umontreal.iro.lecuyer.randvar

Class InverseGaussianGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.InverseGaussianGen

Direct Known Subclasses:

InverseGaussianMSHGen

public class InverseGaussianGen
extends RandomVariateGen

This class implements random variate generators for the inverse Gaussian distribution with location parameter μ > 0 and scale parameter λ > 0. The density function of this distribution is

f (x) = (λ)^1/2/(2πx³) e^{-λ(x-μ)2/(2μ2x)} for x > 0.

Constructor Summary

Constructors

Constructor and Description
InverseGaussianGen(RandomStream s, double mu, double lambda) Creates an inverse Gaussian random variate generator with parameters μ = mu and λ = lambda, using stream s.
InverseGaussianGen(RandomStream s, InverseGaussianDist dist) Creates a new generator for the distribution dist, using stream s.

Method Summary

Modifier and Type	Method and Description
double	getLambda() Returns the parameter λ of this object.
double	getMu() Returns the parameter μ of this object.
static double	nextDouble(RandomStream s, double mu, double lambda) Generates a variate from the inverse gaussian distribution with location parameter μ > 0 and scale parameter λ > 0.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

InverseGaussianGen

public InverseGaussianGen(RandomStream s,
                          double mu,
                          double lambda)

Creates an inverse Gaussian random variate generator with parameters μ = mu and λ = lambda, using stream s.

InverseGaussianGen

public InverseGaussianGen(RandomStream s,
                          InverseGaussianDist dist)

Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double mu,
                                double lambda)

Generates a variate from the inverse gaussian distribution with location parameter μ > 0 and scale parameter λ > 0.

getMu

public double getMu()

Returns the parameter μ of this object.

getLambda

public double getLambda()

Returns the parameter λ of this object.