edu.cmu.minorthird.classify.algorithms.random
Class Normal

java.lang.Object
  edu.cmu.minorthird.classify.algorithms.random.Normal

public class Normal
extends java.lang.Object

Normal (aka Gaussian) distribution; See the math definition and animated definition.

 1                       2
 pdf(x) = ---------    exp( - (x-mean) / 2v )
 sqrt(2pi*v)

 x
 -
 1        | |                 2
 cdf(x) = ---------    |    exp( - (t-mean) / 2v ) dt
 sqrt(2pi*v)| |
 -
 -inf.
 

where v = variance = standardDeviation^2.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation: Polar Box-Muller transformation. See G.E.P. Box, M.E. Muller (1958): A note on the generation of random normal deviates, Annals Math. Statist. 29, 610-611.

Version:

1.0, 09/24/99

Author:

wolfgang.hoschek@cern.ch

Field Summary

protected double	cache
protected boolean	cacheFilled
protected RandomElement	gen
protected double	mean
protected double	SQRT_INV
protected double	standardDeviation
protected double	variance

Constructor Summary

Normal()

Method Summary

double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double mean, double standardDeviation) Returns a random number from the distribution; bypasses the internal state.
void	setState(double mean, double standardDeviation) Sets the mean and variance.
java.lang.String	toString() Returns a String representation of the receiver.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

mean

protected double mean

variance

protected double variance

standardDeviation

protected double standardDeviation

cache

protected double cache

cacheFilled

protected boolean cacheFilled

SQRT_INV

protected double SQRT_INV

gen

protected RandomElement gen

Constructor Detail

Normal

public Normal()

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

nextDouble

public double nextDouble(double mean,
                         double standardDeviation)

Returns a random number from the distribution; bypasses the internal state.

setState

public void setState(double mean,
                     double standardDeviation)

Sets the mean and variance.

toString

public java.lang.String toString()

Returns a String representation of the receiver.

Overrides:

toString in class java.lang.Object