This class implements random variate generators for the noncentral Student-t distribution with \(n>0\) degrees of freedom and noncentrality parameter \(\delta\). More...
Public Member Functions | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| 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 umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| 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. | |
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 \(\delta\).
Definition at line 46 of file StudentNoncentralGen.java.
Constructor & Destructor Documentation
◆ StudentNoncentralGen()
| umontreal.ssj.randvar.StudentNoncentralGen.StudentNoncentralGen | ( | NormalGen | ngen, |
| ChiSquareGen | cgen ) |
Creates a noncentral-t random variate generator using normal generator ngen and chi-square generator cgen.
Definition at line 61 of file StudentNoncentralGen.java.
Member Function Documentation
◆ nextDouble()
| double umontreal.ssj.randvar.StudentNoncentralGen.nextDouble | ( | ) |
Generates a random number from the continuous distribution contained in this object.
By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.
- Returns
- the generated value
Reimplemented from umontreal.ssj.randvar.RandomVariateGen.
Definition at line 51 of file StudentNoncentralGen.java.
◆ setChiSquareGen()
| void umontreal.ssj.randvar.StudentNoncentralGen.setChiSquareGen | ( | ChiSquareGen | cgen | ) |
Sets the chi-square generator to cgen.
Definition at line 79 of file StudentNoncentralGen.java.
◆ setNormalGen()
| void umontreal.ssj.randvar.StudentNoncentralGen.setNormalGen | ( | NormalGen | ngen | ) |
Sets the normal generator to ngen.
Definition at line 70 of file StudentNoncentralGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/StudentNoncentralGen.java
