ostore.util
Class RandomExponential

java.lang.Object
  |
  +--java.util.Random
        |
        +--ostore.util.RandomExponential

All Implemented Interfaces:

Serializable

public class RandomExponential

extends Random

A utility class for generating random values from a negative exponential distribution. PDF( x ) = -lambda * exp( -lambda * x ). The mean and standard deviation are both 1/lambda.

Version:

$Id: RandomExponential.java,v 1.1 2003/04/19 00:55:41 strib Exp $

Author:

Dennis Geels

See Also:

Serialized Form

Constructor Summary

RandomExponential(double lambda)

RandomExponential(double lambda, long seed)

Method Summary

static void	main(String[] args)
double	nextExponential() Returns a positive number drawn pseudo-randomly from the exponential distribution with parameter this.lambda.

Methods inherited from class java.util.Random

next, nextBoolean, nextBytes, nextDouble, nextFloat, nextGaussian, nextInt, nextInt, nextLong, setSeed

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomExponential

public RandomExponential(double lambda)

RandomExponential

public RandomExponential(double lambda,
                         long seed)

Method Detail

main

public static void main(String[] args)

nextExponential

public double nextExponential()

Returns a positive number drawn pseudo-randomly from the exponential distribution with parameter this.lambda.

This method uses the "inverse transform" method. Given a number u drawn uniformly at random from the interval [0,1), we calculate a value x from our distribution as x = (-1/lambda) * log( 1 - u ) .