Gamma |
public class GammaDistribution : ProbabilityDistribution
The GammaDistribution type exposes the following members.
| Name | Description | |
|---|---|---|
| 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 | |
|---|---|---|
| Generator | Returns the random generator used by the distribution to generate the random values. (Inherited from ProbabilityDistribution) | |
| Location | ||
| Order |
| Name | Description | |
|---|---|---|
| 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 | |
|---|---|---|
| _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).