broadwick.statistics.distributions

Class TruncatedNormalDistribution

java.lang.Object

broadwick.statistics.distributions.TruncatedNormalDistribution

All Implemented Interfaces:

ContinuousDistribution

public class TruncatedNormalDistribution
extends Object
implements ContinuousDistribution

An implementation of the truncated normal distribution, i.e. a normal distribution whose value is bounded either above, below or both.

References:

• Normal Distribution

Field Summary

Fields

Modifier and Type	Field and Description
private RNG	generator
private double	lower
private double	mean
private double	sd
private double	upper

Constructor Summary

Constructors

Constructor and Description
TruncatedNormalDistribution(double mean, double sd, double lb, double ub) Create an instance of the normal distribution distribution truncated to given limits.

Method Summary

Modifier and Type	Method and Description
double	rejectionSample()
double	sample() Obtain a sample from the distribution.

Methods inherited from class java.lang.Object

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

Field Detail

mean

private double mean

sd

private double sd

lower

private double lower

upper

private double upper

generator

private RNG generator

Constructor Detail

TruncatedNormalDistribution

public TruncatedNormalDistribution(double mean,
                                   double sd,
                                   double lb,
                                   double ub)

Create an instance of the normal distribution distribution truncated to given limits.

Parameters:

mean - the mean of the normal distribution.

sd - the standard deviation of the distribution.

lb - the lower bound of the distribution, no values lower than this will be returned.

ub - the upper bound of the distribution, no values higher1 than this will be returned.

Method Detail

sample

public double sample()

Description copied from interface: ContinuousDistribution

Obtain a sample from the distribution.

Specified by:

sample in interface ContinuousDistribution

Returns:

the sampled value from the distribution.

rejectionSample

public double rejectionSample()