cern.jet.random

Class Beta

java.lang.Object

cern.colt.PersistentObject

cern.jet.random.AbstractDistribution

cern.jet.random.AbstractContinousDistribution

cern.jet.random.Beta

All Implemented Interfaces:

DoubleFunction, IntFunction, java.io.Serializable, java.lang.Cloneable

public class Beta
extends AbstractContinousDistribution

Beta distribution; math definition and animated definition.

p(x) = k * x^(alpha-1) * (1-x)^(beta-1) with k = g(alpha+beta)/(g(alpha)*g(beta)) and g(a) being the gamma function.

Valid parameter ranges: alpha > 0 and beta > 0.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Stratified Rejection/Patchwork Rejection. High performance implementation.

This is a port of bsprc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

H. Sakasegawa (1983): Stratified rejection and squeeze method for generating beta random numbers, Ann. Inst. Statist. Math. 35 B, 291-302.

and

Stadlober E., H. Zechner (1993), Generating beta variates via patchwork rejection,, Computing 50, 1-18.

See Also:

Serialized Form

Field Summary

Fields inherited from class cern.colt.PersistentObject

serialVersionUID

Constructor Summary

Constructors

Constructor and Description
Beta(double alpha, double beta, RandomEngine randomGenerator) Constructs a Beta distribution.

Method Summary

Modifier and Type	Method and Description
double	cdf(double x) Returns the cumulative distribution function.
double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double alpha, double beta) Returns a beta distributed random number; bypasses the internal state.
double	pdf(double x) Returns the cumulative distribution function.
void	setState(double alpha, double beta) Sets the parameters.
static double	staticNextDouble(double alpha, double beta) Returns a random number from the distribution.
java.lang.String	toString() Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.AbstractDistribution

apply, apply, clone, makeDefaultGenerator, nextInt

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Beta

public Beta(double alpha,
            double beta,
            RandomEngine randomGenerator)

Constructs a Beta distribution.

Method Detail

cdf

public double cdf(double x)

Returns the cumulative distribution function.

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDistribution

nextDouble

public double nextDouble(double alpha,
                         double beta)

Returns a beta distributed random number; bypasses the internal state.

pdf

public double pdf(double x)

Returns the cumulative distribution function.

setState

public void setState(double alpha,
                     double beta)

Sets the parameters.

staticNextDouble

public static double staticNextDouble(double alpha,
                                      double beta)

Returns a random number from the distribution.

toString

public java.lang.String toString()

Returns a String representation of the receiver.

Overrides:

toString in class java.lang.Object