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java.lang.Objectsim.util.distribution.AbstractDistribution
sim.util.distribution.AbstractContinousDistribution
sim.util.distribution.StudentT
public class StudentT
StudentT distribution (aka T-distribution); See the math definition and animated definition.
p(x) = k * (1+x^2/f) ^ -(f+1)/2 where k = g((f+1)/2) / (sqrt(pi*f) * g(f/2)) and g(a) being the gamma function and f being the degrees of freedom.
Valid parameter ranges: freedom > 0.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
Implementation:
R.W. Bailey (1994): Polar generation of random variates with the t-distribution, Mathematics of Computation 62, 779-781.
Field Summary | |
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protected double |
freedom
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protected double |
TERM
|
Fields inherited from class sim.util.distribution.AbstractDistribution |
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randomGenerator |
Constructor Summary | |
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StudentT(double freedom,
MersenneTwisterFast randomGenerator)
Constructs a StudentT distribution. |
Method Summary | |
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double |
cdf(double x)
Returns the cumulative distribution function. |
double |
nextDouble()
Returns a random number from the distribution. |
double |
nextDouble(double degreesOfFreedom)
Returns a random number from the distribution; bypasses the internal state. |
double |
pdf(double x)
Returns the probability distribution function. |
void |
setState(double freedom)
Sets the distribution parameter. |
java.lang.String |
toString()
Returns a String representation of the receiver. |
Methods inherited from class sim.util.distribution.AbstractDistribution |
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apply, apply, getRandomGenerator, nextInt, setRandomGenerator |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
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protected double freedom
protected double TERM
Constructor Detail |
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public StudentT(double freedom, MersenneTwisterFast randomGenerator)
freedom
- degrees of freedom.
java.lang.IllegalArgumentException
- if freedom <= 0.0.Method Detail |
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public double cdf(double x)
public double nextDouble()
nextDouble
in class AbstractDistribution
public double nextDouble(double degreesOfFreedom)
a
- degrees of freedom.
java.lang.IllegalArgumentException
- if a <= 0.0.public double pdf(double x)
public void setState(double freedom)
freedom
- degrees of freedom.
java.lang.IllegalArgumentException
- if freedom <= 0.0.public java.lang.String toString()
toString
in class java.lang.Object
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