SuanShu, a Java numerical and statistical library



com.numericalmethod.suanshu.stats.random.univariate.beta
Class VanDerWaerden1969

java.lang.Object
  extended by com.numericalmethod.suanshu.stats.random.univariate.beta.VanDerWaerden1969
All Implemented Interfaces:
Seedable, RandomBetaGenerator, RandomNumberGenerator

Deprecated. Cheng1978 is a much better algorithm.

@Deprecated
public class VanDerWaerden1969
extends Object
implements RandomBetaGenerator

If X and Y are independent, with X ~ Γ(α,θ) and Y ~ Γ(β,θ) then X/(X+Y) ~ Beta(α,β), so one algorithm for generating beta variates is to generate X/(X+Y), where X is a gamma variate with parameters Γ(α,1) and Y is an independent gamma variate with parameters Γ(β,1).

See Also:
"van der Waerden, B. L., "Mathematical Statistics", Springer, ISBN 978-3540045076."

Constructor Summary
VanDerWaerden1969(double alpha, double beta)
          Deprecated. Construct a random number generator to sample from the beta distribution.
VanDerWaerden1969(RandomGammaGenerator X, RandomGammaGenerator Y)
          Deprecated. Construct a random number generator to sample from the beta distribution.
 
Method Summary
 double nextDouble()
          Deprecated. Get the next random double.
 void seed(long... seeds)
          Deprecated. Seed the random number/vector/scenario generator to produce repeatable experiments.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

VanDerWaerden1969

public VanDerWaerden1969(RandomGammaGenerator X,
                         RandomGammaGenerator Y)
Deprecated. 
Construct a random number generator to sample from the beta distribution.

Parameters:
X - a random gamma generator
Y - a random gamma generator

VanDerWaerden1969

public VanDerWaerden1969(double alpha,
                         double beta)
Deprecated. 
Construct a random number generator to sample from the beta distribution.

Parameters:
alpha - the gamma distribution parameter, α, for X
beta - the gamma distribution parameter, β, for X
Method Detail

seed

public void seed(long... seeds)
Deprecated. 
Description copied from interface: Seedable
Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:
seed in interface Seedable
Parameters:
seeds - the seeds

nextDouble

public double nextDouble()
Deprecated. 
Description copied from interface: RandomNumberGenerator
Get the next random double.

Specified by:
nextDouble in interface RandomNumberGenerator
Returns:
the next random number


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