Package org.drip.sample.gammadistribution

R1 Gamma Distribution Usage/Properties
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ConsistentInference
    ConsistentInference illustrates the Estimate of the Gamma Distribution from the Observation Array using the Consistent Closed-Form Estimator.
    DiscreteBeta
    DiscreteBeta illustrates the Generation of Discrete Beta Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
    DiscreteBetaPrime
    DiscreteBetaPrime illustrates the Generation of Discrete Beta Prime Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
    DiscreteF
    DiscreteF illustrates the Generation of Discrete F Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
    DiscreteGeneralizedGamma
    DiscreteGeneralizedGamma illustrates the Generation of Discrete Generalized Gamma Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
    DiscreteInverseGamma
    DiscreteInverseGamma illustrates the Generation of Discrete Inverse Gamma Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
    DiscreteRandomGenerationScheme
    DiscreteRandomGenerationScheme illustrates the Generation of Discrete Random Gamma Numbers following the R1 Gamma Distribution using a variety of Schemes.
    ErlangPDFEstimate
    ErlangPDFEstimate demonstrates the Construction and Analysis of the R1 Erlang Distribution.
    KullbackLieblerDivergence
    KullbackLieblerDivergence demonstrates the Kullback-Liebler Divergence between a Pair of R1 Gamma Distributions using the Shape/Scale Parameterization.
    MaximumLikelihoodInference
    MaximumLikelihoodInference illustrates the Estimate of the Gamma Distribution from the Observation Array using the Maximum Likelihood Estimator.
    MaxwellBoltzmannSquaredPDFEstimate
    MaxwellBoltzmannSquaredPDFEstimate demonstrates the Construction and Analysis of the R1 Maxwell-Boltzmann Squared Distribution.
    ShapeScaleCentralMeasureEstimate
    ShapeScaleCentralMeasureEstimate demonstrates the Central Measures Estimation of the R1 Gamma Distribution using the Shape/Scale Parameterization.
    ShapeScaleLaplacianEstimate
    ShapeScaleLaplacianEstimate demonstrates the Laplacian Estimate of the R1 Gamma Distribution using the Shape/Scale Parameterization.
    ShapeScaleMedianEstimate
    ShapeScaleMedianEstimate demonstrates the Median Estimation of the R1 Gamma Distribution using alternate Approaches.
    ShapeScalePDFEstimate
    ShapeScalePDFEstimate demonstrates the Construction and Analysis of the R1 Gamma Distribution using the Shape/Scale Parameterization.