R1NonCentralComposite

java.lang.Object

org.drip.measure.chisquare.R1NonCentralComposite

public class R1NonCentralComposite
extends java.lang.Object

R1NonCentralComposite implements Composite R¹ Non-central Chi-Square Distributions. The References are:

Johnson, N. L., S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions 2^nd Edition John Wiley and Sons
Muirhead, R. (2005): Aspects of Multivariate Statistical Theory 2^nd Edition Wiley
Non-central Chi-Squared Distribution (2019): Chi-Squared Function https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
Sankaran, M. (1963): Approximations to the Non-Central Chi-Square Distribution Biometrika 50 (1-2) 199-204
Young, D. S. (2010): tolerance: An R Package for Estimating Tolerance Intervals Journal of Statistical Software 36 (5) 1-39

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = Chi-Square Distribution Implementation/Properties

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

R1NonCentralComposite()

Method Summary

Modifier and Type	Method	Description
`static R1NonCentral`	`IndependentSum(R1NonCentral[] r1NonCentralArray)`	Generate the R¹ Non-central Distribution corresponding to the Sum of Independent R¹ Non-central Distributions
`static double`	`RandomNonCentralF(R1NonCentral r1NonCentral1, R1NonCentral r1NonCentral2)`	Generate a Non-Central F Distribution Based off of R¹ Non-central Chi-Square Distribution Pair
`static double`	`RandomRice(double lambda)`	Generate a Random Variable following the Rice Distribution

Methods inherited from class java.lang.Object

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

Constructor Details
- R1NonCentralComposite
  
  public R1NonCentralComposite()
Method Details
- RandomRice
  
  public static final double RandomRice(double lambda) throws java.lang.Exception
  
  Generate a Random Variable following the Rice Distribution
  
  Parameters:
  
  lambda - Lambda of the Rice Distribution
  
  Returns:
  
  Random Variable following the Rice Distribution
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
- RandomNonCentralF
  
  public static final double RandomNonCentralF(R1NonCentral r1NonCentral1, R1NonCentral r1NonCentral2) throws java.lang.Exception
  
  Generate a Non-Central F Distribution Based off of R¹ Non-central Chi-Square Distribution Pair
  
  Parameters:
  
  r1NonCentral1 - R¹ Non-central Chi-Square Distribution #1
  
  r1NonCentral2 - R¹ Non-central Chi-Square Distribution #2
  
  Returns:
  
  Non-Central F Distribution Random Variable
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
- IndependentSum
  
  public static final R1NonCentral IndependentSum(R1NonCentral[] r1NonCentralArray)
  
  Generate the R¹ Non-central Distribution corresponding to the Sum of Independent R¹ Non-central Distributions
  
  Parameters:
  
  r1NonCentralArray - Array of Independent R¹ Non-central Distributions
  
  Returns:
  
  R¹ Non-central Distribution corresponding to the Sum of Independent R¹ Non-central Distributions