org.statcato.statistics

Class ProbabilityDistribution

java.lang.Object

org.statcato.statistics.ProbabilityDistribution

Direct Known Subclasses:

ChiSquareProbabilityDistribution, ExponentialProbabilityDistribution, FProbabilityDistribution, NormalProbabilityDistribution, StudentTProbabilityDistribution, UniformProbabilityDistribution

public abstract class ProbabilityDistribution
extends java.lang.Object

Abstract base class of different types of continuous probability distributions. Subclasses must implement density and cumulativeProbability methods.

Since:

1.0

Constructor Summary

Constructors

Constructor and Description
ProbabilityDistribution()

Method Summary

Modifier and Type	Method and Description
abstract double	cumulativeProbability(double x) Returns the cumulative probability up to x.
abstract double	density(double x) Returns the density of the distribution at x.
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

ProbabilityDistribution

public ProbabilityDistribution()

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 probability up to x.

Parameters:

x -

Returns:

cumulative probability P(<=x)

inverseCumulativeProbability

public 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. If the given area is 1, positive infinity is returned.

Parameters:

x1 - lower bound of root

x2 - upper bound of root

tol - tolerance

area - cumulative probability

Returns:

inverse cumulative probability