29 Numerics library [numerics]

29.6 Random number generation [rand]

29.6.8 Random number distribution class templates [rand.dist]

29.6.8.1 In general [rand.dist.general]

Each type instantiated from a class template specified in this section [rand.dist] satisfies the requirements of a random number distribution ([rand.req.dist]) type.

Descriptions are provided in this section [rand.dist] only for distribution operations that are not described in [rand.req.dist] or for operations where there is additional semantic information.

In particular, declarations for copy constructors, for copy assignment operators, for streaming operators, and for equality and inequality operators are not shown in the synopses.

The algorithms for producing each of the specified distributions are implementation-defined.

The value of each probability density function p(z) and of each discrete probability function

P (z_{i})

specified in this section is 0 everywhere outside its stated domain.

29.6.8.2 Uniform distributions [rand.dist.uni]

29.6.8.2.1 Class template uniform_int_distribution [rand.dist.uni.int]

A uniform_int_distribution random number distribution produces random integers i,

a \leq i \leq b

, distributed according to the constant discrete probability function

$P (i | a, b) = 1 / (b - a + 1) .$

template<class IntType = int>
  class uniform_int_distribution {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit uniform_int_distribution(IntType a = 0, IntType b = numeric_limits<IntType>::max());
    explicit uniform_int_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    result_type a() const;
    result_type b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit uniform_int_distribution(IntType a = 0, IntType b = numeric_limits<IntType>::max());

Requires:

a \leq b

Effects: Constructs a uniform_int_distribution object; a and b correspond to the respective parameters of the distribution.

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result_type a() const;

Returns: The value of the a parameter with which the object was constructed.

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result_type b() const;

Returns: The value of the b parameter with which the object was constructed.

29.6.8.2.2 Class template uniform_real_distribution [rand.dist.uni.real]

A uniform_real_distribution random number distribution produces random numbers x,

a \leq x < b

, distributed according to the constant probability density function

$p (x | a, b) = 1 / (b - a) .$

[ Note

This implies that

p (x | a, b)

is undefined when a == b.

— end note

]

template<class RealType = double>
  class uniform_real_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit uniform_real_distribution(RealType a = 0.0, RealType b = 1.0);
    explicit uniform_real_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    result_type a() const;
    result_type b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit uniform_real_distribution(RealType a = 0.0, RealType b = 1.0);

Requires:

a \leq b

and

b - a \leq numeric_limits<RealType>::max()

Effects: Constructs a uniform_real_distribution object; a and b correspond to the respective parameters of the distribution.

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result_type a() const;

Returns: The value of the a parameter with which the object was constructed.

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result_type b() const;

Returns: The value of the b parameter with which the object was constructed.

29.6.8.3 Bernoulli distributions [rand.dist.bern]

29.6.8.3.1 Class bernoulli_distribution [rand.dist.bern.bernoulli]

A bernoulli_distribution random number distribution produces bool values b distributed according to the discrete probability function

$P (b | p) = {\begin{matrix} p & if & b = true 1 - p & if & b = false \end{matrix} .$

class bernoulli_distribution {
public:
  // types
  using result_type = bool;
  using param_type  = unspecified;

  // constructors and reset functions
  explicit bernoulli_distribution(double p = 0.5);
  explicit bernoulli_distribution(const param_type& parm);
  void reset();

  // generating functions
  template<class URBG>
    result_type operator()(URBG& g);
  template<class URBG>
    result_type operator()(URBG& g, const param_type& parm);

  // property functions
  double p() const;
  param_type param() const;
  void param(const param_type& parm);
  result_type min() const;
  result_type max() const;
};

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explicit bernoulli_distribution(double p = 0.5);

Requires:

0 \leq p \leq 1

Effects: Constructs a bernoulli_distribution object; p corresponds to the parameter of the distribution.

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double p() const;

Returns: The value of the p parameter with which the object was constructed.

