Class VanDerWaerden1969

  • All Implemented Interfaces:
    RandomBetaGenerator, RandomNumberGenerator, Seedable

    @Deprecated
    public class VanDerWaerden1969
    extends Object
    implements RandomBetaGenerator
    Deprecated.
    Cheng1978 is a much better algorithm.
    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).
    • 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