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RandomVariables
See:
Description
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. |
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.
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