simulation

Class NormalDistribution

java.lang.Object

simulation.NormalDistribution

public class NormalDistribution
extends java.lang.Object

Class of Normal Distributions

Author:

Chung-Chih Li

Constructor Summary

Constructors

Constructor and Description
NormalDistribution(double mu, double roh) Normal Distribution

Method Summary

Modifier and Type	Method and Description
double	pdf(double x) This is the density function.
double	rpdf(double y) The reverse function of the density function (pdf)
double	sample() A numerical approximation is used

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalDistribution

public NormalDistribution(double mu,
                          double roh)

Normal Distribution

Parameters:

mu - is the mean

roh - is the variance

Method Detail

pdf

public double pdf(double x)

This is the density function.

Parameters:

x - is the event .

Returns:

density (probability) of event x.

rpdf

public double rpdf(double y)

The reverse function of the density function (pdf)

Parameters:

y - is a double, which is the density (probability)

Returns:

a double which is event with y density.

sample

public double sample()

A numerical approximation is used

Returns:

A random sample in this distribution;