std::gamma_distribution
Defined in header <random> | ||
|---|---|---|
template< class RealType = double > class gamma_distribution; | (since C++11) |
Produces random positive floating-point values x, distributed according to probability density function: \(\mathsf{p}(x\mid\alpha,\beta) = \frac{e^{-x/\beta} }{\beta^\alpha\cdot\Gamma(\alpha)}\cdot x^{\alpha-1} \)P(x|α,β) =
| e-x/β |
| βα · Γ(α) |
where α is known as the shape parameter and β is known as the scale parameter. The shape parameter is sometimes denoted by the letter k and the scale parameter is sometimes denoted by the letter θ.
For floating-point α, the value obtained is the sum of α independent exponentially distributed random variables, each of which has a mean of β
std::gamma_distribution satisfies RandomNumberDistribution.
Template parameters
| RealType | - | The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double. |
Member types
| Member type | Definition |
|---|---|
result_type | RealType |
param_type | the type of the parameter set, see RandomNumberDistribution. |
Member functions
| constructs new distribution (public member function) |
|
| resets the internal state of the distribution (public member function) |
|
Generation |
|
| generates the next random number in the distribution (public member function) |
|
Characteristics |
|
| returns the distribution parameters (public member function) |
|
| gets or sets the distribution parameter object (public member function) |
|
| returns the minimum potentially generated value (public member function) |
|
| returns the maximum potentially generated value (public member function) |
|
Non-member functions
| compares two distribution objects (function) |
|
| performs stream input and output on pseudo-random number distribution (function template) |
Example
External links
Weisstein, Eric W. "Gamma Distribution." From MathWorld--A Wolfram Web Resource.
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