|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectsim.util.distribution.AbstractDistribution
sim.util.distribution.AbstractContinousDistribution
sim.util.distribution.Normal
public class Normal
Normal (aka Gaussian) distribution; See the math definition and animated definition.
1 2 pdf(x) = --------- exp( - (x-mean) / 2v ) sqrt(2pi*v) x - 1 | | 2 cdf(x) = --------- | exp( - (t-mean) / 2v ) dt sqrt(2pi*v)| | - -inf.where v = variance = standardDeviation^2.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
Implementation: Polar Box-Muller transformation. See G.E.P. Box, M.E. Muller (1958): A note on the generation of random normal deviates, Annals Math. Statist. 29, 610-611.
Field Summary | |
---|---|
protected double |
cache
|
protected boolean |
cacheFilled
|
protected double |
mean
|
protected double |
SQRT_INV
|
protected double |
standardDeviation
|
protected double |
variance
|
Fields inherited from class sim.util.distribution.AbstractDistribution |
---|
randomGenerator |
Constructor Summary | |
---|---|
Normal(double mean,
double standardDeviation,
MersenneTwisterFast randomGenerator)
Constructs a normal (gauss) distribution. |
Method Summary | |
---|---|
double |
cdf(double x)
Returns the cumulative distribution function. |
double |
nextDouble()
Returns a random number from the distribution. |
double |
nextDouble(double mean,
double standardDeviation)
Returns a random number from the distribution; bypasses the internal state. |
double |
pdf(double x)
Returns the probability distribution function. |
protected void |
setRandomGenerator(MersenneTwisterFast randomGenerator)
Sets the uniform random generator internally used. |
void |
setState(double mean,
double standardDeviation)
Sets the mean and variance. |
java.lang.String |
toString()
Returns a String representation of the receiver. |
Methods inherited from class sim.util.distribution.AbstractDistribution |
---|
apply, apply, getRandomGenerator, nextInt |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
---|
protected double mean
protected double variance
protected double standardDeviation
protected double cache
protected boolean cacheFilled
protected double SQRT_INV
Constructor Detail |
---|
public Normal(double mean, double standardDeviation, MersenneTwisterFast randomGenerator)
Method Detail |
---|
public double cdf(double x)
public double nextDouble()
nextDouble
in class AbstractDistribution
public double nextDouble(double mean, double standardDeviation)
public double pdf(double x)
protected void setRandomGenerator(MersenneTwisterFast randomGenerator)
setRandomGenerator
in class AbstractDistribution
public void setState(double mean, double standardDeviation)
public java.lang.String toString()
toString
in class java.lang.Object
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |