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.

Field Summary

Fields inherited from class edu.rit.numeric.DoublePrng

myUniformPrng

Constructor Summary

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

Method Summary

double

next() Returns the next random number.

Methods inherited from class java.lang.Object

clone, equals, finalize, 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:

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

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.