ChiSquareDistribution Type

Generates central chi-square distributed random numbers.

             Generates random deviates from a central chi-square distribution with
             f degrees of freedom. f must be positive.
             The density of this distribution is:
            
            
                            -f/2   f/2-1  -x/2
                           2      x      e
              p (x) dx =  --------------------- dx  for x > 0
               f               Gamma(f/2)
            
                       =  0                         otherwise
            
             The calculation uses the relation between chi-square and gamma distribution:
            
              ChiSquare(f) = GammaDistribution(f/2,1/2)
            
             References:
                K. Behnen, G. Neuhaus, "Grundkurs Stochastik", Teubner Studienbuecher
                Mathematik, Teubner Verlag, Stuttgart, 1984.

Constructors

Constructor Description

ChiSquareDistribution(f)

Full Usage: ChiSquareDistribution(f)

Parameters:
    f : float

f : float

ChiSquareDistribution(f, ran)

Full Usage: ChiSquareDistribution(f, ran)

Parameters:

f : float
ran : RandomGenerator

Instance members

Instance member Description

this.CDF

Full Usage: this.CDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Freedom

Full Usage: this.Freedom

Returns: float

Returns: float

this.NextDouble

Full Usage: this.NextDouble

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