javanpst.distributions.common.continuous

Class NormalDistribution

java.lang.Object

javanpst.distributions.common.continuous.NormalDistribution

All Implemented Interfaces:

Distribution

public class NormalDistribution
extends java.lang.Object
implements Distribution

A Normal distribution.

Constructor Summary

Constructors

Constructor and Description
NormalDistribution() Default builder.
NormalDistribution(double mean, double sigma) Builder.
NormalDistribution(NormalDistribution old) Copy constructor Creates a copy of a given Normal distribution

Method Summary

Modifier and Type	Method and Description
double	computeCumulativeProbability(double x) Computes cumulative probability at a given point of the Normal distribution.
double	computeProbability(double x) Computes mass probability at a given point of the Normal distribution.
double	getMean() Gets the mean parameter
double	getSigma() Gets the sigma parameter
double	getTipifiedProbability(double z, boolean upper) Computes cumulative N(0,1) distribution.
double	inverseNormalDistribution(double p) Computes inverse normal distribution value (N[0,1]).
void	setMean(double value) Sets mean
void	setS(double value) Sets sigma Sigma value must be positive
java.lang.String	toString() To String method.

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalDistribution

public NormalDistribution()

Default builder. Creates a Normal distribution with parameters mean = 0 and sigma = 1

NormalDistribution

public NormalDistribution(double mean,
                          double sigma)

Builder. Creates a Normal distribution with the specified parameters Sigma must be positive

Parameters:

mean - mean of the distribution

sigma - standard deviation

NormalDistribution

public NormalDistribution(NormalDistribution old)

Copy constructor Creates a copy of a given Normal distribution

Parameters:

old - Normal distribution to copy

Method Detail

setMean

public void setMean(double value)

Sets mean

Parameters:

value - mean value

setS

public void setS(double value)

Sets sigma Sigma value must be positive

Parameters:

value - sigma value

getMean

public double getMean()

Gets the mean parameter

Returns:

value of mean

getSigma

public double getSigma()

Gets the sigma parameter

Returns:

value of sigma

computeProbability

public double computeProbability(double x)

Computes mass probability at a given point of the Normal distribution.

Specified by:

computeProbability in interface Distribution

Parameters:

x - point selected

Returns:

mass probability at 'x'

computeCumulativeProbability

public double computeCumulativeProbability(double x)

Computes cumulative probability at a given point of the Normal distribution.

Specified by:

computeCumulativeProbability in interface Distribution

Parameters:

x - point selected

Returns:

cumulative probability at 'x'

getTipifiedProbability

public double getTipifiedProbability(double z,
                                     boolean upper)

Computes cumulative N(0,1) distribution. Based on Algorithm AS66 Applied Statistics (1973) vol 22 no.3

Parameters:

z - x value

upper - A boolean value, if true the integral is evaluated from z to infinity, from minus infinity to z otherwise

Returns:

The value of the cumulative N(0,1) distribution for z

inverseNormalDistribution

public double inverseNormalDistribution(double p)

Computes inverse normal distribution value (N[0,1]). Error is bounded to 1.15E-09. Based on http://home.online.no/~pjacklam/notes/invnorm/

Parameters:

p - probability value

Returns:

z value associated to p

See Also:

"http://home.online.no/~pjacklam/notes/invnorm/"

toString

public java.lang.String toString()

To String method.

Overrides:

toString in class java.lang.Object

Returns:

string representation of the distribution