Package org.drip.measure.gamma

Class ShapeScaleParameters

java.lang.Object
org.drip.measure.gamma.ShapeScaleParameters
public class ShapeScaleParameters
extends java.lang.Object
ShapeScaleParameters holds the Shape and the Scale Parameters corresponding to a Gamma Distribution. The References are:

  • Devroye, L. (1986): Non-Uniform Random Variate Generation Springer-Verlag New York
  • Gamma Distribution (2019): Gamma Distribution https://en.wikipedia.org/wiki/Chi-squared_distribution
  • Louzada, F., P. L. Ramos, and E. Ramos (2019): A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations The American Statistician 73 (2) 195-199
  • Minka, T. (2002): Estimating a Gamma distribution https://tminka.github.io/papers/minka-gamma.pdf
  • Ye, Z. S., and N. Chen (2017): Closed-Form Estimators for the Gamma Distribution Derived from Likelihood Equations The American Statistician 71 (2) 177-181


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ShapeScaleParameters​(double shape, double scale)
    ShapeScaleParameters Constructor

  • Method Summary

    Modifier and Type Method Description
    double rate()
    Retrieve the Rate Parameter
    double scale()
    Retrieve the Scale Parameter
    double shape()
    Retrieve the Shape Parameter

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ShapeScaleParameters

      public ShapeScaleParameters​(double shape, double scale) throws java.lang.Exception
      ShapeScaleParameters Constructor
      Parameters:
      shape - Shape Parameter
      scale - Scale Parameter
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • shape

      public double shape()
      Retrieve the Shape Parameter
      Returns:
      The Shape Parameter

    • scale

      public double scale()
      Retrieve the Scale Parameter
      Returns:
      The Scale Parameter

    • rate

      public double rate()
      Retrieve the Rate Parameter
      Returns:
      The Rate Parameter