SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class InverseGaussianGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.InverseGaussianGen

public class InverseGaussianGen
extends RandomVariateGen

This class implements random variate generators for the inverse Gaussian distribution with location parameter μ > 0 and scale parameter λ > 0. The density function of this distribution is

f (x) = (λ)1/2/(2πx3)exp-λ(x-μ)2/(2μ2x)         for x > 0.


Constructor Summary
InverseGaussianGen(RandomStream s, InverseGaussianDist dist)
          Creates a new generator for the distribution dist, using stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream s, double mu, double lambda)
          Generates a variate from the inverse gaussian distribution with location parameter μ > 0 and scale parameter λ > 0.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

InverseGaussianGen

public InverseGaussianGen(RandomStream s,
                          InverseGaussianDist dist)
Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public double nextDouble()
Description copied from class: RandomVariateGen
Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:
nextDouble in class RandomVariateGen
Returns:
the generated value

nextDouble

public static double nextDouble(RandomStream s,
                                double mu,
                                double lambda)
Generates a variate from the inverse gaussian distribution with location parameter μ > 0 and scale parameter λ > 0.


SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.