umontreal.iro.lecuyer.probdist

Interface Distribution

All Known Implementing Classes:

AndersonDarlingDist, AndersonDarlingDistQuick, BernoulliDist, BetaDist, BetaSymmetricalDist, BinomialDist, CauchyDist, ChiDist, ChiSquareDist, ChiSquareDistQuick, ChiSquareNoncentralDist, ContinuousDistribution, CramerVonMisesDist, DiscreteDistribution, DiscreteDistributionInt, EmpiricalDist, ErlangDist, ExponentialDist, ExponentialDistFromMean, ExtremeValueDist, FatigueLifeDist, FisherFDist, FoldedNormalDist, FrechetDist, GammaDist, GammaDistFromMoments, GeometricDist, GumbelDist, HalfNormalDist, HyperbolicSecantDist, HypergeometricDist, InverseDistFromDensity, InverseGammaDist, InverseGaussianDist, JohnsonSBDist, JohnsonSUDist, KolmogorovSmirnovDist, KolmogorovSmirnovDistQuick, KolmogorovSmirnovPlusDist, LaplaceDist, LogarithmicDist, LogisticDist, LoglogisticDist, LognormalDist, LognormalDistFromMoments, NakagamiDist, NegativeBinomialDist, NormalDist, NormalDistQuick, NormalInverseGaussianDist, ParetoDist, PascalDist, Pearson5Dist, Pearson6Dist, PiecewiseLinearEmpiricalDist, PoissonDist, PowerDist, RayleighDist, StudentDist, StudentDistQuick, TriangularDist, TruncatedDist, UniformDist, UniformIntDist, WatsonGDist, WatsonUDist, WeibullDist

public interface Distribution

This interface should be implemented by all classes supporting discrete and continuous distributions. It specifies the signature of methods that compute the distribution function F(x), the complementary distribution function bar(F)(x), and the inverse distribution function F^-1(u). It also specifies the signature of methods that returns the mean, the variance and the standard deviation.

Method Summary

Modifier and Type	Method and Description
double	barF(double x) Returns bar(F)(x) = 1 - F(x).
double	cdf(double x) Returns the distribution function F(x).
double	getMean() Returns the mean of the distribution function.
double[]	getParams() Returns the parameters of the distribution function in the same order as in the constructors.
double	getStandardDeviation() Returns the standard deviation of the distribution function.
double	getVariance() Returns the variance of the distribution function.
double	inverseF(double u) Returns the inverse distribution function F-1(u), defined in.

Method Detail

cdf

double cdf(double x)

Returns the distribution function F(x).

Parameters:

x - value at which the distribution function is evaluated

Returns:

distribution function evaluated at x

barF

double barF(double x)

Returns bar(F)(x) = 1 - F(x).

Parameters:

x - value at which the complementary distribution function is evaluated

Returns:

complementary distribution function evaluated at x

inverseF

double inverseF(double u)

Returns the inverse distribution function F^-1(u), defined in.

Parameters:

u - value in the interval (0, 1) for which the inverse distribution function is evaluated

Returns:

the inverse distribution function evaluated at u

getMean

double getMean()

Returns the mean of the distribution function.

getVariance

double getVariance()

Returns the variance of the distribution function.

getStandardDeviation

double getStandardDeviation()

Returns the standard deviation of the distribution function.

getParams

double[] getParams()

Returns the parameters of the distribution function in the same order as in the constructors.