Generates Gamma distributed random numbers.
Return Gamma distributed random deviates according to: a-1 -bx b (bx) e p (x) dx = ---------------- dx for x > 0 a,b Gamma(a) = 0 otherwise // The arguments must satisfy the conditions: a > 0 (positive) b != 0 (non-zero) References: For parameter a >= 1 corresponds to algorithm GD in: J. H. Ahrens and U. Dieter, Generating Gamma Variates by a Modified Rejection Technique, Comm. ACM, 25, 1, 47-54 (1982). For parameter 0 < a < 1 corresponds to algorithm GS in: J. H. Ahrens and U. Dieter, Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions, Computing, 12, 223-246 (1974).
Constructor | Description |
Full Usage:
GammaDistribution()
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Full Usage:
GammaDistribution(alpha, theta)
Parameters:
float
theta : float
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Full Usage:
GammaDistribution(alpha, theta, ran)
Parameters:
float
theta : float
ran : Generator
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Instance member | Description |
Full Usage:
this.Alpha
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Gets or sets the parameter alpha which is used for generation of gamma distributed random numbers. Call GammaDistribution.IsValidAlpha to determine whether a value is valid and therefor assignable. |
Full Usage:
this.CDF
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Initialize
Parameters:
float
theta : float
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Full Usage:
this.IsValidAlpha
Parameters:
float
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The value to check.
Returns: bool
if value is greater than 0.0; otherwise, .
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Full Usage:
this.IsValidTheta
Parameters:
float
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The value to check.
Returns: bool
if value is greater than 0.0; otherwise, .
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Full Usage:
this.Location
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Full Usage:
this.Maximum
Returns: float
Modifiers: abstract |
Gets the maximum possible value of gamma distributed random numbers.
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Full Usage:
this.Mean
Returns: float
Modifiers: abstract |
Gets the mean value of gamma distributed random numbers.
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Full Usage:
this.Median
Returns: float
Modifiers: abstract |
Gets the median of gamma distributed random numbers.
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Full Usage:
this.Minimum
Returns: float
Modifiers: abstract |
Gets the minimum possible value of gamma distributed random numbers.
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Full Usage:
this.Mode
Returns: float[]
Modifiers: abstract |
Gets the mode of gamma distributed random numbers.
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Full Usage:
this.NextDouble
Returns: float
Modifiers: abstract |
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Full Usage:
this.Order
Returns: float
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Full Usage:
this.PDF
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Quantile
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Theta
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Gets or sets the parameter theta which is used for generation of gamma distributed random numbers. Call GammaDistribution.IsValidTheta to determine whether a value is valid and therefor assignable. |
Full Usage:
this.Variance
Returns: float
Modifiers: abstract |
Gets the variance of gamma distributed random numbers.
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Static member | Description |
Full Usage:
GammaDistribution.CDF(x, A, B)
Parameters:
float
A : float
B : float
Returns: float
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Full Usage:
GammaDistribution.PDF(x, A, B)
Parameters:
float
A : float
B : float
Returns: float
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Full Usage:
GammaDistribution.Quantile(x, A, B)
Parameters:
float
A : float
B : float
Returns: float
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