Package RandomVariables

Package description: RandomVariables


Class Summary
BetaVariable Beta(alpha,beta) variable.
BinomialVariable Binomial B(n,p) variable X.
ChiSquareVariable ChiSquare X^2(f) variable.
ExponentialVariable Exponential E(lambda) variable.
GammaVariable Gamma(alpha,beta) variable.
HyperGeometricVariable Hypergeomeric HG(N,n,p) variable X.
MeanAndVarianceTest This class provides a static method to test the analytic mean and variance of a random variable against the Monte Carlo mean and variance over a sample of size N.
MersenneTwisterRandomElement A edu.cornell.lassp.houle.RngPack.RandomElement based on uniform random numbers generated by a Mersenne Twister.
NegativeBinomialVariable Negative binomial NB(n,p) variable X.
NormalVariable Normal Variable.
PoissonVariable Poisson variable, the only parameter is the mean.

Package RandomVariables Description

Package description: RandomVariables

This class implements several concrete examples of RandomVariables. The implementation is straightforward using the probability distributions from the package cern.jet.random in the colt library.

These are provided as examples for newcomers to play around with. Each random variable has a main method which displays both a smoothed and nonsmoothed histogram of the distribution underlying the random variable.

The main focus of this library is on random variables which are functionals of the path of a stochastic process. Generally the distribution of such a random variable will not be known.