SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class StudentGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by 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.

No local copy of the parameter n is maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
StudentGen(RandomStream s, StudentDist dist)
          Creates a new generator for the Student distribution dist and stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in 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, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

StudentGen

public StudentGen(RandomStream s,
                  StudentDist dist)
Creates a new generator for the Student distribution dist and stream s.

Method Detail

nextDouble

public double nextDouble()
Description copied from class: RandomVariateGen
Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:
nextDouble in class RandomVariateGen
Returns:
the generated value

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.


SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.