29.6.8.3.2 Class template binomial_distribution [rand.dist.bern.bin]

A binomial_distribution random number distribution produces integer values

i \geq 0

distributed according to the discrete probability function

$P (i | t, p) = (\frac{t}{i}) \cdot p^{i} \cdot (1 - p)^{t - i} .$

template<class IntType = int>
  class binomial_distribution {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit binomial_distribution(IntType t = 1, double p = 0.5);
    explicit binomial_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    IntType t() const;
    double p() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit binomial_distribution(IntType t = 1, double p = 0.5);

Requires:

0 \leq p \leq 1

and

0 \leq t

Effects: Constructs a binomial_distribution object; t and p correspond to the respective parameters of the distribution.

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IntType t() const;

Returns: The value of the t parameter with which the object was constructed.

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double p() const;

Returns: The value of the p parameter with which the object was constructed.

29.6.8.3.3 Class template geometric_distribution [rand.dist.bern.geo]

A geometric_distribution random number distribution produces integer values

i \geq 0

distributed according to the discrete probability function

$P (i | p) = p \cdot (1 - p)^{i} .$

template<class IntType = int>
  class geometric_distribution {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit geometric_distribution(double p = 0.5);
    explicit geometric_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    double p() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit geometric_distribution(double p = 0.5);

Requires:

0 < p < 1

Effects: Constructs a geometric_distribution object; p corresponds to the parameter of the distribution.

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double p() const;

Returns: The value of the p parameter with which the object was constructed.

29.6.8.3.4 Class template negative_binomial_distribution [rand.dist.bern.negbin]

A negative_binomial_distribution random number distribution produces random integers

i \geq 0

distributed according to the discrete probability function

$P (i | k, p) = (\frac{k + i - 1}{i}) \cdot p^{k} \cdot (1 - p)^{i} .$

[ Note

This implies that

P (i | k, p)

is undefined when p == 1.

— end note

]

template<class IntType = int>
  class negative_binomial_distribution {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit negative_binomial_distribution(IntType k = 1, double p = 0.5);
    explicit negative_binomial_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    IntType k() const;
    double p() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit negative_binomial_distribution(IntType k = 1, double p = 0.5);

Requires:

0 < p \leq 1

and

0 < k

Effects: Constructs a negative_binomial_distribution object; k and p correspond to the respective parameters of the distribution.

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IntType k() const;

Returns: The value of the k parameter with which the object was constructed.

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double p() const;

Returns: The value of the p parameter with which the object was constructed.

29.6.8.4 Poisson distributions [rand.dist.pois]

29.6.8.4.1 Class template poisson_distribution [rand.dist.pois.poisson]

A poisson_distribution random number distribution produces integer values

i \geq 0

distributed according to the discrete probability function

$P (i | μ) = \frac{e^{- μ} μ^{i}}{i!} .$

The distribution parameter μ is also known as this distribution's mean.

template<class IntType = int>
  class poisson_distribution
  {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit poisson_distribution(double mean = 1.0);
    explicit poisson_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    double mean() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit poisson_distribution(double mean = 1.0);

Requires:

0 < mean

Effects: Constructs a poisson_distribution object; mean corresponds to the parameter of the distribution.

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double mean() const;

Returns: The value of the mean parameter with which the object was constructed.

29.6.8.4.2 Class template exponential_distribution [rand.dist.pois.exp]

An exponential_distribution random number distribution produces random numbers

x > 0

distributed according to the probability density function

$p (x | λ) = λ e^{- λ x} .$

template<class RealType = double>
  class exponential_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit exponential_distribution(RealType lambda = 1.0);
    explicit exponential_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType lambda() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit exponential_distribution(RealType lambda = 1.0);

Requires:

0 < lambda

Effects: Constructs an exponential_distribution object; lambda corresponds to the parameter of the distribution.

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RealType lambda() const;

Returns: The value of the lambda parameter with which the object was constructed.

29.6.8.4.3 Class template gamma_distribution [rand.dist.pois.gamma]

A gamma_distribution random number distribution produces random numbers

x > 0

distributed according to the probability density function

$p (x | α, β) = \frac{e^{- x / β}}{β^{α} \cdot Γ (α)} \cdot x^{α - 1} .$

template<class RealType = double>
  class gamma_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit gamma_distribution(RealType alpha = 1.0, RealType beta = 1.0);
    explicit gamma_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType alpha() const;
    RealType beta() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit gamma_distribution(RealType alpha = 1.0, RealType beta = 1.0);

Requires:

0 < alpha

and

0 < beta

Effects: Constructs a gamma_distribution object; alpha and beta correspond to the parameters of the distribution.

