com.numericalmethod.suanshu.stats.random.univariate

Class RayleighRng

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.InverseTransformSampling

com.numericalmethod.suanshu.stats.random.univariate.RayleighRng

All Implemented Interfaces:

RandomNumberGenerator, java.io.Serializable

public class RayleighRng
extends InverseTransformSampling

This random number generator samples from the Rayleigh distribution using the inverse transform sampling method.

See Also:

Wikipedia: RayleighDistribution distribution, Serialized Form

Constructor Summary

Constructors

Constructor and Description
RayleighRng(double sigma) Construct a random number generator to sample from the Rayleigh distribution.
RayleighRng(double sigma, RandomLongGenerator rng) Construct a random number generator to sample from the Rayleigh distribution.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.random.univariate.InverseTransformSampling

nextDouble, seed

Methods inherited from class java.lang.Object

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

Constructor Detail

RayleighRng

public RayleighRng(double sigma,
                   RandomLongGenerator rng)

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

Parameters:

sigma - the standard deviation

rng - a uniform random number generator

RayleighRng

public RayleighRng(double sigma)

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

Parameters:

sigma - the standard deviation