org.jquantlib.math.distributions

Class GammaDistribution

java.lang.Object

org.jquantlib.math.distributions.GammaDistribution

All Implemented Interfaces:

Ops.DoubleOp

public class GammaDistribution
extends java.lang.Object
implements Ops.DoubleOp

The gamma distribution is a two-parameter family of continuous probability distributions.

A gamma distribution is a general type of statistical distribution that is related to the beta distribution and arises naturally in processes for which the waiting times between Poisson distributed events are relevant.

See Also:

Gamma Distribution, Gamma Distribution on Wolfram MathWorld

Constructor Summary

Constructors

Constructor and Description
GammaDistribution(double a) Intitializes a_ and checks that a_ is not smaller than 0.00.

Method Summary

Modifier and Type	Method and Description
double	op(double x) Computes the Gamma distribution.

Methods inherited from class java.lang.Object

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

Constructor Detail

GammaDistribution

public GammaDistribution(double a)

Intitializes a_ and checks that a_ is not smaller than 0.00.

Parameters:

a -

Throws:

java.lang.ArithmeticException - if a_ is smaller than 0.00

Method Detail

op

public double op(double x)

Computes the Gamma distribution.

Specified by:

op in interface Ops.DoubleOp

Parameters:

x - random variable

Returns:

Gamma distribution of x