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ErlangDistribution Class

Generates Erlang distributed random numbers.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.ProbabilityDistribution
    Altaxo.Calc.ProbabilityContinuousDistribution
      Altaxo.Calc.ProbabilityErlangDistribution

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
public class ErlangDistribution : ContinuousDistribution

The ErlangDistribution type exposes the following members.

Constructors
 NameDescription
Public methodErlangDistribution Initializes a new instance of the ErlangDistribution class, using a StandardGenerator as underlying random number generator.
Public methodErlangDistribution(Generator) Initializes a new instance of the ErlangDistribution class, using the specified Generator as underlying random number generator.
Public methodErlangDistribution(Int32, Double) Initializes a new instance of the ErlangDistribution class with the given parameters.
Public methodErlangDistribution(Int32, Double, Generator) Initializes a new instance of the ErlangDistribution class with the given parameters and generator.
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Properties
 NameDescription
Public propertyAlpha Gets or sets the parameter alpha which is used for generation of erlang distributed random numbers.
Public propertyCanReset Gets a value indicating whether the random number distribution can be reset so that it produces the same random number sequence again.
(Inherited from Distribution)
Public propertyGenerator Gets or sets a Generator object that can be used as the underlying random number generator.
(Inherited from Distribution)
Public propertyLambda Gets or sets the parameter lambda which is used for generation of erlang distributed random numbers.
Public propertyLocation Gets the location/scale value used internally for the distribution.
Public propertyMaximum Gets the maximum possible value of erlang distributed random numbers.
(Overrides DistributionMaximum)
Public propertyMean Gets the mean value of erlang distributed random numbers.
(Overrides DistributionMean)
Public propertyMedian Gets the median of erlang distributed random numbers.
(Overrides DistributionMedian)
Public propertyMinimum Gets the minimum possible value of erlang distributed random numbers.
(Overrides DistributionMinimum)
Public propertyMode Gets the mode of erlang distributed random numbers.
(Overrides DistributionMode)
Public propertyOrder Gets the order (shape) parameter of the Erlang distribution.
Public propertyVariance Gets the variance of erlang distributed random numbers.
(Overrides DistributionVariance)
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Methods
 NameDescription
Public methodCDF(Double)Calculates the cumulative distribution function.
(Overrides ContinuousDistributionCDF(Double))
Public methodStatic memberCDF(Double, Double, Double) Returns the cumulative distribution function (CDF) for the Erlang distribution.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodInitialize Initializes the distribution with the specified order and rate parameter.
Public methodIsValidAlpha Determines whether the specified value is valid for parameter Alpha.
Public methodIsValidLambda Determines whether the specified value is valid for parameter Lambda.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodNextDouble Returns a distributed floating-point random number.
(Overrides DistributionNextDouble)
Public methodPDF(Double)Calculates the probability density function.
(Overrides ContinuousDistributionPDF(Double))
Public methodStatic memberPDF(Double, Double, Double) Returns the probability density function (PDF) for the Erlang distribution.
Public methodQuantile(Double)Calculates the quantile of the distribution function.
(Overrides ContinuousDistributionQuantile(Double))
Public methodStatic memberQuantile(Double, Double, Double) Returns the quantile function (inverse CDF) for the Erlang distribution.
Public methodReset Resets the random number distribution so that it produces the same random number sequence again.
(Inherited from Distribution)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected fieldA 
Protected fielda1 
Protected fieldB 
Protected fieldgenerator Stores a Generator object that can be used as the underlying random number generator.
(Inherited from Distribution)
Protected fieldlambda 
Protected fieldscale 
Protected fieldscale2 
Protected fieldsq 
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Remarks
C#
Return Erlang distributed random deviates according to:

                     a-1  -bx
               b (bx)    e
 p   (x) dx = ---------------- dx   for x > 0
  a,b             Gamma(a)

            =  0                    otherwise

The Erlang distribution is a special case of the Gamma distribution
with integer valued order a.

References:
see references in:
W. H. Press, B. P. Flannery, S. A. Teukolsky, W. T. Vetterling,
Numerical Recipies in C, Cambridge Univ. Press, 1988.
See Also