org.statcato.statistics

Class DiscreteProbabilityDistribution

java.lang.Object

org.statcato.statistics.DiscreteProbabilityDistribution

Direct Known Subclasses:

BinomialProbabilityDistribution, GeometricProbabilityDistribution, PoissonProbabilityDistribution

public abstract class DiscreteProbabilityDistribution
extends java.lang.Object

Abtract base class for different types of discrete probability distributions. Subclasses must implement density and cumulativeProbability methods.

Since:

1.0

Constructor Summary

Constructors

Constructor and Description
DiscreteProbabilityDistribution()

Method Summary

Modifier and Type	Method and Description
abstract double	cumulativeProbability(double x) Returns the cumulative probabililty up to x.
abstract double	density(double x) Returns the density of the distribution at x.
java.lang.Double	inverseCumulativeProbability(double x1, double x2, double tol, double area) Returns the inverse cumulative probability.

Methods inherited from class java.lang.Object

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

Constructor Detail

DiscreteProbabilityDistribution

public DiscreteProbabilityDistribution()

Method Detail

density

public abstract double density(double x)

Returns the density of the distribution at x.

Parameters:

x -

Returns:

probability density at x

cumulativeProbability

public abstract double cumulativeProbability(double x)

Returns the cumulative probabililty up to x.

Parameters:

x -

Returns:

cumulative probability P(<=x)

inverseCumulativeProbability

public java.lang.Double inverseCumulativeProbability(double x1,
                                                     double x2,
                                                     double tol,
                                                     double area)

Returns the inverse cumulative probability. Uses the Brent's method to find a root between x1 and x2 that gives a cumulative probability of area with an accuracy within tol tolerance.

Parameters:

x1 - lower bound of root

x2 - upper bound of root

tol - tolerance

area - cumulative probability

Returns:

inverse cumulative probability