drasys.or.prob
Class GammaDistribution

java.lang.Object
  |
  +--drasys.or.prob.Distribution
        |
        +--drasys.or.prob.ContinuousDistribution
              |
              +--drasys.or.prob.GammaDistribution

public class GammaDistribution

extends ContinuousDistribution

implements ContinuousDistributionI, FunctionI

An implementation of the Gamma probability distribution.

References:

The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed)
    Donald Ervin Knuth; Hardcover
Numerical Recipes in C : The Art of Scientific Computing
    William H. Press, et al / Hardcover / Published 1993
Probability and Statistics
    Morris H. Degroot / Hardcover / Published 1986
Mathematical Statistics With Applications
    Dennis D. Wackerly, et al / Hardcover / Published 1996

See Also:

Serialized Form

Constructor Summary

GammaDistribution()

GammaDistribution(double alpha, double beta)

GammaDistribution(double alpha, double beta, IntegrationI integration)           The argument integration will be used to compute the cdf from the pdf.

GammaDistribution(double alpha, double beta, long seed)

 

Method Summary
double	alpha()           Returns the value of the alpha parameter.
double	beta()           Returns the value of the beta parameter.
double	cdf(double x)           Computes the cdf by numerical integration using the pdf.
boolean	equals(java.lang.Object o)
double	function(double x)
double	getRandomScaler()           Returns a random number from the gamma distribution.
double	mean()           Returns the mean of the distribution.
double	pdf(double x)           Returns the value of the probability distribution function at x;
double	probability(double x1, double x2)           Computes the the probability that x will be between x1 and x2 by numerical integration using the pdf.
void	setParameters(double alpha, double beta)           Sets the distribution parameters.
void	setParameters(double alpha, double beta, double coefficient)           Sets the distribution parameters.
double	std()           Returns the standard deviation of the distribution.
java.lang.String	toString()
double	variance()           Returns the variance of the distribution.

 

Methods inherited from class drasys.or.prob.ContinuousDistribution

inverseCdf, probability

 

Methods inherited from class drasys.or.prob.Distribution

getRandomMatrix, getRandomNumberGenerator, getRandomVector, setElements, setElements, setRandomNumberGenerator, setSeed

 

Methods inherited from class java.lang.Object

clone, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

 

Constructor Detail

GammaDistribution

public GammaDistribution()

GammaDistribution

public GammaDistribution(double alpha,
                         double beta)

GammaDistribution

public GammaDistribution(double alpha,
                         double beta,
                         long seed)

GammaDistribution

public GammaDistribution(double alpha,
                         double beta,
                         IntegrationI integration)

The argument integration will be used to compute the cdf from the pdf.

function

public double function(double x)

Specified by:

function in interface FunctionI

setParameters

public void setParameters(double alpha,
                          double beta,
                          double coefficient)

Sets the distribution parameters. This method uses the coefficient argument in the pdf: '1/[gamma(alpha+1)*beta^(alpha+1)]'.

Throws:

InvalidArgumentError - if alpha <= -1.0 or beta <= 0.0.

setParameters

public void setParameters(double alpha,
                          double beta)

Sets the distribution parameters. This method uses the 'lnGamma' method in 'functions' to compute the coefficient in the pdf: '1/[gamma(alpha+1)*beta^(alpha+1)]'.

Throws:

InvalidArgumentError - if alpha <= 0.0 or beta <= 0.0.

alpha

public double alpha()

Returns the value of the alpha parameter.

beta

public double beta()

Returns the value of the beta parameter.

mean

public double mean()

Returns the mean of the distribution.

variance

public double variance()

Returns the variance of the distribution.

std

public double std()

Returns the standard deviation of the distribution.

getRandomScaler

public double getRandomScaler()

Returns a random number from the gamma distribution.

Overrides:

getRandomScaler in class ContinuousDistribution

pdf

public double pdf(double x)

Returns the value of the probability distribution function at x;

Throws:

InvalidArgumentError - if x < 0.0.

cdf

public double cdf(double x)

Computes the cdf by numerical integration using the pdf.

Throws:

StatError - if the integration fails.

probability

public double probability(double x1,
                          double x2)

Computes the the probability that x will be between x1 and x2 by numerical integration using the pdf.

Throws:

InvalidArgumentError - if x2 < x1 or x1 < 0.0.

StatError - if the integration fails.

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object