org.jquantlib.math.distributions

Class CumulativePoissonDistribution

java.lang.Object

org.jquantlib.math.distributions.CumulativePoissonDistribution

All Implemented Interfaces:

Ops.IntToDouble

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

Cumulative Poisson distribution function

This function provides an approximation of the integral of the Poisson distribution.

In probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a number of events occurring in a fixed period of time if these events occur with a known average rate and independently of the time since the last event. The Poisson distribution can also be used for the number of events in other specified intervals such as distance, area or volume.

See Also:

Poisson Distribution, "Numerical Recipes in C", 2nd edition, Teukolsky, Vetterling, Flannery, chapter 6.

Constructor Summary

Constructors

Constructor and Description
CumulativePoissonDistribution(double mu)

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

CumulativePoissonDistribution

public CumulativePoissonDistribution(double mu)

Method Detail

op

public double op(int k)

Computes the cumulative Poisson distribution by using the incomplete gamma function .

Specified by:

op in interface Ops.IntToDouble

Parameters:

k - is the number of occurrences of an event

Returns:

the cumulative Poisson distribution by using the incomplete gamma function