Package nl.tudelft.simulation.jstats.distributions

Class DistPearson5

java.lang.Object

nl.tudelft.simulation.jstats.distributions.Dist

nl.tudelft.simulation.jstats.distributions.DistContinuous

nl.tudelft.simulation.jstats.distributions.DistPearson5

All Implemented Interfaces:

Serializable

public class DistPearson5
extends DistContinuous

The Pearson5 distribution with a shape parameter α and a scale parameter β. The distribution is sometimes called the inverse gamma distribution, because if X ~ PT5(α, β) if and only if Y = 1 / X ~ gamma(α, 1/β). For more information on this distribution see https://en.wikipedia.org/wiki/Inverse-gamma_distribution

Copyright (c) 2002-2023 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See for project information https://simulation.tudelft.nl. The DSOL project is distributed under a three-clause BSD-style license, which can be found at https://https://simulation.tudelft.nl/dsol/docs/latest/license.html.

Author:

Peter Jacobs , Alexander Verbraeck

See Also:

Serialized Form

Field Summary

Fields inherited from class nl.tudelft.simulation.jstats.distributions.Dist

stream

Constructor Summary

Constructors

Constructor	Description
DistPearson5(StreamInterface stream, double alpha, double beta)	constructs a new Pearson5 distribution.

Method Summary

Modifier and Type	Method	Description
double	draw()	draws the next stream value according to the probability of this this distribution.
double	getAlpha()	Return the shape parameter α of the distribution.
double	getBeta()	Return the scale parameter β of the distribution.
double	getProbabilityDensity(double x)	returns the probability density value of a value x.
void	setStream(StreamInterface stream)	Replace the random number stream.
String	toString()

Methods inherited from class nl.tudelft.simulation.jstats.distributions.Dist

getStream

Methods inherited from class java.lang.Object

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

Constructor Detail

DistPearson5

public DistPearson5(StreamInterface stream,
                    double alpha,
                    double beta)

constructs a new Pearson5 distribution.

Parameters:

stream - StreamInterface; the random number stream

alpha - double; the shape parameter α of the distribution

beta - double; the scale parameter β of the distribution

Throws:

IllegalArgumentException - when alpha <= 0 or beta <= 0

Method Detail

draw

public double draw()

draws the next stream value according to the probability of this this distribution.

Specified by:

draw in class DistContinuous

Returns:

the next double value drawn.

getProbabilityDensity

public double getProbabilityDensity(double x)

returns the probability density value of a value x.

Specified by:

getProbabilityDensity in class DistContinuous

Parameters:

x - double; the value for which the density function needs to be calculated

Returns:

double; the probability density for value x

getAlpha

public double getAlpha()

Return the shape parameter α of the distribution.

Returns:

double; the shape parameter α of the distribution

getBeta

public double getBeta()

Return the scale parameter β of the distribution.

Returns:

double; the scale parameter β of the distribution

setStream

public void setStream(StreamInterface stream)

Replace the random number stream.

Overrides:

setStream in class Dist

Parameters:

stream - StreamInterface; the new random number stream

toString

public String toString()

Overrides:

toString in class Object