Class COptQuestGammaRandomVariable


public class COptQuestGammaRandomVariable extends COptQuestUserControlledVariable
A random variable with a gamma distribution. Its value is positive. shape and scale must both be greater than 0. For a whole number shape, the value is the total time of shape steps that each take an exponential time with the mean scale. With shape = 1, it is the exponential distribution with the mean scale. The mean is shape * scale, and the variance is shape * scale^2.

The engine draws a new value at the start of every replication. The probability distribution is COptQuestGammaDistribution.

See Also:
  • Constructor Details

    • COptQuestGammaRandomVariable

      public COptQuestGammaRandomVariable(String name, double shape, double scale) throws COptQuestException
      Constructs a new gamma random variable with the specified name, shape, and scale parameters.
      Parameters:
      name - the name/identifier of this random variable (used for reporting, logging, or display purposes)
      shape - the shape parameter (α > 0)
      scale - the scale parameter (θ > 0)
      Throws:
      COptQuestException