umontreal.iro.lecuyer.randvar

Class LognormalGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

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

Constructors

Constructor and Description
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

Methods

Modifier and Type	Method and Description
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

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, 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.