SSJ
V. 1.2.5.

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.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in 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, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

BetaGen

public BetaGen(RandomStream s,
               BetaDist 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 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.


SSJ
V. 1.2.5.

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