DistExponential.java
package nl.tudelft.simulation.jstats.distributions;
import org.djutils.exceptions.Throw;
import nl.tudelft.simulation.jstats.streams.StreamInterface;
/**
* The Exponential distribution. For more information on this distribution see
* <a href="https://mathworld.wolfram.com/ExponentialDistribution.html">
* https://mathworld.wolfram.com/ExponentialDistribution.html </a><br>
* The exponential distribution describes the interarrival times of entities to a system that occur randomly at a constant rate.
* The exponential distribution here is characterized by the mean interarrival time, but can also be characterized by this rate
* parameter λ; mean = 1 / λ.
* <p>
* Copyright (c) 2002-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See
* for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL
* project is distributed under a three-clause BSD-style license, which can be found at
* <a href="https://https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank">
* https://https://simulation.tudelft.nl/dsol/docs/latest/license.html</a>.
* </p>
* @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a>
* @author <a href="https://www.tudelft.nl/averbraeck">Alexander Verbraeck</a>
*/
public class DistExponential extends DistContinuous
{
/** */
private static final long serialVersionUID = 1L;
/** mean is the mean value of the exponential distribution. */
private final double mean;
/**
* constructs a new exponential function. The exponential distribution describes the interarrival times of entities to a
* system that occur randomly at a constant rate. The exponential distribution can also be characterized by this rate
* parameter λ; mean = 1 / λ.
* @param stream StreamInterface; the random number stream
* @param mean double; the mean (mean > 0) value of the exponential distribution. The exponential distribution can also
* be characterized by the rate parameter λ; mean = 1 / λ
* @throws IllegalArgumentException in case mean <= 0
*/
public DistExponential(final StreamInterface stream, final double mean)
{
super(stream);
Throw.when(mean <= 0.0, IllegalArgumentException.class, "Error Exponential - mean<=0");
this.mean = mean;
}
/** {@inheritDoc} */
@Override
public double draw()
{
return -this.mean * Math.log(this.stream.nextDouble());
}
/** {@inheritDoc} */
@Override
public double getProbabilityDensity(final double x)
{
if (x >= 0)
{
return (1 / this.mean) * Math.exp(-x / this.mean);
}
return 0.0;
}
/**
* @return mean
*/
public double getMean()
{
return this.mean;
}
/** {@inheritDoc} */
@Override
public String toString()
{
return "Exponential(" + this.mean + ")";
}
}