Documentation API of the 'cern.jet.random.Normal' Java class
Normal
cern.jet.random

Class Normal

  • All Implemented Interfaces:
    DoubleFunction, IntFunction, Serializable, Cloneable


    public class Normalextends AbstractContinousDistribution
    Normal (aka Gaussian) distribution; See the math definitionand animated definition.
                                                              1                       2          pdf(x) = ---------    exp( - (x-mean) / 2v )                            sqrt(2pi*v)                                                        x                                                         -                                   1        | |                 2          cdf(x) = ---------    |    exp( - (t-mean) / 2v ) dt                           sqrt(2pi*v)| |                                                   -                                                  -inf.
    where v = variance = standardDeviation^2.

    Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

    Static methods operate on a default uniform random number generator; they are synchronized.

    Implementation: Polar Box-Muller transformation. See G.E.P. Box, M.E. Muller (1958): A note on the generation of random normal deviates, Annals Math. Statist. 29, 610-611.

    See Also:
    Serialized Form

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