ikr.simlib.distributions.continuous

Class HypoExpDistribution

java.lang.Object

ikr.simlib.distributions.Distribution

ikr.simlib.distributions.continuous.ContinuousDistribution

ikr.simlib.distributions.continuous.HypoExpDistribution

All Implemented Interfaces:

ReflectionConstructable, ReflectionConstructable3<SimNode,Parameters,RandomNumberGenerator>

public class HypoExpDistribution
extends ContinuousDistribution

Hypoexponential Distribution to the Order of k

Hypoexponential distribution to the order of k

Meaning:	Generalization of the Erlang k distribution (serial switching of \(k\) phases with negative-exponentially distributed durations with individual parameters \(\lambda_i\) in the phase model).
Parameters:	order \(k > 0\) rates \(\lambda_i\) or mean values \(m_i\) of the individual phases \((i = 1, \dots, k)\)
PDF:	\(P(T=t) = f(t) = g_1(t) \otimes ... \otimes g_k(t)\) with \(g_i(t) = \lambda_i \cdot exp(-\lambda_i t)\)
Expected value:	\(E[T]= \sum\limits_{i=1}^k \frac{1}{\lambda_i} \)
Variance:	\(VAR[T]= \sum\limits_{i=1}^k \frac{1}{\lambda_i^2} \)
Coefficient of variation:	\(c_T= \frac{\sqrt{\sum\limits_{i=1}^k \frac{1}{\lambda_i^2}}}{\sum\limits_{i=1}^k \frac{1}{\lambda_i}} \le 1\)
LST:	\(\phi(s) = \prod\limits_{i=1}^{k} \frac{\lambda_i}{\lambda_i +s}\)
Parser example:	[...].Distribution = HypoExp [...].Distribution.Order = 2 [...].Distribution.Means = [ 2.5 , 8]

Field Summary

Fields

Modifier and Type	Field and Description
NegExpDistribution[]	phases

Fields inherited from class ikr.simlib.distributions.Distribution

rng

Fields inherited from interface ikr.simlib.parameters.reflection.ReflectionConstructable

CREATE_INSTANCE_METHOD_NAME

Constructor Summary

Constructors

Constructor and Description
HypoExpDistribution(double[] means)
HypoExpDistribution(double[] means, RandomNumberGenerator rng)
HypoExpDistribution(double mean1, double mean2)
HypoExpDistribution(double mean1, double mean2, RandomNumberGenerator rng) 2nd order
HypoExpDistribution(int nrOfPhases)
HypoExpDistribution(int nrOfPhases, RandomNumberGenerator rng)

Method Summary

Methods

Modifier and Type	Method and Description
static HypoExpDistribution	createInstance(SimNode ownNode, Parameters pars, RandomNumberGenerator rng) as required by ReflectionConstructable
double	next() Create random numbers

Methods inherited from class ikr.simlib.distributions.Distribution

getDefaultRNG, getRandomNumberGenerator, reset

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

phases

public final NegExpDistribution[] phases

Constructor Detail

HypoExpDistribution

public HypoExpDistribution(int nrOfPhases,
                   RandomNumberGenerator rng)

HypoExpDistribution

public HypoExpDistribution(int nrOfPhases)

HypoExpDistribution

public HypoExpDistribution(double[] means,
                   RandomNumberGenerator rng)

HypoExpDistribution

public HypoExpDistribution(double[] means)

HypoExpDistribution

public HypoExpDistribution(double mean1,
                   double mean2,
                   RandomNumberGenerator rng)

2nd order

HypoExpDistribution

public HypoExpDistribution(double mean1,
                   double mean2)

Method Detail

createInstance

public static HypoExpDistribution createInstance(SimNode ownNode,
                                 Parameters pars,
                                 RandomNumberGenerator rng)

as required by ReflectionConstructable

next

public double next()

Description copied from class: ContinuousDistribution

Create random numbers

Specified by:

next in class ContinuousDistribution