| * add Erlang dist back in? |
| |
| * DONE, for mu. |
| |
| Note that we need to get rid of mu when it is not the mean. |
| |
| From: Brian Gough <bjg@network-theory.co.uk> |
| To: briggsk@info.bt.co.uk |
| Cc: gsl-discuss@sourceware.cygnus.com |
| Subject: Re: Pareto Distribution |
| Date: Sun, 9 Jul 2000 20:05:03 +0100 (BST) |
| |
| Yes, we should adopt the conventions from a standard reference book -- |
| the existing functions are drawn from a variety of sources, mostly |
| Devroye's book on Random Variates (which is public domain, but not |
| available electronically unfortunately). Maybe the three volumes of |
| Johnson & Kotz on Univariate Distributions would do, for |
| example. Patches are welcome from anyone who wants sort this out. |
| |
| Keith Briggs writes: |
| > Another thing to think about: some of the other distributions |
| > have a argument `mu' to the C function which is a parameter |
| > which is not the mean. This is non-standard and confusing. |
| > (Also, in the Pareto function, `a' is normally called beta, |
| > `b' is normally called alpha.) |
| > |
| > Keith |
| > |
| > +-------------------------------------------------------------------+ |
| > | Dr. Keith M. Briggs, Complexity Research Group, BT Research Labs. | |
| > | Adastral Park admin2 pp5, Martlesham Heath, IP5 3RE, Suffolk, UK | |
| > | Tel. 01473 641 911 Fax. 01473 647 410. Home tel: 01473 625 972 | |
| > | www.bt.com | personal homepage: www.labs.bt.com/people/briggsk2/ | |
| > +-------------------------------------------------------------------+ |
| |
| |
| * The exponential power distribution method could be speeded up by |
| using a rational function approximation for the rejection scaling |
| parameter. |
| |
| * Do something about the possibility of the user providing invalid |
| parameters (e.g. negative variance etc). Not sure what to do though, |
| since returning an error code is not possible. Maybe just return zero. |
| We should return NAN in this case, and for the CDFs. |
| |
| * Add the triangular distribution. |
| |
| * Look at Marsaglia & Tsang, "The Monte Python Method for generating |
| random variables", ACM TOMS Vol 24, No 3, p341 |
| |
| and the paper on the Ziggurat Method: Journal of Statistical Software, |
| Volume 05 Issue 08. George Marsaglia and Wai Wan Tsang. "The ziggurat |
| method for generating random variables" |
| |
| * Should 0 be included in distributions such as the exponential |
| distribution? If we want a consistent behaviour, is it included in |
| others? Note that 1-gsl_rng_uniform() can have a slight loss of |
| precision when the random float is small. |
