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

Class NormalRNG

java.lang.Object

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

All Implemented Interfaces:

RandomNumberGenerator, Seedable

public class NormalRNG
extends Object
implements RandomNumberGenerator

This is a random number generator that generates random deviates according to the Normal distribution.

Parameters and generator state

sigma is a standard deviation, not a variance; supply a finite positive value. Each draw transforms a standard-normal draw to mean + sigma * z. The two-argument constructor uses the shared RNGUtils.RNORM generator. Its seeding and draws affect other users of that shared generator. Pass a separate Ziggurat2000 through the three-argument constructor when isolated generator state is required.

See Also:

Wikipedia: Normal distribution

Constructor Summary

Constructors

Constructor and Description
NormalRNG(double mean, double sigma) Construct a random number generator to sample from the Normal distribution.
NormalRNG(double mean, double sigma, RandomStandardNormalGenerator rnorm) Construct a random number generator to sample from the 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

NormalRNG

public NormalRNG(double mean,
                 double sigma,
                 RandomStandardNormalGenerator rnorm)

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

Parameters:

mean - the mean

sigma - the standard deviation

rnorm - a standard random normal number generator

NormalRNG

public NormalRNG(double mean,
                 double sigma)

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

Parameters:

mean - the mean

sigma - the standard deviation

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