SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class BetaGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.BetaGen
Direct Known Subclasses:
BetaRejectionLoglogisticGen, BetaStratifiedRejectionGen, BetaSymmetricalGen

public class BetaGen
extends RandomVariateGen

This class implements random variate generators with the beta distribution with shape parameters α > 0 and β > 0, over the interval (a, b), where a < b. The density function of this distribution is

f (x) = [Γ(α + β)/(Γ(α)Γ(β)(b - a)α+β-1)](x - a)α-1(b - x)β-1 for a < x < b,

and f (x) = 0 elsewhere, where Γ(x) is the gamma function defined in GammaGen. Local copies of the parameters α, β, a, and b are maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
BetaGen(RandomStream s, BetaDist dist)
          Creates a new generator for the distribution dist, using stream s.
BetaGen(RandomStream s, double alpha, double beta)
          Creates a new beta generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.
BetaGen(RandomStream s, double alpha, double beta, double a, double b)
          Creates a new beta generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.
 
Method Summary
 double getA()
          Returns the parameter a of this object.
 double getAlpha()
          Returns the parameter α of this object.
 double getB()
          Returns the parameter b of this object.
 double getBeta()
          Returns the parameter β of this object.
static double nextDouble(RandomStream s, double alpha, double beta, double a, double b)
          Generates a variate from the beta distribution with parameters α = alpha, β = beta, over the interval (a, b), using stream s.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

BetaGen

public BetaGen(RandomStream s,
               double alpha,
               double beta,
               double a,
               double b)
Creates a new beta generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.


BetaGen

public BetaGen(RandomStream s,
               double alpha,
               double beta)
Creates a new beta generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.


BetaGen

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta,
                                double a,
                                double b)
Generates a variate from the beta distribution with parameters α = alpha, β = beta, over the interval (a, b), using stream s.


getAlpha

public double getAlpha()
Returns the parameter α of this object.


getBeta

public double getBeta()
Returns the parameter β of this object.


getA

public double getA()
Returns the parameter a of this object.


getB

public double getB()
Returns the parameter b of this object.


SSJ
V. 2.6.

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