Package org.drip.sample.randomdiscrete

Class RankReducedChiSquare

java.lang.Object
org.drip.sample.randomdiscrete.RankReducedChiSquare
public class RankReducedChiSquare
extends java.lang.Object
RankReducedChiSquare demonstrates Generation of Rank-Reduced Chi-Squared R1 Random Numbers with different Degrees of Freedom.

  • Backstrom, T., and J. Fischer (2018): Fast Randomization for Distributed Low Bit-rate Coding of Speech and Audio IEEE/ACM Transactions on Audio, Speech, and Language Processing 26 (1) 19-30
  • Chi-Squared Distribution (2019): Chi-Squared Function https://en.wikipedia.org/wiki/Chi-squared_distribution
  • Johnson, N. L., S. Klotz, and N. Balakrishnan (1994): Continuous Univariate Distributions 1 2nd Edition John Wiley and Sons
  • Lancaster, H, O. (1969): The Chi-Squared Distribution Wiley
  • Pillai, N. S. (1026): An Unexpected Encounter with Cauchy and Levy Annals of Statistics 44 (5) 2089-2097


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    RankReducedChiSquare()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RankReducedChiSquare

      public RankReducedChiSquare()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation