |
| StudentNoncentralGen (NormalGen ngen, ChiSquareGen cgen) | |
Creates a noncentral-t random variate generator using normal generator ngen and chi-square generator cgen. | |
| void | setNormalGen (NormalGen ngen) |
Sets the normal generator to ngen. | |
| 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 Student-t distribution with \(n>0\) degrees of freedom and noncentrality parameter \(\delta\).
If \(X\) is distributed according to a normal distribution with mean \(\delta\) and variance 1, and \(Y\) (statistically independent of \(X\)) is distributed according to a chi-square distribution with \(n\) degrees of freedom, then
\[ T’ = \frac{X}{\sqrt{Y/n}} \]
has a noncentral \(t\)-distribution with \(n\) degrees of freedom and noncentrality parameter \(\delta\).
The documentation for this class was generated from the following file:
- StudentNoncentralGen.java