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RealType alpha() const;

Returns: The value of the alpha parameter with which the object was constructed.

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RealType beta() const;

Returns: The value of the beta parameter with which the object was constructed.

29.6.8.4.4 Class template weibull_distribution [rand.dist.pois.weibull]

A weibull_distribution random number distribution produces random numbers

x \geq 0

distributed according to the probability density function

$p (x | a, b) = \frac{a}{b} \cdot {(\frac{x}{b})}^{a - 1} \cdot exp (- {(\frac{x}{b})}^{a}) .$

template<class RealType = double>
  class weibull_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit weibull_distribution(RealType a = 1.0, RealType b = 1.0);
    explicit weibull_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType a() const;
    RealType b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit weibull_distribution(RealType a = 1.0, RealType b = 1.0);

Requires:

0 < a

and

0 < b

Effects: Constructs a weibull_distribution object; a and b correspond to the respective parameters of the distribution.

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RealType a() const;

Returns: The value of the a parameter with which the object was constructed.

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RealType b() const;

Returns: The value of the b parameter with which the object was constructed.

29.6.8.4.5 Class template extreme_value_distribution [rand.dist.pois.extreme]

An extreme_value_distribution random number distribution produces random numbers x distributed according to the probability density function274

$p (x | a, b) = \frac{1}{b} \cdot exp (\frac{a - x}{b} - exp (\frac{a - x}{b})) .$

template<class RealType = double>
  class extreme_value_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0);
    explicit extreme_value_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType a() const;
    RealType b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0);

Requires:

0 < b

Effects: Constructs an extreme_value_distribution object; a and b correspond to the respective parameters of the distribution.

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RealType a() const;

Returns: The value of the a parameter with which the object was constructed.

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RealType b() const;

Returns: The value of the b parameter with which the object was constructed.

274)

The distribution corresponding to this probability density function is also known (with a possible change of variable) as the Gumbel Type I, the log-Weibull, or the Fisher-Tippett Type I distribution.

29.6.8.5 Normal distributions [rand.dist.norm]

29.6.8.5.1 Class template normal_distribution [rand.dist.norm.normal]

A normal_distribution random number distribution produces random numbers x distributed according to the probability density function

$p (x | μ, σ) = \frac{1}{σ \sqrt{2 π}} \cdot exp (- \frac{(x - μ)^{2}}{2 σ^{2}}) .$

The distribution parameters μ and σ are also known as this distribution's mean and standard deviation.

template<class RealType = double>
  class normal_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructors and reset functions
    explicit normal_distribution(RealType mean = 0.0, RealType stddev = 1.0);
    explicit normal_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType mean() const;
    RealType stddev() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit normal_distribution(RealType mean = 0.0, RealType stddev = 1.0);

Requires:

0 < stddev

Effects: Constructs a normal_distribution object; mean and stddev correspond to the respective parameters of the distribution.

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RealType mean() const;

Returns: The value of the mean parameter with which the object was constructed.

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RealType stddev() const;

Returns: The value of the stddev parameter with which the object was constructed.

29.6.8.5.2 Class template lognormal_distribution [rand.dist.norm.lognormal]

A lognormal_distribution random number distribution produces random numbers

x > 0

distributed according to the probability density function

$p (x | m, s) = \frac{1}{s x \sqrt{2 π}} \cdot exp (- \frac{(ln x - m)^{2}}{2 s^{2}}) .$

template<class RealType = double>
  class lognormal_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit lognormal_distribution(RealType m = 0.0, RealType s = 1.0);
    explicit lognormal_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType m() const;
    RealType s() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit lognormal_distribution(RealType m = 0.0, RealType s = 1.0);

Requires:

0 < s

Effects: Constructs a lognormal_distribution object; m and s correspond to the respective parameters of the distribution.

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RealType m() const;

Returns: The value of the m parameter with which the object was constructed.

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RealType s() const;

Returns: The value of the s parameter with which the object was constructed.

