Examples of cern.jet.random.Gamma

• cern.jet.random.Gamma
  fo.cern.ch/asdoc/shortwrupsdir/g106/top.html"> math definition, definition of gamma function and animated definition.

  p(x) = k * x^(alpha-1) * e^(-x/beta) with k = 1/(g(alpha) * b^a)) and g(a) being the gamma function.

  Valid parameter ranges: alpha > 0.

  Note: For a Gamma distribution to have the mean mean and variance variance, set the parameters as follows:

   alpha = mean*mean / variance; lambda = 1 / (variance / mean);  

  Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

  Static methods operate on a default uniform random number generator; they are synchronized.

  Implementation:

  Method: Acceptance Rejection combined with Acceptance Complement.

  High performance implementation. This is a port of RandGamma used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on gds.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

  J.H. Ahrens, U. Dieter (1974): Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing 12, 223-246.

  and

  J.H. Ahrens, U. Dieter (1982): Generating gamma variates by a modified rejection technique, Communications of the ACM 25, 47-54. @author wolfgang.hoschek@cern.ch @version 1.0, 09/24/99

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