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## umontreal.iro.lecuyer.randvar
Class ChiSquareGen

    java.lang.Object
      umontreal.iro.lecuyer.randvar.RandomVariateGen
          umontreal.iro.lecuyer.randvar.ChiSquareGen

    public class ChiSquareGen

extends RandomVariateGen

This class implements random variate generators with the chi square distribution with n > 0 degrees of freedom. Its density function is

f (x) = xn/2-1e-x/2/(2n/2Γ(n/2)) for x > 0, 0 elsewhere

where Γ(x) is the gamma function defined in `GammaGen`.

The (non-static) `nextDouble` method simply calls `inverseF` on the distribution.

Constructor Summary
`ChiSquareGen(RandomStream s, ChiSquareDist dist)` Create a new generator for the distribution `dist` and stream `s`.
`ChiSquareGen(RandomStream s, int n)` Creates a chi square random variate generator with n degrees of freedom, using stream `s`.

Method Summary
`int` | `getN()` Returns the value of n for this object.
`static double` | `nextDouble(RandomStream s, int n)` Generates a new variate from the chi square distribution with n degrees of freedom, using stream `s`.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
`getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream`

Methods inherited from class java.lang.Object
`equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Constructor Detail

### ChiSquareGen

    public ChiSquareGen(RandomStream s,
                        int n)

  Creates a chi square random variate generator with n degrees of freedom, using stream `s`.

### ChiSquareGen

    public ChiSquareGen(RandomStream s,
                        ChiSquareDist dist)

  Create a new generator for the distribution `dist` and stream `s`.

Method Detail

### nextDouble

    public static double nextDouble(RandomStream s,
                                    int n)

  Generates a new variate from the chi square distribution with n degrees of freedom, using stream `s`.

### getN

    public int getN()

  Returns the value of n for this object.

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To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.