Gamma |
public class GammaDistribution : ProbabilityDistribution
The GammaDistribution type exposes the following members.
Name | Description | |
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GammaDistribution(Double, Double) | Initializes a new instance of the GammaDistribution class | |
GammaDistribution(Double, Double, RandomGenerator) | Initializes a new instance of the GammaDistribution class |
Name | Description | |
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Generator | Returns the random generator used by the distribution to generate the random values. (Inherited from ProbabilityDistribution) | |
Location | ||
Order |
Name | Description | |
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CDF | (Overrides ProbabilityDistributionCDF(Double)) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) | |
GetHashCode | Serves as the default hash function. (Inherited from Object) | |
GetType | Gets the Type of the current instance. (Inherited from Object) | |
Initialize | ||
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) | |
NextDouble | (Overrides ProbabilityDistributionNextDouble) | |
(Overrides ProbabilityDistributionPDF(Double)) | ||
Quantile | (Overrides ProbabilityDistributionQuantile(Double)) | |
ToString | Returns a string that represents the current object. (Inherited from Object) |
Name | Description | |
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_invTheta | ||
algorithmGD | ||
alpha | ||
b | ||
c | ||
d | ||
exponentialDistribution | ||
generator | Pointer to generator. (Inherited from ProbabilityDistribution) | |
normalDistribution | ||
q0 | ||
r | ||
s | ||
s2 | ||
scale | ||
si |
Return Gamma 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 arguments must satisfy the conditions: a > 0 (positive) b != 0 (non-zero) References: For parameter a >= 1 corresponds to algorithm GD in: J. H. Ahrens and U. Dieter, Generating Gamma Variates by a Modified Rejection Technique, Comm. ACM, 25, 1, 47-54 (1982). For parameter 0 < a < 1 corresponds to algorithm GS in: J. H. Ahrens and U. Dieter, Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions, Computing, 12, 223-246 (1974).