Random Variables

In this section we introduce the notion of an abstract random variable . In this context, a random variable is an object that behaves like a random number generator in that it produces a pseudorandom number sequence. The distribution of the values produced depends on the class of random variable used.

Program  declares several random variable classes. The abstract RandomVariable class defines the shared interface. A single, pure virtual member function is declared--Sample. Given an instance, say rv, of a concrete class derived from RandomVariable, repeated calls of the form

rv.Sample ();

  
Program: RandomVariable, SimpleRV, UniformRV and ExponentialRV Class Definitions

Program  also declares three concrete random variable classes:

SimpleRV

This class generates random numbers uniformly distributed in the interval (0,1). (It is merely a wrapper for the RandomNumberGenerator defined in the preceding section).

UniformRV

This class generates random numbers which are uniformly distributed in an arbitrary interval (u,v), where u<v. The parameters u and v are specified in the constructor.

ExponentialRV

This class generates exponentially distributed random numbers with a mean value of . The mean value is specified in the constructor.

• Implementation

Copyright © 1997 by Bruno R. Preiss, P.Eng. All rights reserved.