org.jquantlib.math.distributions

Class CumulativeBinomialDistribution

java.lang.Object

org.jquantlib.math.distributions.CumulativeBinomialDistribution

All Implemented Interfaces:

Ops.IntToDouble

public class CumulativeBinomialDistribution
extends java.lang.Object
implements Ops.IntToDouble

Cumulative binomial distribution function.

Given an integer k it provides the cumulative probability of observing kk<=k.

Constructor Summary

Constructors

Constructor and Description
CumulativeBinomialDistribution(double p, int n) This constructor initializes p and n

Method Summary

Modifier and Type	Method and Description
double	op(int k)

Methods inherited from class java.lang.Object

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

Constructor Detail

CumulativeBinomialDistribution

public CumulativeBinomialDistribution(double p,
                                      int n)

This constructor initializes p and n

Parameters:

p - is the probability of success of a single trial

n - is the total number of trials

Method Detail

op

public double op(int k)

Computes the Cumulative Binomial Distribution.

Specified by:

op in interface Ops.IntToDouble

Parameters:

k -

Returns:

1.0 - Beta.incompleteBetaFunction(k+1, n_-k, p_, accuracy, maxIteration)