29.6.8.5.3 Class template chi_squared_distribution [rand.dist.norm.chisq]

A chi_squared_distribution random number distribution produces random numbers x>0 distributed according to the probability density function

$p (x | n) = \frac{x^{(n / 2) - 1} \cdot e^{- x / 2}}{Γ (n / 2) \cdot 2^{n / 2}} .$

template<class RealType = double>
  class chi_squared_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit chi_squared_distribution(RealType n = 1);
    explicit chi_squared_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType n() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit chi_squared_distribution(RealType n = 1);

Requires:

0 < n

Effects: Constructs a chi_squared_distribution object; n corresponds to the parameter of the distribution.

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RealType n() const;

Returns: The value of the n parameter with which the object was constructed.

29.6.8.5.4 Class template cauchy_distribution [rand.dist.norm.cauchy]

A cauchy_distribution random number distribution produces random numbers x distributed according to the probability density function

$p (x | a, b) = {(π b (1 + {(\frac{x - a}{b})}^{2}))}^{- 1} .$

template<class RealType = double>
  class cauchy_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit cauchy_distribution(RealType a = 0.0, RealType b = 1.0);
    explicit cauchy_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType a() const;
    RealType b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit cauchy_distribution(RealType a = 0.0, RealType b = 1.0);

Requires:

0 < b

Effects: Constructs a cauchy_distribution object; a and b correspond to the respective parameters of the distribution.

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RealType a() const;

Returns: The value of the a parameter with which the object was constructed.

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RealType b() const;

Returns: The value of the b parameter with which the object was constructed.

29.6.8.5.5 Class template fisher_f_distribution [rand.dist.norm.f]

A fisher_f_distribution random number distribution produces random numbers x≥0 distributed according to the probability density function

$p (x | m, n) = \frac{Γ ((m + n) / 2)}{Γ (m / 2) Γ (n / 2)} \cdot {(\frac{m}{n})}^{m / 2} \cdot x^{(m / 2) - 1} \cdot {(1 + \frac{m x}{n})}^{- (m + n) / 2} .$

template<class RealType = double>
  class fisher_f_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit fisher_f_distribution(RealType m = 1, RealType n = 1);
    explicit fisher_f_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType m() const;
    RealType n() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit fisher_f_distribution(RealType m = 1, RealType n = 1);

Requires:

0 < m

and

0 < n

Effects: Constructs a fisher_f_distribution object; m and n correspond to the respective parameters of the distribution.

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RealType m() const;

Returns: The value of the m parameter with which the object was constructed.

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RealType n() const;

Returns: The value of the n parameter with which the object was constructed.

29.6.8.5.6 Class template student_t_distribution [rand.dist.norm.t]

A student_t_distribution random number distribution produces random numbers x distributed according to the probability density function

$p (x | n) = \frac{1}{\sqrt{n π}} \cdot \frac{Γ ((n + 1) / 2)}{Γ (n / 2)} \cdot {(1 + \frac{x^{2}}{n})}^{- (n + 1) / 2} .$

template<class RealType = double>
  class student_t_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    explicit student_t_distribution(RealType n = 1);
    explicit student_t_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    RealType n() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

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explicit student_t_distribution(RealType n = 1);

Requires:

0 < n

Effects: Constructs a student_t_distribution object; n corresponds to the parameter of the distribution.

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RealType n() const;

Returns: The value of the n parameter with which the object was constructed.

29.6.8.6 Sampling distributions [rand.dist.samp]

29.6.8.6.1 Class template discrete_distribution [rand.dist.samp.discrete]

A discrete_distribution random number distribution produces random integers i,

0 \leq i < n

, distributed according to the discrete probability function

$P (i | p_{0}, \dots, p_{n - 1}) = p_{i} .$

Unless specified otherwise, the distribution parameters are calculated as:

p_{k} = w_{k} / S for k = 0, \dots, n - 1

, in which the values

w_{k}

, commonly known as the weights, shall be non-negative, non-NaN, and non-infinity.

