SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class LognormalGen

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

public class LognormalGen
extends RandomVariateGen

This class implements methods for generating random variates from the lognormal distribution. Its density is

f (x) = (1/((2π)1/2σx)e-(ln(x)-μ)2/(2σ2) for x > 0,

where σ > 0.

No local copy of the parameters μ and σ is maintained in this class. The (non-static) nextDouble method simply calls inverseF on the lognormal distribution object. One can also generate a lognormal random variate X via

X = Math.exp (NormalGen.nextDouble (s, mu, sigma)),

in which NormalGen can actually be replaced by any subclass of NormalGen.


Constructor Summary
LognormalGen(RandomStream s, LognormalDist dist)
          Create a random variate generator for the lognormal distribution dist and 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 sigma)
          Generates a new variate from the lognormal distribution with parameters μ = mu and σ = sigma, using stream s.
 
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

LognormalGen

public LognormalGen(RandomStream s,
                    LognormalDist dist)
Create a random variate generator for the lognormal distribution dist and 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 sigma)
Generates a new variate from the lognormal distribution with parameters μ = mu and σ = sigma, using stream s.


SSJ
V. 1.2.5.

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