SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class Pearson6Gen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.Pearson6Gen

public class Pearson6Gen
extends RandomVariateGen

This class implements random variate generators for the Pearson type VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0. The density function of this distribution is

f (x) = (x/β)α1-1/(βB(α1, α2)[1 + x/β]α1+α2)        for x > 0,

and f (x) = 0 otherwise, where B is the beta function.


Constructor Summary
Pearson6Gen(RandomStream s, Pearson6Dist dist)
          Creates a new generator for the distribution dist, using stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream s, double alpha1, double alpha2, double beta)
          Generates a variate from the Pearson VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Pearson6Gen

public Pearson6Gen(RandomStream s,
                   Pearson6Dist dist)
Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public double nextDouble()
Description copied from class: RandomVariateGen
Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:
nextDouble in class RandomVariateGen
Returns:
the generated value

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha1,
                                double alpha2,
                                double beta)
Generates a variate from the Pearson VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0.


SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.