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. | |
| 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 umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
| Generates n random numbers from the continuous distribution contained in this object. | |
| 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. | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. | |
| 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. | |
| 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. | |
Protected Member Functions | |
| void | setParams (double lam) |
| Sets the parameter \(\lambda= \) lam of this object. | |
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.
Definition at line 42 of file ExponentialGen.java.
| umontreal.ssj.randvar.ExponentialGen.ExponentialGen | ( | RandomStream | s, |
| double | lambda ) |
Creates an exponential random variate generator with parameter.
\(\lambda\) = lambda, using stream s.
Definition at line 50 of file ExponentialGen.java.
| umontreal.ssj.randvar.ExponentialGen.ExponentialGen | ( | RandomStream | s, |
| ExponentialDist | dist ) |
Creates a new generator for the exponential distribution dist and stream s.
Definition at line 59 of file ExponentialGen.java.
| double umontreal.ssj.randvar.ExponentialGen.getLambda | ( | ) |
Returns the \(\lambda\) associated with this object.
Definition at line 77 of file ExponentialGen.java.
|
static |
Uses inversion to generate a new exponential variate with parameter.
\(\lambda= \) lambda, using stream s.
Definition at line 70 of file ExponentialGen.java.
|
protected |
Sets the parameter \(\lambda= \) lam of this object.
Definition at line 84 of file ExponentialGen.java.