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Class jnt.random.NormalSequence

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

public class NormalSequence

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 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, seed = 687346;
double mean = 0.0, stddev = 2.0;
NormalSequence random; 

random = new NormalSequence( 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:

LongNormalSequence

NormalSequence()

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

NormalSequence(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

NormalSequence(int)

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

NormalSequence(int, 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 NormalSequence()

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 NormalSequence(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 NormalSequence(int seed)

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

Parameters:

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

 public NormalSequence(int seed,
                       double mean,
                       double stddev)

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

Parameters:

seed - (int)
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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