SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class FisherFGen

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

public class FisherFGen
extends RandomVariateGen

This class implements random variate generators for the Fisher F distribution with n and m degrees of freedom, where n and m are positive integers. The density function of this distribution is

f (x) = Γ((n + m)/2)nn/2mm/2/[Γ(n/2)Γ(m/2)]x(n-2)/2/(m + nx)(n+m)/2,         for x > 0.


Constructor Summary
FisherFGen(RandomStream s, FisherFDist dist)
          Creates a new generator for the distribution dist, using stream s.
FisherFGen(RandomStream s, int n, int m)
          Creates a Fisher F random variate generator with n and m degrees of freedom, using stream s.
 
Method Summary
 int getM()
          Returns the parameter p of this object.
 int getN()
          Returns the parameter n of this object.
static double nextDouble(RandomStream s, int n, int m)
          Generates a variate from the Fisher F distribution with n and m degrees of freedom, 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

FisherFGen

public FisherFGen(RandomStream s,
                  int n,
                  int m)
Creates a Fisher F random variate generator with n and m degrees of freedom, using stream s.


FisherFGen

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                int n,
                                int m)
Generates a variate from the Fisher F distribution with n and m degrees of freedom, using stream s.


getN

public int getN()
Returns the parameter n of this object.


getM

public int getM()
Returns the parameter p of this object.


SSJ
V. 2.6.

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