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) 2002-2024 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:

  • 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 Details

    • 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 Details

    • 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