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(order, loc)

Full Usage: GammaDistribution(order, loc)

Parameters:
    order : float
    loc : float

order : float
loc : float

GammaDistribution(order, loc, ran)

Full Usage: GammaDistribution(order, loc, ran)

Parameters:

order : float
loc : 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.Location

Full Usage: this.Location

Returns: float

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