Moreover, the following relation shall hold:

0 < S = w_{0} + \dots + w_{n - 1}

template<class IntType = int>
  class discrete_distribution {
  public:
    // types
    using result_type = IntType;
    using param_type  = unspecified;

    // constructor and reset functions
    discrete_distribution();
    template<class InputIterator>
      discrete_distribution(InputIterator firstW, InputIterator lastW);
    discrete_distribution(initializer_list<double> wl);
    template<class UnaryOperation>
      discrete_distribution(size_t nw, double xmin, double xmax, UnaryOperation fw);
    explicit discrete_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    vector<double> probabilities() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

🔗

discrete_distribution();

Effects: Constructs a discrete_distribution object with

n = 1

and

p_{0} = 1

[ Note

Such an object will always deliver the value 0.

— end note

]

🔗

template<class InputIterator>
  discrete_distribution(InputIterator firstW, InputIterator lastW);

Requires: InputIterator shall satisfy the requirements of an input iterator ([input.iterators]).

Moreover, iterator_traits<InputIterator>::value_type shall denote a type that is convertible to double.

If firstW == lastW, let

n = 1

and

w_{0} = 1

Otherwise,

[firstW, lastW)

shall form a sequence w of length

n > 0

Effects: Constructs a discrete_distribution object with probabilities given by the formula above.

🔗

discrete_distribution(initializer_list<double> wl);

Effects: Same as discrete_distribution(wl.begin(), wl.end()).

🔗

template<class UnaryOperation>
  discrete_distribution(size_t nw, double xmin, double xmax, UnaryOperation fw);

Requires: Each instance of type UnaryOperation shall be a function object ([function.objects]) whose return type shall be convertible to double.

Moreover, double shall be convertible to the type of UnaryOperation's sole parameter.

nw = 0

, let

n = 1

, otherwise let

n = nw

The relation

0 < δ = (xmax - xmin) / n

shall hold.

Effects: Constructs a discrete_distribution object with probabilities given by the formula above, using the following values: If nw

= 0

, let

w_{0} = 1

Otherwise, let

w_{k} = fw (xmin + k \cdot δ + δ / 2)

for

k = 0, \dots, n - 1

Complexity: The number of invocations of fw shall not exceed n.

🔗

vector<double> probabilities() const;

Returns: A vector<double> whose size member returns n and whose operator[] member returns

p_{k}

when invoked with argument k for

k = 0, \dots, n - 1

29.6.8.6.2 Class template piecewise_constant_distribution [rand.dist.samp.pconst]

A piecewise_constant_distribution random number distribution produces random numbers x,

b_{0} \leq x < b_{n}

, uniformly distributed over each subinterval

[b_{i}, b_{i + 1})

according to the probability density function

$p (x | b_{0}, \dots, b_{n}, ρ_{0}, \dots, ρ_{n - 1}) = ρ_{i}, for b_{i} \leq x < b_{i + 1} .$

The

n + 1

distribution parameters

b_{i}

, also known as this distribution's interval boundaries, shall satisfy the relation

b_{i} < b_{i + 1}

for

i = 0, \dots, n - 1

Unless specified otherwise, the remaining n distribution parameters are calculated as:

$ρ_{k} = \frac{w_{k}}{S \cdot (b_{k + 1} - b_{k})} for k = 0, \dots, n - 1,$

in which the values $w_{k}$ , commonly known as the weights, shall be non-negative, non-NaN, and non-infinity.

Moreover, the following relation shall hold:

0 < S = w_{0} + \dots + w_{n - 1}

template<class RealType = double>
  class piecewise_constant_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    piecewise_constant_distribution();
    template<class InputIteratorB, class InputIteratorW>
      piecewise_constant_distribution(InputIteratorB firstB, InputIteratorB lastB,
                                      InputIteratorW firstW);
    template<class UnaryOperation>
      piecewise_constant_distribution(initializer_list<RealType> bl, UnaryOperation fw);
    template<class UnaryOperation>
      piecewise_constant_distribution(size_t nw, RealType xmin, RealType xmax,
                                      UnaryOperation fw);
    explicit piecewise_constant_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    vector<result_type> intervals() const;
    vector<result_type> densities() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

🔗

piecewise_constant_distribution();

Effects: Constructs a piecewise_constant_distribution object with

n = 1

ρ_{0} = 1

b_{0} = 0

, and

b_{1} = 1

🔗

template<class InputIteratorB, class InputIteratorW>
 piecewise_constant_distribution(InputIteratorB firstB, InputIteratorB lastB,
                                 InputIteratorW firstW);

Requires: InputIteratorB and InputIteratorW shall each satisfy the requirements of an input iterator (Table 90) type.

