Weibull random generator.
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#include <rndgen.h>
List of all members.
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Public Member Functions |
| | WeibullRndGen (double _location=1, double _scale=1, double _shape=1) |
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double | get () |
| | returns the random number
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Detailed Description
Weibull random generator.
random generation of a double, following a Weibull distribution with PDF and CDF:
![\[ p(x) = \frac{shape}{scale^{shape}} x^{shape-1} e^{-((x-location)/scale)^{shape}} \qquad \qquad \qquad P(x) = 1 - e^{-((x-location)/scale)^{shape}} \]](form_46.png)
mean and variance of the Weibull distribution are:
![\[ E[x] = location + scale \, \Gamma\left(\frac{shape+1}{shape}\right) \qquad \qquad \qquad \sigma^2 = scale^2 \, ( \Gamma\left(\frac{shape+2}{shape}\right) - \Gamma^2\left(\frac{shape+1}{shape}\right) ) \]](form_47.png)
Constructor & Destructor Documentation
| WeibullRndGen::WeibullRndGen |
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double |
_location = 1, |
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double |
_scale = 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 Weibull distribution |
| _scale |
scale value of the Weibull distribution |
| _shape |
shape value of the Weibull distribution |
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The documentation for this class was generated from the following file:
Generated on Wed Dec 22 23:23:50 2004 for NePSing by 
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