com.numericalmethod.suanshu.stats.random.univariate.exp

Class InverseTransformSamplingExpRng

java.lang.Object

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

com.numericalmethod.suanshu.stats.random.univariate.exp.InverseTransformSamplingExpRng

All Implemented Interfaces:

RandomExpGenerator, RandomNumberGenerator, java.io.Serializable

public class InverseTransformSamplingExpRng
extends InverseTransformSampling
implements RandomExpGenerator

This is a pseudo random number generator that samples from the exponential distribution using the inverse transform sampling method.

See Also:

Wikipedia: ExponentialDistribution distribution, Serialized Form

Constructor Summary

Constructors

Constructor and Description
InverseTransformSamplingExpRng() Construct a random number generator to sample from the standard exponential distribution using the inverse transform sampling method.
InverseTransformSamplingExpRng(double lambda) Construct a random number generator to sample from the exponential distribution using the inverse transform sampling method.
InverseTransformSamplingExpRng(double lambda, RandomLongGenerator rng) Construct a random number generator to sample from the exponential distribution using the inverse transform sampling method.

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

Methods inherited from interface com.numericalmethod.suanshu.stats.random.univariate.RandomNumberGenerator

nextDouble, seed

Constructor Detail

InverseTransformSamplingExpRng

public InverseTransformSamplingExpRng(double lambda,
                                      RandomLongGenerator rng)

Construct a random number generator to sample from the exponential distribution using the inverse transform sampling method.

Parameters:

lambda - the rate parameter

rng - a uniform random number generator

InverseTransformSamplingExpRng

public InverseTransformSamplingExpRng(double lambda)

Construct a random number generator to sample from the exponential distribution using the inverse transform sampling method.

Parameters:

lambda - the rate parameter

InverseTransformSamplingExpRng

public InverseTransformSamplingExpRng()

Construct a random number generator to sample from the standard exponential distribution using the inverse transform sampling method.