nl.tudelft.simulation.jstats.distributions
Class DistNormal

java.lang.Object
  nl.tudelft.simulation.jstats.distributions.Dist
      nl.tudelft.simulation.jstats.distributions.DistContinuous
          nl.tudelft.simulation.jstats.distributions.DistNormal

All Implemented Interfaces:

java.io.Serializable

Direct Known Subclasses:

DistLogNormal

public class DistNormal

extends DistContinuous

The Normal distribution. For more information on this distribution see http://mathworld.wolfram.com/NormalDistribution.html

(c) copyright 2002-2004 Delft University of Technology , the Netherlands.
See for project information www.simulation.tudelft.nl
License of use: General Public License (GPL) , no warranty

Since:

1.2

Version:

1.10 2004-03-22

Author:

Alexander Verbraeck
Peter Jacobs

See Also:

Serialized Form

Field Summary

static double[]	CUMULATIVE_NORMAL_PROPABILITIES CUMULATIVE_NORMAL_PROPABILITIES represents the NORMAL DISTRIBUTION FUNCTION TABLE.
protected boolean	haveNextNextGaussian haveNextNextGaussian is a helper attribute
protected double	mu mu refers to the mean of the normal distribution
protected double	sigma mu refers to the mean of the normal distribution

Fields inherited from class nl.tudelft.simulation.jstats.distributions.Dist

stream

Constructor Summary

DistNormal(StreamInterface stream)
constructs a normal distribution with mu=0 and sigma=1.

DistNormal(StreamInterface stream, double mu, double sigma)
constructs a normal distribution with mu=0 and sigma=1

Method Summary

double	draw() draws the next stream value according to the probability of this this distribution.
double	getCumulativeProbability(double x) returns the cumulative probability of the x-value.
double	getInverseCumulativeProbability(double cumulativeProbability) returns the x-value of the given cumulativePropability.
protected double	nextGaussian() Generates the next pseudorandom, Gaussian (normally) distributed double value, with mean 0.0 and standard deviation 1.0 see section 3.4.1 of The Art of Computer Programming, Volume 2 by Donald Knuth.
double	probDensity(double x) returns the propbability density value of an observation
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

mu

protected double mu

mu refers to the mean of the normal distribution

sigma

protected double sigma

mu refers to the mean of the normal distribution

haveNextNextGaussian

protected boolean haveNextNextGaussian

haveNextNextGaussian is a helper attribute

CUMULATIVE_NORMAL_PROPABILITIES

public static final double[] CUMULATIVE_NORMAL_PROPABILITIES

CUMULATIVE_NORMAL_PROPABILITIES represents the NORMAL DISTRIBUTION FUNCTION TABLE. In order to keep this table as fast as possible no x values are stored. The range of the tabel is {0.00,0.01,0.02,...,10.00}

Constructor Detail

DistNormal

public DistNormal(StreamInterface stream)

constructs a normal distribution with mu=0 and sigma=1. Errors of various types, e.g., in the impact point of a bomb; quantities that are the sum of a large number of other quantities by the vitue of the central limit theorem.

Parameters:

stream - the numberstream

DistNormal

public DistNormal(StreamInterface stream,
                  double mu,
                  double sigma)

constructs a normal distribution with mu=0 and sigma=1

Parameters:

stream - the numberstream

mu - the medium

sigma - the standard deviation

Method Detail

draw

public double draw()

Description copied from class: DistContinuous

draws the next stream value according to the probability of this this distribution.

Specified by:

draw in class DistContinuous

Returns:

the next double value drawn.

See Also:

DistContinuous.draw()

getCumulativeProbability

public double getCumulativeProbability(double x)

returns the cumulative probability of the x-value.

Parameters:

x - the obsevervation x

Returns:

double the cumulative probability

getInverseCumulativeProbability

public double getInverseCumulativeProbability(double cumulativeProbability)

returns the x-value of the given cumulativePropability.

Parameters:

cumulativeProbability - reflects cum prob

Returns:

double the inverse cumulative probability

nextGaussian

protected double nextGaussian()

Generates the next pseudorandom, Gaussian (normally) distributed double value, with mean 0.0 and standard deviation 1.0 see section 3.4.1 of The Art of Computer Programming, Volume 2 by Donald Knuth.

Returns:

double the next gaussian value

probDensity

public double probDensity(double x)

Description copied from class: DistContinuous

returns the propbability density value of an observation

Specified by:

probDensity in class DistContinuous

Parameters:

x - the observation.

Returns:

double the probability density.

See Also:

#probDensity(double)

toString

public java.lang.String toString()

See Also:

Object.toString()