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SSJ is a Java library for stochastic simulation, developed under the direction of Pierre L'Ecuyer, in the Département d'Informatique et de Recherche Opérationnelle (DIRO), at the Université de Montréal. It provides facilities for generating uniform and nonuniform random variates, computing different measures related to probability distributions, performing goodness-of-fit tests, applying quasi-Monte Carlo methods, collecting (elementary) statistics, and programming discrete-event simulations with both events and processes.

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/*
 * Class:        ParetoGen
 * Description:  random variate generators for the Pareto distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Université de Montréal
 * Organization: DIRO, Université de Montréal
 * @author       
 * @since

 * SSJ is free software: you can redistribute it and/or modify it under
 * the terms of the GNU General Public License (GPL) as published by the
 * Free Software Foundation, either version 3 of the License, or
 * any later version.

 * SSJ is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.

 * A copy of the GNU General Public License is available at
   GPL licence site.
 */

package umontreal.iro.lecuyer.randvar;
import umontreal.iro.lecuyer.rng.*;
import umontreal.iro.lecuyer.probdist.*;


/**
 * This class implements random variate generators for one of the Pareto
 * distributions, with parameters α > 0 and β > 0.
 * Its density function is
 * 
 * 
 * 
 * f (x) = αβ^α / x^α+1 for x > β, 0 otherwise.
 * 

 * The (non-static) nextDouble method simply calls inverseF on the
 * distribution.
 * 
 */
public class ParetoGen extends RandomVariateGen  {
   protected double alpha;
   protected double beta;


   /**
    * Creates a Pareto random variate generator with parameters α = 
    *    alpha and β = beta, using stream s.
    * 
    */
   public ParetoGen (RandomStream s, double alpha, double beta)  {
      super (s, new ParetoDist(alpha, beta));
      setParams(alpha, beta);
   }


   /**
    * Creates a Pareto random variate generator with parameters α = 
    *    alpha and β = 1, using stream s.
    * 
    */
   public ParetoGen (RandomStream s, double alpha)  {
      this (s, alpha, 1.0);
   }


   /**
    * Creates a new generator for the Pareto distribution
    *    dist and stream s.
    * 
    */
   public ParetoGen (RandomStream s, ParetoDist dist)  {
      super (s, dist);
      if (dist != null)
         setParams(dist.getAlpha(), dist.getBeta());
   }


   /**
    * Generates a new variate from the Pareto distribution
    *    with parameters α = alpha and β = beta, 
    *    using stream s.
    * 
    */
   public static double nextDouble (RandomStream s,
                                    double alpha, double beta) {
      return ParetoDist.inverseF (alpha, beta, s.nextDouble());
   }


   /**
    * Returns the parameter α of this object.
    * 
    */
   public double getAlpha() {
      return alpha;
   }


   /**
    * Returns the parameter β of this object.
    * 
    */
   public double getBeta() {
      return beta;
   }


   protected void setParams (double alpha, double beta) {
      if (alpha <= 0.0)
         throw new IllegalArgumentException ("alpha <= 0");
      if (beta <= 0.0)
         throw new IllegalArgumentException ("beta <= 0");
      this.alpha = alpha;
      this.beta = beta;
   }
}