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SSJ
3.3.1
Stochastic Simulation in Java
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This class implements random variate generators for the exponential distribution. More...
Public Member Functions | |
| ExponentialGen (RandomStream s, double lambda) | |
Creates an exponential random variate generator with parameter \(\lambda\) = lambda, using stream s. | |
| ExponentialGen (RandomStream s, ExponentialDist dist) | |
Creates a new generator for the exponential distribution dist and stream s. | |
| double | getLambda () |
| Returns the \(\lambda\) associated with this object. | |
Public Member Functions inherited from RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
Creates a new random variate generator from the distribution dist, using stream s. More... | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. More... | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
Generates n random numbers from the continuous distribution contained in this object. More... | |
| double [] | nextArrayOfDouble (int n) |
Generates n random numbers from the continuous distribution contained in this object, and returns them in a new array of size n. More... | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. More... | |
| void | setStream (RandomStream stream) |
Sets the umontreal.ssj.rng.RandomStream used by this generator to stream. | |
| Distribution | getDistribution () |
| Returns the umontreal.ssj.probdist.Distribution used by this generator. More... | |
| String | toString () |
Returns a String containing information about the current generator. | |
Static Public Member Functions | |
| static double | nextDouble (RandomStream s, double lambda) |
Uses inversion to generate a new exponential variate with parameter \(\lambda= \) lambda, using stream s. | |
Protected Member Functions | |
| void | setParams (double lam) |
Sets the parameter \(\lambda= \) lam of this object. | |
Protected Attributes | |
| double | lambda |
Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
This class implements random variate generators for the exponential distribution.
The density is
\[ f(x) = \lambda e^{-\lambda x} \qquad\mbox{ for }x\ge0, \]
where \(\lambda> 0\).
The (non-static) nextDouble method simply calls inverseF on the distribution.
1.8.14