Package sim.util.distribution

Class Beta

java.lang.Object

sim.util.distribution.AbstractDistribution

sim.util.distribution.AbstractContinuousDistribution

sim.util.distribution.Beta

All Implemented Interfaces:

Serializable

public class Beta
extends AbstractContinuousDistribution

Beta distribution; math definition and animated definition.

p(x) = k * x^(alpha-1) * (1-x)^(beta-1) with k = g(alpha+beta)/(g(alpha)*g(beta)) and g(a) being the gamma function.

Valid parameter ranges: alpha > 0 and beta > 0.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Stratified Rejection/Patchwork Rejection. High performance implementation.

This is a port of bsprc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

H. Sakasegawa (1983): Stratified rejection and squeeze method for generating beta random numbers, Ann. Inst. Statist. Math. 35 B, 291-302.

and

Stadlober E., H. Zechner (1993), Generating beta variates via patchwork rejection,, Computing 50, 1-18.

See Also:

• Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
protected double	alpha
protected double	beta

Fields inherited from class sim.util.distribution.AbstractDistribution

randomGenerator

Constructor Summary

Constructors

Constructor	Description
Beta(double alpha, double beta, MersenneTwisterFast randomGenerator)	Constructs a Beta distribution.

Method Summary

Modifier and Type	Method	Description
protected double	b00(double a, double b, MersenneTwisterFast randomGenerator)
protected double	b01(double a, double b, MersenneTwisterFast randomGenerator)
protected double	b1prs(double p, double q, MersenneTwisterFast randomGenerator)
double	cdf(double x)	Returns the cumulative distribution function.
double	nextDouble()	Returns a random number from the distribution.
double	nextDouble(double alpha, double beta)	Returns a beta distributed random number; bypasses the internal state.
double	pdf(double x)	Returns the cumulative distribution function.
void	setState(double alpha, double beta)	Sets the parameters.
String	toString()	Returns a String representation of the receiver.

Methods inherited from class sim.util.distribution.AbstractDistribution

apply, apply, getRandomGenerator, nextInt, setRandomGenerator

Methods inherited from class java.lang.Object

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

Field Details

alpha

protected double alpha

beta

protected double beta

Constructor Details

Beta

public Beta(double alpha,
 double beta,
 MersenneTwisterFast randomGenerator)

Constructs a Beta distribution.

Method Details

b00

protected double b00(double a,
 double b,
 MersenneTwisterFast randomGenerator)

b01

protected double b01(double a,
 double b,
 MersenneTwisterFast randomGenerator)

b1prs

protected double b1prs(double p,
 double q,
 MersenneTwisterFast randomGenerator)

cdf

public double cdf(double x)

Returns the cumulative distribution function.

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDistribution

nextDouble

public double nextDouble(double alpha,
 double beta)

Returns a beta distributed random number; bypasses the internal state.

pdf

public double pdf(double x)

Returns the cumulative distribution function.

setState

public void setState(double alpha,
 double beta)

Sets the parameters.

toString

public String toString()

Returns a String representation of the receiver.

Overrides:

toString in class Object