umontreal.iro.lecuyer.randvar

Class StudentGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.StudentGen

Direct Known Subclasses:

StudentPolarGen

public class StudentGen
extends RandomVariateGen

This class implements methods for generating random variates from the Student distribution with n > 0 degrees of freedom. Its density function is

f (x) = [Γ((n + 1)/2)/(Γ(n/2)(πn)^1/2)][1 + x²/n]^-(n+1)/2 for - ∞ < x < ∞,

where Γ(x) is the gamma function defined in GammaGen.

The nextDouble method simply calls inverseF on the distribution.

The following table gives the CPU time needed to generate 10⁷ Student random variates using the different implementations available in SSJ. The second test (Q) was made with the inverse in StudentDistQuick, while the first test was made with the inverse in StudentDist. These tests were made on a machine with processor AMD Athlon 4000, running Red Hat Linux, with clock speed at 2400 MHz.

Generator	time in seconds
StudentGen	22.4
StudentGen(Q)	6.5
StudentPolarGen	1.4

Constructor Summary

Constructors

Constructor and Description
StudentGen(RandomStream s, int n) Creates a Student random variate generator with n degrees of freedom, using stream s.
StudentGen(RandomStream s, StudentDist dist) Creates a new generator for the Student distribution dist and stream s.

Method Summary

Modifier and Type	Method and Description
int	getN() Returns the value of n for this object.
static double	nextDouble(RandomStream s, int n) Generates a new variate from the Student distribution with n = n degrees of freedom, using stream s.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

StudentGen

public StudentGen(RandomStream s,
                  int n)

Creates a Student random variate generator with n degrees of freedom, using stream s.

StudentGen

public StudentGen(RandomStream s,
                  StudentDist dist)

Creates a new generator for the Student distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                int n)

Generates a new variate from the Student distribution with n = n degrees of freedom, using stream s.

getN

public int getN()

Returns the value of n for this object.