dsp-0.2.5: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

Numeric.Random.Distribution.Gamma

Description

UNTESTED

Module for transforming a list of uniform random variables into a list of gamma random variables.

 f(x) = lambda * exp(-lambda*x) * (lambda * x)^(t-1) / Gamma(t)

Reference: Ross

Synopsis

Documentation

gamma Source #

Arguments

:: Int

n

-> Double

lambda

-> [Double]

U

-> [Double]

X

Generates a list of gamma random variables from a list of uniforms via the inverse transformation method