SSJ
V. labo.

umontreal.iro.lecuyer.randvar
Class ParetoGen

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

public class ParetoGen
extends RandomVariateGen

ParetoGen

This class implements random variate generators for one of the Pareto distributions, with parameters α > 0 and β > 0. Its density function is

f (x) = αβα / xα+1 for x > β, 0 otherwise.

The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
ParetoGen(RandomStream s, double alpha)
          .
ParetoGen(RandomStream s, double alpha, double beta)
          .
ParetoGen(RandomStream s, ParetoDist dist)
          .
 
Method Summary
 double getAlpha()
          .
 double getBeta()
          .
static double nextDouble(RandomStream s, double alpha, double beta)
          .
 
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

ParetoGen

public ParetoGen(RandomStream s,
                 double alpha,
                 double beta)
. \begin{tabb}Creates a Pareto random variate generator with parameters $\alpha =$...
 ...exttt{alpha} and $\beta = $\ \texttt{beta}, using stream \texttt{s}.
 \end{tabb}


ParetoGen

public ParetoGen(RandomStream s,
                 double alpha)
. \begin{tabb}Creates a Pareto random variate generator with parameters $\alpha =$
 \texttt{alpha} and $\beta = 1$, using stream \texttt{s}.
 \end{tabb}


ParetoGen

public ParetoGen(RandomStream s,
                 ParetoDist dist)
. \begin{tabb}Creates a new generator for the Pareto distribution
 \texttt{dist} and stream \texttt{s}.
 \end{tabb}

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta)
. \begin{tabb}Generates a new variate from the Pareto distribution
 with parameter...
 ...exttt{alpha} and $\beta = $~\texttt{beta},
 using stream \texttt{s}.
 \end{tabb}


getAlpha

public double getAlpha()
. \begin{tabb}Returns the parameter $\alpha$\ of this object.
 \end{tabb}


getBeta

public double getBeta()
. \begin{tabb}Returns the parameter $\beta$\ of this object.
 \end{tabb}


SSJ
V. labo.

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