I need to generate random numbers in my code but I want to change the parameters of the Distribution based on the current scenario. The application can run as single or multi-threaded application.
My question is that, should I initialize the RandomGenerator
object in the constructor of my class and then use that RandomGenerator
object to (re-)initialize the NormalDistribution
, BetaDistribution
or any other object of AbstractRealDistribution
repeatedly, or just initialize my distribution object after I need to update the parameters.
Which is is a better option in terms of generating good random numbers and also in terms of optimality?
Case 1:
class Test {
protected RandomGenerator rng;
public Test() {
rng = new Well19937c();
}
private void someFunction(double mean, doube std_dev) {
NormalDistribution norm = new NormalDistribution(this.rng, mean, std_dev);
while (condition is met) {
// do some calculation, create some random numbers, get new mean and std_dev
norm = new NormalDistribution(this.rng, new_mean, new_std_dev);
}
}
}
Case 2:
class Test {
private void someFunction(double mean, doube std_dev) {
NormalDistribution norm = new NormalDistribution(mean, std_dev);
while (condition is met) {
// do some calculation, create some random numbers, get new mean and std_dev
norm = new NormalDistribution(new_mean, new_std_dev);
}
}
}
You should reuse the RandomGenerator
across calls. The simplest way to generate random values with different distribution parameters is to use the RandomDataGenerator
class in the random
package:
RandomDataGenerator generator = new RandomDataGenerator(new Well19937c());
// Unit normal
double normDev = generator.nextGaussian(0, 1);
// mean = 0.5, std dev = 2
double normDev2 = generator.nextGaussian(0.5, 2);
// exponential, mean = 1
double expDev = generator.nextExponential(1);