com.numericalmethod.suanshu.stats.random.distribution
Class StandardGaussian

java.lang.Object
  com.numericalmethod.suanshu.stats.random.distribution.Gaussian
      com.numericalmethod.suanshu.stats.random.distribution.StandardGaussian

All Implemented Interfaces:

RandomNumberGenerator

public class StandardGaussian
extends Gaussian

Sample pseudo random numbers from the standard Normal distribution.

This class is more efficient than Gaussian to generate standard gaussian random samples.

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.stats.random.distribution.Gaussian

Gaussian.Method

Field Summary

Fields inherited from class com.numericalmethod.suanshu.stats.random.distribution.Gaussian

mu, sigma

Constructor Summary

StandardGaussian()
Construct a pseudo-random number generator of the standard Gaussian distribution.

StandardGaussian(Gaussian.Method method, RandomNumberGenerator rng)
Construct a pseudo-random number generator of the standard Gaussian distribution.

Method Summary

double

nextDouble() This function is more efficient, saving two floating point computations.

Methods inherited from class com.numericalmethod.suanshu.stats.random.distribution.Gaussian

seed

Methods inherited from class java.lang.Object

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

Constructor Detail

StandardGaussian

public StandardGaussian(Gaussian.Method method,
                        RandomNumberGenerator rng)

Construct a pseudo-random number generator of the standard Gaussian distribution.

Parameters:

method - the sampling method

rng - a uniform random number generator

StandardGaussian

public StandardGaussian()

Construct a pseudo-random number generator of the standard Gaussian distribution.

Method Detail

nextDouble

public double nextDouble()

This function is more efficient, saving two floating point computations. Get the next Gaussian sample.

This method is synchronized so that one call generates two random samples.

Specified by:

nextDouble in interface RandomNumberGenerator

Overrides:

nextDouble in class Gaussian

Returns:

a random standard Gaussian sample