Java source code of 'jhplot.math.num.pdf.Exponential'

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package jhplot.math.num.pdf;


/**
 * 

* The Exponential distribution (1). *

*

* References: *

    *
  1. Eric W. Weisstein. "Exponential Distribution." From MathWorld--A Wolfram * Web Resource. * http://mathworld.wolfram.com/Exponential.html
  2. *
*

* * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $ */ public class Exponential extends ContinuousDistribution { /** The mean. */ private double mean; /** * Default constructor. Mean is set to 1. */ public Exponential() { this(1.0); } /** * Create a distribution with the given mean. * * @param m the mean. */ public Exponential(double m) { super(); setMean(m); } /** * The CDF for this distribution. This method returns P(X < x). * * @param x the value at which the CDF is evaluated. * @return CDF for this distribution. */ public double cumulativeProbability(double x) { double ret; if (x <= 0.0) { ret = 0.0; } else { ret = 1.0 - Math.exp(-x / getMean()); } return ret; } /** * Access the mean. * * @return the mean. */ public double getMean() { return mean; } /** * The inverse CDF for this distribution. This method returns x such that, * P(X < x) = p. * * @param p the cumulative probability. * @return x */ public double inverseCumulativeProbability(double p) { double ret; if (p < 0.0 || p > 1.0 || Double.isNaN(p)) { ret = Double.NaN; } else if (p == 0.0) { ret = 0.0; } else if (p == 1.0) { ret = Double.POSITIVE_INFINITY; } else { ret = -getMean() * Math.log(1.0 - p); } return ret; } /** * Modify the mean. * * @param m The new mean value. */ public void setMean(double m) { if (m <= 0.0 || Double.isNaN(m)) { throw new IllegalArgumentException("Mean must be positive."); } this.mean = m; } }