net.sf.doodleproject.numerics4j.random
Class NormalRandomVariable

java.lang.Object
  net.sf.doodleproject.numerics4j.random.AbstractContinuousRandomVariable
      net.sf.doodleproject.numerics4j.random.NormalRandomVariable

All Implemented Interfaces:

ContinuousRandomVariable

public class NormalRandomVariable
extends AbstractContinuousRandomVariable

A random variable generator for the Normal distribution.

References:

1. Wikipedia contributors, "Normal distribution," Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/wiki/Normal_distribution

Since:

1.3

Version:

$Revision: 1.4 $ $Date: 2007/11/18 23:51:19 $

Constructor Summary

NormalRandomVariable()
Default constructor.

NormalRandomVariable(double m, double s)
Create a random variable with the given mean and standard deviation.

NormalRandomVariable(double m, double s, RNG source)
Create a random variable with the given parameters.

Method Summary

double	nextRandomVariable() Access the next random variable from this generator.
static double	nextRandomVariable(double m, double s, RNG source) Access the next random variable using the given generator.

Methods inherited from class net.sf.doodleproject.numerics4j.random.AbstractContinuousRandomVariable

getSource, nextRandomNumber

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalRandomVariable

public NormalRandomVariable()

Default constructor. Mean is set to zero and standard deviation is set to one.

NormalRandomVariable

public NormalRandomVariable(double m,
                            double s)

Create a random variable with the given mean and standard deviation.

Parameters:

m - the mean.

s - the standard deviation.

NormalRandomVariable

public NormalRandomVariable(double m,
                            double s,
                            RNG source)

Create a random variable with the given parameters.

Parameters:

m - the mean.

s - the standard deviation.

source - the source generator.

Method Detail

nextRandomVariable

public static double nextRandomVariable(double m,
                                        double s,
                                        RNG source)

Access the next random variable using the given generator.

The implementation of this method is based on the Normal generator of Marsaglia and Bray.

Parameters:

m - the mean.

s - the standard deviation.

source - the source generator.

Returns:

the next random variable.

nextRandomVariable

public double nextRandomVariable()

Access the next random variable from this generator.

Returns:

the next random variable.