SSJ
V. 2.6.

umontreal.iro.lecuyer.probdist
Class GammaDistFromMoments

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.GammaDist
          extended by umontreal.iro.lecuyer.probdist.GammaDistFromMoments
All Implemented Interfaces:
Distribution

public class GammaDistFromMoments
extends GammaDist

Extends the GammaDist distribution with constructors accepting the mean μ and variance σ2 as arguments instead of a shape parameter α and a scale parameter λ. Since μ = α/λ, and σ2 = α/λ2, the shape and scale parameters are α = μ2/σ2, and λ = μ/σ2, respectively.


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
GammaDistFromMoments(double mean, double var)
          Constructs a gamma distribution with mean mean, and variance var.
GammaDistFromMoments(double mean, double var, int d)
          Constructs a gamma distribution with mean mean, variance var, and d decimal of precision.
 
Method Summary
 
Methods inherited from class umontreal.iro.lecuyer.probdist.GammaDist
barF, barF, barF, cdf, cdf, cdf, density, density, getAlpha, getInstanceFromMLE, getLambda, getMean, getMean, getMLE, getParams, getStandardDeviation, getStandardDeviation, getVariance, getVariance, inverseF, inverseF, inverseF, setParams, toString
 
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

GammaDistFromMoments

public GammaDistFromMoments(double mean,
                            double var,
                            int d)
Constructs a gamma distribution with mean mean, variance var, and d decimal of precision.

Parameters:
mean - the desired mean.
var - the desired variance.
d - the number of decimals of precision.

GammaDistFromMoments

public GammaDistFromMoments(double mean,
                            double var)
Constructs a gamma distribution with mean mean, and variance var.

Parameters:
mean - the desired mean.
var - the desired variance.

SSJ
V. 2.6.

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