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  1. package Lec11;
  2.  
  3. import java.util.*;
  4.  
  5. public class BoxMullerMethod {
  6.  
  7.     private double Mean;
  8.     private double StandardDeviation;
  9.     private Random random = new Random();
  10.     private boolean flag = true;
  11.     private double x0;
  12.     private double x1;
  13.  
  14.     public BoxMullerMethod() {
  15.         this(0.0, 1.0);
  16.     }
  17.  
  18.     public BoxMullerMethod(double mean, double standardDeviation) {
  19.         this.Mean = mean;
  20.         this.StandardDeviation = standardDeviation;
  21.     }
  22.  
  23.     public double normRand() {
  24.         return Mean + StandardDeviation * nextGaussian();
  25.     }
  26.  
  27.     private double nextGaussian() {
  28.         double multiplier;
  29.  
  30.         if (flag) {
  31.             x0 = random.nextDouble();
  32.             x1 = random.nextDouble();
  33.  
  34.             multiplier = Math.sin(2.0 * Math.PI * x1);
  35.             flag = false;
  36.         } else {
  37.             multiplier = Math.cos(2.0 * Math.PI * x1);
  38.             flag = true;
  39.         }
  40.  
  41.         return Math.sqrt(-2.0 * Math.log(x0)) * multiplier;
  42.     }
  43. }
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https://ideone.com/9oNE69
language:
Java (12.0.1)
created:
11 years ago
visibility:
public

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