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Class jnt.random.LongNormalSequence

java.lang.Object
   |
   +----jnt.random.LongNormalSequence

public class LongNormalSequence

extends Object

By default the numbers are drawn from a distribution with mean 0 and standard deviation 1. The mean and standard deviation can be changed using the constructor. The user may also specify an integer seed for the sequence; sequences with the same seed are identical. If no seed is specified by the user, then a seed based on the system clock is used, which should provide a new sequence on subsequent constructions. (Beware: two sequences constructed within the clock resolution -- a millisecond -- could be identical, and so providing your own seed is generally preferable.)

This class is similar to NormalSequence, except that computations are done internally with long integers. This yields sequences with much longer cycles, but can increase the computation time to generate each random variate by a factor of 10.

This class is a translation of the Fortran subroutine RNOR from the NBS Core Math Library. RNOR was written by David Kahanaer and George Marsaglia.

Example of use:

Print 20 random numbers normally distributed with mean 0 and standard deviation 2.

int i;
long seed = 687346;
double mean = 0.0, stddev = 2.0;
LongNormalSequence random; 

random = new LongNormalSequence( seed, mean, stddev ); 

for (i=0, i<20, i++) System.out.println( random.next() );

References:

1. Marsaglia and Tsang, "A Fast, Easily Implemented Method For Sampling From Decreasing Or Symmetric Unimodal Density Functions", SIAM Journal of Scientific and Statistical Computing, 1983.

Version:

23 October 1997

Author:

Ronald F. Boisvert, NIST

See Also:

NormalSequence

LongNormalSequence()

Initializes a sequence of normally distributed quasi random numbers with mean 0 and standard deviation 1 using a seed based on the system clock.

LongNormalSequence(double, double)

Initializes a sequence of normally distributed quasi random numbers with given mean and standard deviation using a seed based on the system clock

LongNormalSequence(long)

Initializes a sequence of normally distributed quasi random numbers with mean 0 and standard deviation 1 using a given seed.

LongNormalSequence(long, double, double)

Initializes a sequence of normally distributed quasi random numbers with given mean, standard deviation and seed.

next()

Returns the next random number in the sequence.

 public LongNormalSequence()

Initializes a sequence of normally distributed quasi random numbers with mean 0 and standard deviation 1 using a seed based on the system clock.

 public LongNormalSequence(double mean,
                           double stddev)

Initializes a sequence of normally distributed quasi random numbers with given mean and standard deviation using a seed based on the system clock

Parameters:

mean - (double)
The mean of the normal distribution from which the random numbers are drawn.

stddev - (double)
The standard deviation of the normal distribution from which the random numbers are drawn.

 public LongNormalSequence(long seed)

Initializes a sequence of normally distributed quasi random numbers with mean 0 and standard deviation 1 using a given seed.

Parameters:

seed - (long)
The seed of the random number generator. Two sequences with the same seed will be identical.

 public LongNormalSequence(long seed,
                           double mean,
                           double stddev)

Initializes a sequence of normally distributed quasi random numbers with given mean, standard deviation and seed.

Parameters:

seed - (long)
The seed of the random number generator. Two sequences with the same seed will be identical.

mean - (double)
The mean of the normal distribution from which the random numbers are drawn.

stddev - (double)
The standard deviation of the normal distribution from which the random numbers are drawn.

 public double next()

Returns the next random number in the sequence.

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