Beta
cern.jet.random

Class Beta

  • All Implemented Interfaces:
    DoubleFunction, IntFunction, Serializable, Cloneable


    public class Betaextends AbstractContinousDistribution
    Beta distribution; math definition and animated definition.

    p(x) = k * x^(alpha-1) * (1-x)^(beta-1) with k = g(alpha+beta)/(g(alpha)*g(beta)) and g(a) being the gamma function.

    Valid parameter ranges: alpha > 0 and beta > 0.

    Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

    Static methods operate on a default uniform random number generator; they are synchronized.

    Implementation:

    Method: Stratified Rejection/Patchwork Rejection. High performance implementation.
    This is a port of bsprc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

    H. Sakasegawa (1983): Stratified rejection and squeeze method for generating beta random numbers, Ann. Inst. Statist. Math. 35 B, 291-302.

    and

    Stadlober E., H. Zechner (1993), Generating beta variates via patchwork rejection,, Computing 50, 1-18.

    See Also:
    Serialized Form
    • Constructor Detail

      • Beta

        public Beta(double alpha,    double beta,    RandomEngine randomGenerator)
        Constructs a Beta distribution.
    • Method Detail

      • cdf

        public double cdf(double x)
        Returns the cumulative distribution function.
      • nextDouble

        public double nextDouble(double alpha,                double beta)
        Returns a beta distributed random number; bypasses the internal state.
      • pdf

        public double pdf(double x)
        Returns the cumulative distribution function.
      • setState

        public void setState(double alpha,            double beta)
        Sets the parameters.
      • staticNextDouble

        public static double staticNextDouble(double alpha,                      double beta)
        Returns a random number from the distribution.
      • toString

        public String toString()
        Returns a String representation of the receiver.
        Overrides:
        toString in class Object

SCaVis 2.0 © jWork.ORG