Moreover, iterator_traits<InputIteratorB>::value_type and iterator_traits<InputIteratorW>::value_type shall each denote a type that is convertible to double.

If firstB == lastB or ++firstB == lastB, let

n = 1

w_{0} = 1

b_{0} = 0

, and

b_{1} = 1

Otherwise,

[firstB, lastB)

shall form a sequence b of length

n + 1

, the length of the sequence w starting from firstW shall be at least n, and any

w_{k}

for

k \geq n

shall be ignored by the distribution.

Effects: Constructs a piecewise_constant_distribution object with parameters as specified above.

🔗

template<class UnaryOperation>
 piecewise_constant_distribution(initializer_list<RealType> bl, UnaryOperation fw);

Requires: Each instance of type UnaryOperation shall be a function object ([function.objects]) whose return type shall be convertible to double.

Moreover, double shall be convertible to the type of UnaryOperation's sole parameter.

Effects: Constructs a piecewise_constant_distribution object with parameters taken or calculated from the following values: If bl.size()

< 2

, let

n = 1

w_{0} = 1

b_{0} = 0

, and

b_{1} = 1

Otherwise, let

[bl.begin(), bl.end())

form a sequence

b_{0}, \dots, b_{n}

, and let

w_{k} = fw ((b_{k + 1} + b_{k}) / 2)

for

k = 0, \dots, n - 1

Complexity: The number of invocations of fw shall not exceed n.

🔗

template<class UnaryOperation>
 piecewise_constant_distribution(size_t nw, RealType xmin, RealType xmax, UnaryOperation fw);

Requires: Each instance of type UnaryOperation shall be a function object ([function.objects]) whose return type shall be convertible to double.

Moreover, double shall be convertible to the type of UnaryOperation's sole parameter.

nw = 0

, let

n = 1

, otherwise let

n = nw

The relation

0 < δ = (xmax - xmin) / n

shall hold.

Effects: Constructs a piecewise_constant_distribution object with parameters taken or calculated from the following values: Let

b_{k} = xmin + k \cdot δ

for

k = 0, \dots, n

, and

w_{k} = fw (b_{k} + δ / 2)

for

k = 0, \dots, n - 1

Complexity: The number of invocations of fw shall not exceed n.

🔗

vector<result_type> intervals() const;

Returns: A vector<result_type> whose size member returns

n + 1

and whose operator[] member returns

b_{k}

when invoked with argument k for

k = 0, \dots, n

🔗

vector<result_type> densities() const;

Returns: A vector<result_type> whose size member returns n and whose operator[] member returns

ρ_{k}

when invoked with argument k for

k = 0, \dots, n - 1

29.6.8.6.3 Class template piecewise_linear_distribution [rand.dist.samp.plinear]

A piecewise_linear_distribution random number distribution produces random numbers x,

b_{0} \leq x < b_{n}

, distributed over each subinterval

[b_{i}, b_{i + 1})

according to the probability density function

$p (x | b_{0}, \dots, b_{n}, ρ_{0}, \dots, ρ_{n}) = ρ_{i} \cdot \frac{b_{i + 1} - x}{b_{i + 1} - b_{i}} + ρ_{i + 1} \cdot \frac{x - b_{i}}{b_{i + 1} - b_{i}}, for b_{i} \leq x < b_{i + 1} .$

The

n + 1

distribution parameters

b_{i}

, also known as this distribution's interval boundaries, shall satisfy the relation

b_{i} < b_{i + 1}

for

i = 0, \dots, n - 1

Unless specified otherwise, the remaining

n + 1

distribution parameters are calculated as

ρ_{k} = w_{k} / S for k = 0, \dots, n

, in which the values

w_{k}

, commonly known as the weights at boundaries, shall be non-negative, non-NaN, and non-infinity.

