dev.nm.stat.random.rng.univariate.normal

Class BoxMuller

java.lang.Object

dev.nm.stat.random.rng.univariate.normal.BoxMuller

All Implemented Interfaces:

RandomStandardNormalGenerator, RandomNumberGenerator, Seedable

public class BoxMuller
extends Object
implements RandomStandardNormalGenerator

The Box-Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) is a pseudo-random number sampling method for generating pairs of independent standard normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

See Also:

• Wikipedia: Box-Muller transform
• "G. E. P. Box, and M. E. Muller, "A note on the generation of random normal deviates," Annals of Mathematical Statistics 29:610-611, 1958."

Constructor Summary

Constructors

Constructor and Description
BoxMuller() Construct a random number generator to sample from the standard Normal distribution.
BoxMuller(RandomLongGenerator uniform) Construct a random number generator to sample from the standard Normal distribution.

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Get the next random double.
void	seed(long... seeds) Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

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

Constructor Detail

BoxMuller

public BoxMuller(RandomLongGenerator uniform)

Construct a random number generator to sample from the standard Normal distribution.

Parameters:

uniform - a uniform random number generator

BoxMuller

public BoxMuller()

Construct a random number generator to sample from the standard Normal distribution.

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number