Package org.jquantlib.math.distributions

Interface Summary

Interface	Description
Derivative

Class Summary

Class	Description
BinomialDistribution	Binomial Distribution
BivariateNormalDistribution	Cumulative bivariate normal distibution function (West 2004).
CumulativeBinomialDistribution	Cumulative binomial distribution function.
CumulativeNormalDistribution	Cumulative normal distribution function (CDF).
CumulativePoissonDistribution	Cumulative Poisson distribution function
GammaDistribution	The gamma distribution is a two-parameter family of continuous probability distributions.
GammaFunction	In mathematics, the Gamma function is an extension of the factorial function to real and complex numbers.
IncompleteGamma	In mathematics, the gamma function is defined by a definite integral.
InverseCumulativeNormal	The inverse normal cumulative distribution is a non-linear function for which no closed-form solution exists.
InverseCumulativePoisson	Inverse cumulative Poisson distribution function.
MoroInverseCumulativeNormal
NonCentralChiSquaredDistribution
NormalDistribution	Provides the probability density function (pdf) of the (unit) normal distribution
PoissonDistribution	Normal distribution function