Moreover, the following relation shall hold:

$0 < S = \frac{1}{2} \cdot n - 1 \sum k = 0 (w_{k} + w_{k + 1}) \cdot (b_{k + 1} - b_{k}) .$

template<class RealType = double>
  class piecewise_linear_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;

    // constructor and reset functions
    piecewise_linear_distribution();
    template<class InputIteratorB, class InputIteratorW>
      piecewise_linear_distribution(InputIteratorB firstB, InputIteratorB lastB,
                                    InputIteratorW firstW);
    template<class UnaryOperation>
      piecewise_linear_distribution(initializer_list<RealType> bl, UnaryOperation fw);
    template<class UnaryOperation>
      piecewise_linear_distribution(size_t nw, RealType xmin, RealType xmax, UnaryOperation fw);
    explicit piecewise_linear_distribution(const param_type& parm);
    void reset();

    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);

    // property functions
    vector<result_type> intervals() const;
    vector<result_type> densities() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };

🔗

piecewise_linear_distribution();

Effects: Constructs a piecewise_linear_distribution object with

n = 1

ρ_{0} = ρ_{1} = 1

b_{0} = 0

, and

b_{1} = 1

🔗

template<class InputIteratorB, class InputIteratorW>
 piecewise_linear_distribution(InputIteratorB firstB, InputIteratorB lastB,
                               InputIteratorW firstW);

Requires: InputIteratorB and InputIteratorW shall each satisfy the requirements of an input iterator (Table 90) type.

Moreover, iterator_traits<InputIteratorB>::value_type and iterator_traits<InputIteratorW>::value_type shall each denote a type that is convertible to double.

If firstB == lastB or ++firstB == lastB, let

n = 1

ρ_{0} = ρ_{1} = 1

b_{0} = 0

, and

b_{1} = 1

Otherwise,

[firstB, lastB)

shall form a sequence b of length

n + 1

, the length of the sequence w starting from firstW shall be at least

n + 1

, and any

w_{k}

for

k \geq n + 1

shall be ignored by the distribution.

Effects: Constructs a piecewise_linear_distribution object with parameters as specified above.

🔗

template<class UnaryOperation>
 piecewise_linear_distribution(initializer_list<RealType> bl, UnaryOperation fw);

Requires: Each instance of type UnaryOperation shall be a function object ([function.objects]) whose return type shall be convertible to double.

Moreover, double shall be convertible to the type of UnaryOperation's sole parameter.

Effects: Constructs a piecewise_linear_distribution object with parameters taken or calculated from the following values: If bl.size()

< 2

, let

n = 1

ρ_{0} = ρ_{1} = 1

b_{0} = 0

, and

b_{1} = 1

Otherwise, let

[bl.begin(), bl.end())

form a sequence

b_{0}, \dots, b_{n}

, and let

w_{k} = fw (b_{k})

for

k = 0, \dots, n

Complexity: The number of invocations of fw shall not exceed

n + 1

🔗

template<class UnaryOperation>
 piecewise_linear_distribution(size_t nw, RealType xmin, RealType xmax, UnaryOperation fw);

Requires: Each instance of type UnaryOperation shall be a function object ([function.objects]) whose return type shall be convertible to double.

Moreover, double shall be convertible to the type of UnaryOperation's sole parameter.

nw = 0

, let

n = 1

, otherwise let

n = nw

The relation

0 < δ = (xmax - xmin) / n

shall hold.

Effects: Constructs a piecewise_linear_distribution object with parameters taken or calculated from the following values: Let

b_{k} = xmin + k \cdot δ

for

k = 0, \dots, n

, and

w_{k} = fw (b_{k})

for

k = 0, \dots, n

Complexity: The number of invocations of fw shall not exceed

n + 1

🔗

vector<result_type> intervals() const;

Returns: A vector<result_type> whose size member returns

n + 1

and whose operator[] member returns

b_{k}

when invoked with argument k for

k = 0, \dots, n

🔗

vector<result_type> densities() const;

Returns: A vector<result_type> whose size member returns n and whose operator[] member returns

