Pareto random generator.
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#include <rndgen.h>
List of all members.
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Public Member Functions |
| | ParetoRndGen (double _location=1, double _shape=1) |
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double | get () |
| | returns the random number
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Detailed Description
Pareto random generator.
random generation of a double, following a Pareto distribution with PDF and CDF:
![\[ p(x) = \frac{shape \, location^{shape}}{x^{shape+1}} \qquad \qquad \qquad P(x) = 1 - \left(\frac{location}{x}\right)^{shape} \]](form_44.png)
mean and variance of the Pareto distribution are:
![\[ E[x] = \frac{location \, shape}{shape - 1} \qquad \qquad \qquad \sigma^2 = \frac{location^2 \, shape} { (shape -2) (shape - 1)^2 } \]](form_45.png)
Constructor & Destructor Documentation
| ParetoRndGen::ParetoRndGen |
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double |
_location = 1, |
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double |
_shape = 1 |
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) |
[inline] |
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- Parameters:
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| _location |
location value of the Pareto distribution |
| _shape |
shape value of the Pareto distribution |
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The documentation for this class was generated from the following file:
Generated on Wed Dec 22 23:23:49 2004 for NePSing by 
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