double SumOfUniforms::nextSample()
{
double maxprob;
switch(case_flag)
{
case 0:
maxprob = 1 / range1;
break;
case 1:
maxprob = 1 / range2;
break;
case 2:
maxprob = pdf(a1 + b2);
break;
default:
break;
}
return rejectionSampling(maxprob, getLeftMargin(), getRightMargin());
}
double SumOfUniforms::cdf(double x)
{
if (x <= getLeftMargin())
return 0;
if (x >= getRightMargin())
return 1;
switch(case_flag)
{
case 0:
if (x < a1 + b2)
return (x * x - 2 *
a12 * x) / (2 * range1 * range2) + c1;
else if (x < a2 + b1)
return x / range1 + c2;
else // if (x < b1 + b2) // covered in the beginning
return (-(x * x) + 2 * b12 * x) / (2 * range1 * range2) + c3;
break;
case 1:
if (x < a2 + b1)
return (x * x - 2 * a12 * x) / (2 * range1 * range2) + c1;
else if (x < a1 + b2)
return x / range2 + c2;
else // if (x < b1 + b2) // covered in the beginning
return (-(x * x) + 2 * b12 * x) / (2 * range1 * range2) + c3;
break;
case 2:
if (x <= a1 + b2)
return (x * x - 2 * a12 * x) / (2 * range1 * range2) + c1;
else // if (x < b1 + b2) // cover in the beginning
return (-(x * x) + 2 * b12 * x) / (2 * range1 * range2) + c3;
break;
default:
break;
}
throw 0; // this should never happen
}
double SumOfUniforms::pdf(double x)
{
if (x <= getLeftMargin())
return 0;
if (x >= getRightMargin())
return 0;
switch(case_flag)
{
case 0:
if (x < a1 + b2)
return (x - a12) / (range1 * range2);
else if (x < a2 + b1)
return 1 / range1;
else // if (x < b1 + b2) // covered in the beginning
return (-x + b12) / (range1 * range2);
break;
case 1:
if (x < a2 + b1)
return (x - a12) / (range1 * range2);
else if (x < a1 + b2)
return 1 / range2;
else // if (x < b1 + b2) // covered in the beginning
return (-x + b12) / (range1 * range2);
break;
case 2:
if (x <= a1 + b2)
return (x - a12) / (range1 * range2);
else // if (x < b1 + b2) // cover in the beginning
return (-x + b12) / (range1 * range2);
break;
default:
break;
}
throw 0; // this should never happen
}
double Gaussian::nextSample()
{
return rejectionSampling(pdf(mean), getLeftMargin(), getRightMargin());
}
