SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class FNoncentralGen

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

public class FNoncentralGen
extends RandomVariateGen

This class implements random variate generators for the noncentral F-distribution. If X is a noncentral chi-square random variable with ν1 > 0 degrees of freedom and noncentrality parameter λ > 0, and Y is a chi-square random variable (statistically independent of X) with ν2 > 0 degrees of freedom, then

F ' = (X/ν1)/(Y/ν2)

has a noncentral F-distribution.


Constructor Summary
FNoncentralGen(ChiSquareNoncentralGen ncgen, ChiSquareGen cgen)
          Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
 void setChiSquareGen(ChiSquareGen cgen)
          Sets the chi-square generator to cgen.
 void setChiSquareNoncentralGen(ChiSquareNoncentralGen ncgen)
          Sets the noncentral chi-square generator to ncgen.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, setStream, toString
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

FNoncentralGen

public FNoncentralGen(ChiSquareNoncentralGen ncgen,
                      ChiSquareGen cgen)
Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.

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

setChiSquareNoncentralGen

public void setChiSquareNoncentralGen(ChiSquareNoncentralGen ncgen)
Sets the noncentral chi-square generator to ncgen.


setChiSquareGen

public void setChiSquareGen(ChiSquareGen cgen)
Sets the chi-square generator to cgen.


SSJ
V. 2.6.

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