ρ_{k}

when invoked with argument k for

k = 0, \dots, n

29 Numerics library [numerics]

29.6 Random number generation [rand]

29.6.8 Random number distribution class templates [rand.dist]

29.6.8.1 In general [rand.dist.general]

29.6.8.2 Uniform distributions [rand.dist.uni]

29.6.8.2.1 Class template uniform_­int_­distribution [rand.dist.uni.int]

29.6.8.2.2 Class template uniform_­real_­distribution [rand.dist.uni.real]

29.6.8.3 Bernoulli distributions [rand.dist.bern]

29.6.8.3.1 Class bernoulli_­distribution [rand.dist.bern.bernoulli]

29.6.8.3.2 Class template binomial_­distribution [rand.dist.bern.bin]

29.6.8.3.3 Class template geometric_­distribution [rand.dist.bern.geo]

29.6.8.3.4 Class template negative_­binomial_­distribution [rand.dist.bern.negbin]

29.6.8.4 Poisson distributions [rand.dist.pois]

29.6.8.4.1 Class template poisson_­distribution [rand.dist.pois.poisson]

29.6.8.4.2 Class template exponential_­distribution [rand.dist.pois.exp]

29.6.8.4.3 Class template gamma_­distribution [rand.dist.pois.gamma]

29.6.8.4.4 Class template weibull_­distribution [rand.dist.pois.weibull]

29.6.8.4.5 Class template extreme_­value_­distribution [rand.dist.pois.extreme]

29.6.8.5 Normal distributions [rand.dist.norm]

29.6.8.5.1 Class template normal_­distribution [rand.dist.norm.normal]

29.6.8.5.2 Class template lognormal_­distribution [rand.dist.norm.lognormal]

29.6.8.5.3 Class template chi_­squared_­distribution [rand.dist.norm.chisq]

29.6.8.5.4 Class template cauchy_­distribution [rand.dist.norm.cauchy]

29.6.8.5.5 Class template fisher_­f_­distribution [rand.dist.norm.f]

29.6.8.5.6 Class template student_­t_­distribution [rand.dist.norm.t]

29.6.8.6 Sampling distributions [rand.dist.samp]

29.6.8.6.1 Class template discrete_­distribution [rand.dist.samp.discrete]

29.6.8.6.2 Class template piecewise_­constant_­distribution [rand.dist.samp.pconst]

29.6.8.6.3 Class template piecewise_­linear_­distribution [rand.dist.samp.plinear]

29.6.8.2.1 Class template uniform_int_distribution [rand.dist.uni.int]

29.6.8.2.2 Class template uniform_real_distribution [rand.dist.uni.real]

29.6.8.3.1 Class bernoulli_distribution [rand.dist.bern.bernoulli]

29.6.8.3.2 Class template binomial_distribution [rand.dist.bern.bin]

29.6.8.3.3 Class template geometric_distribution [rand.dist.bern.geo]

29.6.8.3.4 Class template negative_binomial_distribution [rand.dist.bern.negbin]

29.6.8.4.1 Class template poisson_distribution [rand.dist.pois.poisson]

29.6.8.4.2 Class template exponential_distribution [rand.dist.pois.exp]

29.6.8.4.3 Class template gamma_distribution [rand.dist.pois.gamma]

29.6.8.4.4 Class template weibull_distribution [rand.dist.pois.weibull]

29.6.8.4.5 Class template extreme_value_distribution [rand.dist.pois.extreme]

29.6.8.5.1 Class template normal_distribution [rand.dist.norm.normal]

29.6.8.5.2 Class template lognormal_distribution [rand.dist.norm.lognormal]

29.6.8.5.3 Class template chi_squared_distribution [rand.dist.norm.chisq]

29.6.8.5.4 Class template cauchy_distribution [rand.dist.norm.cauchy]

29.6.8.5.5 Class template fisher_f_distribution [rand.dist.norm.f]

29.6.8.5.6 Class template student_t_distribution [rand.dist.norm.t]

29.6.8.6.1 Class template discrete_distribution [rand.dist.samp.discrete]

29.6.8.6.2 Class template piecewise_constant_distribution [rand.dist.samp.pconst]

29.6.8.6.3 Class template piecewise_linear_distribution [rand.dist.samp.plinear]