SSJ
V. 1.2.5.

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

Constructor Detail

FisherFGen

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


SSJ
V. 1.2.5.

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