Re: [Boost-users] [random] present library status and doc

Subject: Re: [Boost-users] [random] present library status and doc
From: Marco Guazzone (marco.guazzone_at_[hidden])
Date: 2010-02-01 12:16:47

On Mon, Feb 1, 2010 at 5:59 PM, Steven Watanabe <watanabesj_at_[hidden]> wrote:
> AMDG
>
> Marco Guazzone wrote:
>>
>> But for what regards Gamma distribution I would to point out that
>> actually the code used to generate random Gamma variates cannot be
>> used to generate variates for two-parameters Gamma distributions
>> (e.g., http://en.wikipedia.org/wiki/Gamma_distribution or
>> http://www.itl.nist.gov/div898/handbook/eda/section3/eda366b.htm).
>>
>> In principle this should be possible by means of the "scaling property":
>> Gamma(shape,scale) ~ scale*Gamma(shape,1)
>>
>> This would simply translate into
>> boost::mt19937 rng;
>> boost::gamma_distribution<> gamma(shape); // 1-parameter Gamma
>> distribution
>> boost::variate_generator<boost::mt19937&, boost::gamma_distribution<>
>>
>>>
>>> rvg(rng, gamma);
>>>
>>
>> double r = scale*rvg();
>>
>> However, when shape == 1 the implementation uses the fact that
>> Gamma(1) ~ Exp(1).
>> This is rigth when scale==1 but not when scale != 1 since the exact
>> relation is
>> Gamma(1,scale) ~ Exp(1/scale)
>>
>> It is possibile to fix this problem?
>> Also, it seems that the C++0x is rethinking the way to model the Gamma
>> distribution as a two parameter distribution (see Sec. 26.5.8.3.3
>> [rand.dist.pois.gamma] at
>> http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2009/n3000.pdf).
>> Maybe it is the case that also Boost think about it, do you?
>>
>
> Please file a trac ticket.
>

Just done!

See https://svn.boost.org/trac/boost/ticket/3888

Thanks!!!

Best,

-- Marco