Package com.opttek.optquest

Class COptQuestParetoRandomVariable

java.lang.Object

com.opttek.optquest.COptQuestVariable

com.opttek.optquest.COptQuestUserControlledVariable

com.opttek.optquest.COptQuestParetoRandomVariable

public class COptQuestParetoRandomVariable
extends COptQuestUserControlledVariable

A random variable with a Pareto (Type I) distribution. Its values have a long upper tail: most values are near the smallest value, and a few are much larger.

• gamma, the shape parameter or tail index, must be greater than 0. A smaller gamma gives a longer tail.
• loc, the location parameter, is the shift of the distribution. It can be any finite value.
• scale, the scale parameter, must be greater than 0. The smallest possible value is loc + scale.

The probability density is pdf(x) = (gamma / scale) * ((x - loc) / scale)^(-gamma - 1) for x >= loc + scale.

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

See Also:

• OptQuestModel.AddParetoRandomVariable(String, double, double, double)
• COptQuestParetoDistribution

Constructor Summary

Constructors

Constructor	Description
COptQuestParetoRandomVariable(String name, double gamma, double loc, double scale)	Constructs a new Pareto random variable with the specified name, shape, location, and scale parameters.

Method Summary

Methods inherited from class com.opttek.optquest.COptQuestUserControlledVariable

GetReplicationStatistic, GetReplicationStatisticValue, SetExclusiveRange, SetLowerBound, SetReplicationStatistic, SetUpperBound

Methods inherited from class com.opttek.optquest.COptQuestVariable

equals, GetDOELowerBound, GetDOEUpperBound, GetExclusiveLowerBoundAt, GetExclusiveUpperBoundAt, getID, GetLowerBound, GetName, GetNumberOfExclusiveRanges, GetStepSize, GetSuggestedValue, GetUpperBound, getVarRange, hashCode, isZeroOne, SetName

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details

COptQuestParetoRandomVariable

public COptQuestParetoRandomVariable(String name,
 double gamma,
 double loc,
 double scale)
                              throws COptQuestException

Constructs a new Pareto random variable with the specified name, shape, location, and scale parameters.

Parameters:

name - the name/identifier of this random variable (used for reporting, logging, or display purposes)

gamma - the shape parameter (tail index, γ > 0)

loc - the location parameter (shift, may be any finite value)

scale - the scale parameter (> 0); the minimum possible value is loc + scale

Throws:

COptQuestException