 | dsp-0.1: Haskell Digital Signal Processing | Contents | Index |
| Numeric.Random.Distribution.Gamma |
|
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
| gamma :: Int -> Double -> [Double] -> [Double] |
| :: 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 | |