Random.NextChiSquared Method |
Namespace: Imsl.Stat
NextChiSquared generates pseudorandom numbers from a chi-squared distribution with df degrees of freedom. If df is an even integer less than 17, the chi-squared deviate r is generated as
where and the
are independent random deviates from a
uniform (0, 1) distribution. If df is an odd integer less than
17, the chi-squared deviate is generated in the same way, except the
square of a normal deviate is added to the expression above. If
df is greater than 16 or is not an integer, and if it is not
too large to cause overflow in the gamma random number generator, the
chi-squared deviate is generated as a special case of a gamma
deviate, using NextGamma. If overflow would occur in
NextGamma, the chi-squared deviate is generated in the manner
described above, using the logarithm of the product of uniforms, but
scaling the quantities to prevent underflow and overflow.