com.numericalmethod.suanshu.stats.random.univariate.beta

Class VanDerWaerden1969

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.beta.VanDerWaerden1969

All Implemented Interfaces:

RandomBetaGenerator, RandomNumberGenerator, java.io.Serializable

Deprecated.

Cheng1978 is a much better algorithm.

@Deprecated
public class VanDerWaerden1969
extends java.lang.Object
implements RandomBetaGenerator

If X and Y are independent, with X ~ Γ(α,θ) and Y ~ Γ(β,θ) then X/(X+Y) ~ Beta(α,β), so one algorithm for generating beta variates is to generate X/(X+Y), where X is a gamma variate with parameters Γ(α,1) and Y is an independent gamma variate with parameters Γ(β,1).

See Also:

"van der Waerden, B. L., "Mathematical Statistics", Springer, ISBN 978-3540045076.", Serialized Form

Constructor Summary

Constructors

Constructor and Description
VanDerWaerden1969(double alpha, double beta) Deprecated. Construct a random number generator to sample from the beta distribution.
VanDerWaerden1969(RandomGammaGenerator X, RandomGammaGenerator Y) Deprecated. Construct a random number generator to sample from the beta distribution.

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Deprecated. Get the next random double.
void	seed(long... seeds) Deprecated. Seed the random number generator to produce repeatable sequences.

Methods inherited from class java.lang.Object

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

Constructor Detail

VanDerWaerden1969

public VanDerWaerden1969(RandomGammaGenerator X,
                         RandomGammaGenerator Y)

Deprecated.

Construct a random number generator to sample from the beta distribution.

Parameters:

X - a random gamma generator

Y - a random gamma generator

VanDerWaerden1969

public VanDerWaerden1969(double alpha,
                         double beta)

Deprecated.

Construct a random number generator to sample from the beta distribution.

Parameters:

alpha - the gamma distribution parameter, α, for X

beta - the gamma distribution parameter, β, for X

Method Detail

seed

public void seed(long... seeds)

Deprecated.

Description copied from interface: RandomNumberGenerator

Seed the random number generator to produce repeatable sequences.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Deprecated.

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number