Documentation API of the 'cern.jet.random.Beta' Java class
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

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