GeneralizedParetoDistribution.Sample Method

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

Sample() Returns a random sample from the distribution.
Sample(Int32) Returns a vector of random samples from the distribution.
Sample(Random) Returns a random sample from the distribution.
Sample(Int32, Random) Returns a vector of random samples from the distribution.
Sample(Random, Double, Double) Returns a single random sample from a gamma distribution with the specified parameters.
Sample(Random, Double, Double, Double) Returns a single random sample from a gamma distribution with the specified parameters.

GeneralizedParetoDistribution.Sample(Random)

Returns a random sample from the distribution.
C#
public override double Sample(
	Random random
)

Parameters

random  Random
The Random derived random number generator used to generate the sample.

Return Value

Double
A double-precision floating-point number.

Remarks

This method uses the random number generator specified by random to generate a random sample from the distribution. The return values of successive calls to this method follow the distribution represented by this distribution.

Exceptions

ArgumentNullExceptionrandom is null.

GeneralizedParetoDistribution.Sample(Random, Double, Double)

Returns a single random sample from a gamma distribution with the specified parameters.
C#
public static double Sample(
	Random random,
	double shape,
	double scale
)

Parameters

random  Random
The Random derived random number generator used to generate the sample.
shape  Double
Shape parameter of the distribution.
scale  Double
Scale parameter.

Return Value

Double
A double-precision floating-point number that is a sample from the gamma distribution with the specified parameters.

Remarks

shape and scale must be strictly greater than zero. The location parameter of the distribution is set to zero.

This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.

Exceptions

ArgumentNullExceptionrandom is null.
ArgumentOutOfRangeException

scale is less than or equal to zero.

GeneralizedParetoDistribution.Sample(Random, Double, Double, Double)

Returns a single random sample from a gamma distribution with the specified parameters.
C#
public static double Sample(
	Random random,
	double shape,
	double scale,
	double location
)

Parameters

random  Random
The Random derived random number generator used to generate the sample.
shape  Double
Shape parameter of the distribution.
scale  Double
Scale parameter.
location  Double
Location parameter of the distribution.

Return Value

Double
A double-precision floating-point number that is a sample from the gamma distribution with the specified parameters.

Remarks

shape and scale must be strictly greater than zero.

This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.

Exceptions

ArgumentNullExceptionrandom is null.
ArgumentOutOfRangeExceptionscale is less than or equal to zero.

See Also