Difference between revisions of "cpp/numeric/random/gamma distribution"
From cppreference.com
m (Use since= and until= params of {{ddcl}} template.) |
(integer values to floating-point values) |
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| − | Produces random positive | + | Produces random positive floating-point values {{math|x}}, distributed according to probability density function: |
:{{math|P(x{{!}}α,β) {{=}} {{mfrac|e{{su|p=-x/β}}|β{{su|p=α}} · Γ(α)}} · x{{su|p=α-1}}}} | :{{math|P(x{{!}}α,β) {{=}} {{mfrac|e{{su|p=-x/β}}|β{{su|p=α}} · Γ(α)}} · x{{su|p=α-1}}}} | ||
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where {{math|α}} is known as the ''shape'' parameter and {{math|β}} is known as the ''scale'' parameter. | where {{math|α}} is known as the ''shape'' parameter and {{math|β}} is known as the ''scale'' parameter. | ||
| − | For | + | For floating-point {{math|α}}, the value obtained is the sum of {{math|α}} independent exponentially distributed random variables, each of which has a mean of {{math|β}} |
===Member types=== | ===Member types=== | ||
Revision as of 22:23, 12 August 2013
| Defined in header <random>
|
||
| template< class RealType = double > class gamma_distribution; |
(since C++11) | |
Produces random positive floating-point values x, distributed according to probability density function:
- P(x|α,β) =
· xα-1e-x/β βα · Γ(α)
where α is known as the shape parameter and β is known as the scale parameter.
For floating-point α, the value obtained is the sum of α independent exponentially distributed random variables, each of which has a mean of β
Contents |
Member types
| Member type | Definition |
result_type
|
RealType |
param_type
|
the type of the parameter set, unspecified |
Member functions
| (C++11) |
constructs new distribution (public member function) |
| (C++11) |
resets the internal state of the distribution (public member function) |
Generation | |
| (C++11) |
generates the next random number in the distribution (public member function) |
Characteristics | |
| (C++11) |
returns the distribution parameters (public member function) |
| (C++11) |
gets or sets the distribution parameter object (public member function) |
| (C++11) |
returns the minimum potentially generated value (public member function) |
| (C++11) |
returns the maximum potentially generated value (public member function) |
Non-member functions
| (C++11)(C++11)(removed in C++20) |
compares two distribution objects (function) |
| (C++11) |
performs stream input and output on pseudo-random number distribution (function template) |
Example
| This section is incomplete Reason: no example |
External links
Weisstein, Eric W. "Gamma Distribution." From MathWorld--A Wolfram Web Resource.
