umontreal.iro.lecuyer.probdist
Class ErlangDist

java.lang.Object
  umontreal.iro.lecuyer.probdist.ContinuousDistribution
      umontreal.iro.lecuyer.probdist.ErlangDist

All Implemented Interfaces:

Distribution

public class ErlangDist
extends ContinuousDistribution

Extends the class ContinuousDistribution for the Erlang distribution with shape parameter k > 0 and scale parameter λ > 0. This distribution is a special case of the gamma distribution for which the shape parameter k = α is an integer.

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

decPrec

Constructor Summary

ErlangDist(int k)
Constructs a ErlangDist object with parameters k = k and λ = 1.

ErlangDist(int k, double lambda)
Constructs a ErlangDist object with parameters k = k and λ = lambda.

Method Summary

static double	barF(int k, double lambda, int d, double x) Computes the complementary distribution function.
double	cdf(double x) Computes and returns the distribution function F(x).
static double	cdf(int k, double lambda, int d, double x) Computes the distribution function using the gamma distribution function.
double	density(double x) Returns f (x), the density of X evaluated at x.
static double	density(int k, double lambda, double x) Computes the density function.
int	getK() Return the parameter k for this object.
double	getLambda() Return the parameter λ for this object.
static double	inverseF(int k, double lambda, int d, double u) Returns the inverse distribution function.
void	setParams(int k, double lambda, int d) Sets the parameters k, λ of the distribution for this object.

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

barF, inverseBisection, inverseBrent, inverseF

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ErlangDist

public ErlangDist(int k)

Constructs a ErlangDist object with parameters k = k and λ = 1.

ErlangDist

public ErlangDist(int k,
                  double lambda)

Constructs a ErlangDist object with parameters k = k and λ = lambda.

Method Detail

density

public double density(double x)

Description copied from class: ContinuousDistribution

Returns f (x), the density of X evaluated at x.

Specified by:

density in class ContinuousDistribution

Parameters:

x - value at which the density is evaluated

Returns:

density function evaluated at x

cdf

public double cdf(double x)

Description copied from interface: Distribution

Computes and returns the distribution function F(x).

Parameters:

x - value at which the distribution function is evaluated

Returns:

distribution function evaluated at x

density

public static double density(int k,
                             double lambda,
                             double x)

Computes the density function.

cdf

public static double cdf(int k,
                         double lambda,
                         int d,
                         double x)

Computes the distribution function using the gamma distribution function.

barF

public static double barF(int k,
                          double lambda,
                          int d,
                          double x)

Computes the complementary distribution function.

inverseF

public static double inverseF(int k,
                              double lambda,
                              int d,
                              double u)

Returns the inverse distribution function.

getK

public int getK()

Return the parameter k for this object.

getLambda

public double getLambda()

Return the parameter λ for this object.

setParams

public void setParams(int k,
                      double lambda,
                      int d)

Sets the parameters k, λ of the distribution for this object. Non-static methods are computed with a rough target of d decimal digits of precision.