edu.rit.numeric

Class ExponentialPrng

java.lang.Object

edu.rit.numeric.DoublePrng

edu.rit.numeric.ExponentialPrng

public class ExponentialPrng
extends DoublePrng

Class ExponentialPrng provides a pseudorandom number generator (PRNG) that generates random numbers with an exponential distribution. The probability density function is
f(x) = λe^−λx, x ≥ 0
f(x) = 0, otherwise
The distribution's mean is 1/λ and its standard deviation is 1/λ².

An exponential distribution is often used to model arrivals or departures in a discrete event simulation. The mean arrival or departure rate is λ; the mean interarrival or interdeparture time is 1/λ.

Every call of the next() method results in one call of the underlying uniform PRNG's nextDouble() method.

Constructor Summary

Constructors

Constructor and Description
ExponentialPrng(Random theUniformPrng, double lambda) Construct a new exponential PRNG.

Method Summary

Modifier and Type	Method and Description
double	next() Returns the next random number.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExponentialPrng

public ExponentialPrng(Random theUniformPrng,
                       double lambda)

Construct a new exponential PRNG.

Parameters:

theUniformPrng - The underlying uniform PRNG.

lambda - Mean rate λ > 0.

Throws:

java.lang.NullPointerException - (unchecked exception) Thrown if theUniformPrng is null.

java.lang.IllegalArgumentException - (unchecked exception) Thrown if λ ≤ 0.

Method Detail

next

public double next()

Returns the next random number.

Specified by:

next in class DoublePrng

Returns:

Random number.