cern.jet.random
Class ParetoII

java.lang.Object
  |
  +--cern.colt.PersistentObject
        |
        +--cern.jet.random.AbstractDistribution
              |
              +--cern.jet.random.AbstractContinousDistribution
                    |
                    +--cern.jet.random.ParetoII
All Implemented Interfaces:
java.lang.Cloneable, cern.colt.function.DoubleFunction, cern.colt.function.IntFunction, java.io.Serializable

public class ParetoII
extends AbstractContinousDistribution

Pareto II Distribution is modified Pareto Distribution by left shift along the x-axis. For Pareto Distribution, see the math definition animated definition.

p(x) = shape*scale^shape*(x+shift)^{-(1+shape)} for x >= scale, shape > 0.

Note that mean is infinite if shape <= 1 and variance is infinite if shape <= 2.

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.

See Also:
Serialized Form

Field Summary
protected  double pwr
           
protected  double scale
           
protected  double shape
           
protected static ParetoII shared
           
protected  double shift
           
 
Fields inherited from class cern.jet.random.AbstractDistribution
randomGenerator
 
Constructor Summary
ParetoII(double k, double alpha, double mu, RandomElement randomGenerator)
          Constructs a ParetoII distribution.
 
Method Summary
 double cdf(double x)
          Returns the cumulative distribution function.
 double nextDouble()
          Returns a random number from the distribution.
 double nextDouble(double k, double alpha, double mu)
          Returns a random number from the distribution; bypasses the internal state.
 double pdf(double x)
          Returns the probability distribution function.
 void setState(double k, double alpha, double mu)
          Sets the parameters.
static double staticNextDouble(double k, double alpha, double mu)
          Returns a random number from the distribution with the given scale = k, and shape = alpha.
 java.lang.String toString()
          Returns a String representation of the receiver.
 
Methods inherited from class cern.jet.random.AbstractDistribution
apply, apply, clone, getRandomGenerator, makeDefaultGenerator, nextInt, setRandomGenerator
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

scale

protected double scale

shape

protected double shape

shift

protected double shift

pwr

protected double pwr

shared

protected static ParetoII shared
Constructor Detail

ParetoII

public ParetoII(double k,
                double alpha,
                double mu,
                RandomElement randomGenerator)
Constructs a ParetoII distribution.

Method Detail

cdf

public double cdf(double x)
Returns the cumulative distribution function.


nextDouble

public double nextDouble()
Returns a random number from the distribution.

Specified by:
nextDouble in class AbstractDistribution

nextDouble

public double nextDouble(double k,
                         double alpha,
                         double mu)
Returns a random number from the distribution; bypasses the internal state.


pdf

public double pdf(double x)
Returns the probability distribution function.


setState

public void setState(double k,
                     double alpha,
                     double mu)
Sets the parameters.


staticNextDouble

public static double staticNextDouble(double k,
                                      double alpha,
                                      double mu)
Returns a random number from the distribution with the given scale = k, and shape = alpha.


toString

public java.lang.String toString()
Returns a String representation of the receiver.

Overrides:
toString in class java.lang.Object