Catalano.Statistics.Distributions

Class NormalDistribution

java.lang.Object

Catalano.Statistics.Distributions.NormalDistribution

All Implemented Interfaces:

IDistribution

public class NormalDistribution
extends java.lang.Object
implements IDistribution

Normal (Gaussian) distribution.

Constructor Summary

Constructors

Constructor and Description
NormalDistribution()
NormalDistribution(double mean)
NormalDistribution(double mean, double stdDev)

Method Summary

Modifier and Type	Method and Description
double	DistributionFunction(double x) Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
double	Entropy() Gets the entropy for this distribution.
double	InverseDistributionFunction(double p)
double	LogProbabilityDensityFunction(double x) Gets the log-probability density function (pdf) for this distribution evaluated at point x.
double	Mean() Gets the mean for this distribution.
double	ProbabilityDensityFunction(double x) Gets the probability density function (pdf) for this distribution evaluated at point x.
double	StandartDeviation()
double	Variance() Gets the variance for this distribution.
double	ZScore(double x) Gets the Z-Score for a given value.

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalDistribution

public NormalDistribution()

NormalDistribution

public NormalDistribution(double mean)

NormalDistribution

public NormalDistribution(double mean,
                          double stdDev)

Method Detail

Mean

public double Mean()

Description copied from interface: IDistribution

Gets the mean for this distribution.

Specified by:

Mean in interface IDistribution

Returns:

The distribution's mean value.

Variance

public double Variance()

Description copied from interface: IDistribution

Gets the variance for this distribution.

Specified by:

Variance in interface IDistribution

Returns:

The distribution's variance.

StandartDeviation

public double StandartDeviation()

Entropy

public double Entropy()

Description copied from interface: IDistribution

Gets the entropy for this distribution.

Specified by:

Entropy in interface IDistribution

Returns:

The distribution's entropy.

DistributionFunction

public double DistributionFunction(double x)

Description copied from interface: IDistribution

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

Specified by:

DistributionFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

InverseDistributionFunction

public double InverseDistributionFunction(double p)

ProbabilityDensityFunction

public double ProbabilityDensityFunction(double x)

Description copied from interface: IDistribution

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Specified by:

ProbabilityDensityFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

LogProbabilityDensityFunction

public double LogProbabilityDensityFunction(double x)

Description copied from interface: IDistribution

Gets the log-probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Specified by:

LogProbabilityDensityFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

ZScore

public double ZScore(double x)

Gets the Z-Score for a given value.

Parameters:

x - Value.

Returns:

Z-Score.