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

Class ChiSquare

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


    public class ChiSquareextends AbstractContinousDistribution
    ChiSquare distribution; See the math definition and animated definition.
    A special case of the Gamma distribution.

    p(x) = (1/g(f/2)) * (x/2)^(f/2-1) * exp(-x/2) with g(a) being the gamma function and f being the degrees of freedom.

    Valid parameter ranges: freedom > 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: Ratio of Uniforms with shift.
    High performance implementation. This is a port of RandChiSquare used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on chru.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

    J.F. Monahan (1987): An algorithm for generating chi random variables, ACM Trans. Math. Software 13, 168-172.

    See Also:
    Serialized Form

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