SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class NormalGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.NormalGen
Direct Known Subclasses:
NormalACRGen, NormalBoxMullerGen, NormalKindermannRamageGen, NormalPolarGen

public class NormalGen
extends RandomVariateGen

This class implements methods for generating random variates from the normal distribution N(μ, σ). It has mean μ and variance σ2, where σ > 0. Its density function is

f (x) = 1/(2π)1/2σe(x-μ)2/(2σ2)

No local copy of the parameters α and λ is maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
NormalGen(RandomStream s, NormalDist dist)
          Creates a random variate generator for the normal distribution dist and stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream s, double mu, double sigma)
          Generates a variate from the normal distribution with parameters μ = mu and σ = sigma, using stream s.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

NormalGen

public NormalGen(RandomStream s,
                 NormalDist dist)
Creates a random variate generator for the normal distribution dist and stream s.

Method Detail

nextDouble

public double nextDouble()
Description copied from class: RandomVariateGen
Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:
nextDouble in class RandomVariateGen
Returns:
the generated value

nextDouble

public static double nextDouble(RandomStream s,
                                double mu,
                                double sigma)
Generates a variate from the normal distribution with parameters μ = mu and σ = sigma, using stream s.


SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.