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(order, loc)
Parameters:
float
loc : float
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Full Usage:
GammaDistribution(order, loc, ran)
Parameters:
float
loc : float
ran : RandomGenerator
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| Instance member | Description |
Full Usage:
this.CDF
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Location
Returns: float
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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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