GammaDistribution Type

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).

Constructors

Constructor Description

GammaDistribution()

Full Usage: GammaDistribution()

GammaDistribution(gen)

Full Usage: GammaDistribution(gen)

Parameters:

gen : Generator

GammaDistribution(alpha, theta)

Full Usage: GammaDistribution(alpha, theta)

Parameters:
    alpha : float
    theta : float

alpha : float
theta : float

GammaDistribution(alpha, theta, ran)

Full Usage: GammaDistribution(alpha, theta, ran)

Parameters:
    alpha : float
    theta : float
    ran : Generator

alpha : float
theta : float
ran : Generator

Instance members

Instance member Description

this.Alpha

Full Usage: this.Alpha

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.

this.CDF

Full Usage: this.CDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Initialize

Full Usage: this.Initialize

Parameters:
    alpha : float
    theta : float

alpha : float
theta : float

this.IsValidAlpha

Full Usage: this.IsValidAlpha

Parameters:
    value : float - The value to check.

Returns: bool if value is greater than 0.0; otherwise, .

Determines whether the specified value is valid for parameter GammaDistribution.Alpha.

value : float

The value to check.

Returns: bool

if value is greater than 0.0; otherwise, .

this.IsValidTheta

Full Usage: this.IsValidTheta

Parameters:
    value : float - The value to check.

Returns: bool if value is greater than 0.0; otherwise, .

Determines whether the specified value is valid for parameter GammaDistribution.Theta.

value : float

The value to check.

Returns: bool

if value is greater than 0.0; otherwise, .

this.Location

Full Usage: this.Location

this.Maximum

Full Usage: this.Maximum

Returns: float
Modifiers: abstract

Gets the maximum possible value of gamma distributed random numbers.

Returns: float

this.Mean

Full Usage: this.Mean

Returns: float
Modifiers: abstract

Gets the mean value of gamma distributed random numbers.

Returns: float

this.Median

Full Usage: this.Median

Returns: float
Modifiers: abstract

Gets the median of gamma distributed random numbers.

Returns: float

this.Minimum

Full Usage: this.Minimum

Returns: float
Modifiers: abstract

Gets the minimum possible value of gamma distributed random numbers.

Returns: float

this.Mode

Full Usage: this.Mode

Returns: float[]
Modifiers: abstract

Gets the mode of gamma distributed random numbers.

Returns: float[]

this.NextDouble

Full Usage: this.NextDouble

Returns: float
Modifiers: abstract

Returns: float

this.Order

Full Usage: this.Order

Returns: float

Returns: float

this.PDF

Full Usage: this.PDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Quantile

Full Usage: this.Quantile

Parameters:
    p : float

Returns: float
Modifiers: abstract

p : float
Returns: float

this.Theta

Full Usage: this.Theta

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.

this.Variance

Full Usage: this.Variance

Returns: float
Modifiers: abstract

Gets the variance of gamma distributed random numbers.

Returns: float

Static members

Static member Description

GammaDistribution.CDF(x, A, B)

Full Usage: GammaDistribution.CDF(x, A, B)

Parameters:
    x : float
    A : float
    B : float

Returns: float

x : float
A : float
B : float
Returns: float

GammaDistribution.PDF(x, A, B)

Full Usage: GammaDistribution.PDF(x, A, B)

Parameters:
    x : float
    A : float
    B : float

Returns: float

x : float
A : float
B : float
Returns: float

GammaDistribution.Quantile(x, A, B)

Full Usage: GammaDistribution.Quantile(x, A, B)

Parameters:
    x : float
    A : float
    B : float

Returns: float

x : float
A : float
B : float
Returns: float