SSJ
V. 2.6.

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.

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)
          Creates a lognormal random variate generator with parameters μ = 0 and σ = 1, using stream s.
LognormalGen(RandomStream s, double mu, double sigma)
          Creates a lognormal random variate generator with parameters μ = mu and σ = sigma, using stream s.
LognormalGen(RandomStream s, LognormalDist dist)
          Create a random variate generator for the lognormal distribution dist and stream s.
 
Method Summary
 double getMu()
          Returns the parameter μ of this object.
 double getSigma()
          Returns the parameter σ of 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, nextDouble, setStream, toString
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

LognormalGen

public LognormalGen(RandomStream s,
                    double mu,
                    double sigma)
Creates a lognormal random variate generator with parameters μ = mu and σ = sigma, using stream s.


LognormalGen

public LognormalGen(RandomStream s)
Creates a lognormal random variate generator with parameters μ = 0 and σ = 1, using stream s.


LognormalGen

public LognormalGen(RandomStream s,
                    LognormalDist dist)
Create a random variate generator for the lognormal distribution dist and stream s.

Method Detail

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.


getMu

public double getMu()
Returns the parameter μ of this object.


getSigma

public double getSigma()
Returns the parameter σ of this object.


SSJ
V. 2.6.

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