gamma (truncated)

Distribution gamma(alpha, 1, 0) is stretched by stretch coefficient, then shifted to the right by shift. After that it is truncated to fit in [min, max] interval. Truncation is performed by discarding every sample outside this interval and taking subsequent try.

For more details see gamma().

gamma(double min, double max, double alpha, double shift, double stretch)

Description

Generates a sample of the truncated Gamma distribution.

Parameters

Name

Type

Description

min

double

The minimum value that this function will return. The distribution is truncated to return values above this. If the sample (stretched and shifted) is below this value, it will be discarded and another sample will be drawn. Use -infinity for "No limit".

max

double

The maximum value that this function will return. The distribution is truncated to return values below this. If the sample (stretched and shifted) is bigger than this value, it will be discarded and another sample will be drawn. Use +infinity for "No limit".

alpha

double

The shape parameter > 0. Also known as order. If less than 1, then 1 will be used.

shift

double

The shift parameter that indicates how much the (stretched) distribution will be shifted to the right.

stretch

double

The stretch parameter that indicates how much the distribution will be stretched.

Result

Type

Description

double

The generated sample.


gamma(double min, double max, double alpha, double shift, double stretch, java.util.Random r)

Description

Generates a sample of the truncated Gamma distribution using the specified random number generator.

Parameters

Name

Type

Description

min

double

The minimum x value.

max

double

The maximum x value.

alpha

double

The shape parameter > 0.

shift

double

The shift parameter.

stretch

double

The stretch parameter.

r

java.util.Random

The random number generator.

Result

Type

Description

double

The generated sample.

This document includes content from the Stat::Fit User's Manual. Copyright 2016 Geer Mountain Software Corp.