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Class maths.statistics.NormalDistribution

java.lang.Object
   |
   +----maths.statistics.ProbabilityDistribution
           |
           +----maths.statistics.NormalDistribution

public final class NormalDistribution

extends ProbabilityDistribution

Version:

1.1

Author:

Jaco van Kooten

NormalDistribution()

Constructs a normal distribution with zero mean and unity variance.

NormalDistribution(double, double)

Constructs a normal distribution.

NormalDistribution(double[])

Constructs a normal distribution from a dataset.

cumulative(double)

Cumulative normal distribution function.

getMean()

Returns the mean.

getVariance()

Returns the variance.

inverse(double)

Inverse of the cumulative normal distribution function.

probability(double)

Probability density function of a normal (Gaussian) distribution.

 public NormalDistribution()

Constructs a normal distribution with zero mean and unity variance.

 public NormalDistribution(double mu,
                           double var)

Constructs a normal distribution.

Parameters:

mu - the mean

var - the variance

 public NormalDistribution(double array[])

Constructs a normal distribution from a dataset.

Parameters:

array - a sample

 public double getMean()

Returns the mean.

 public double getVariance()

Returns the variance.

 public double probability(double X)

Probability density function of a normal (Gaussian) distribution.

Returns:

the probability that a stochastic variable x has the value X, i.e. P(x=X)

Overrides:

probability in class ProbabilityDistribution

 public double cumulative(double X)

Cumulative normal distribution function.

Returns:

the probability that a stochastic variable x is less then X, i.e. P(x<X)

Overrides:

cumulative in class ProbabilityDistribution

 public double inverse(double probability)

Inverse of the cumulative normal distribution function.

Returns:

the value X for which P(x<X)

Overrides:

inverse in class ProbabilityDistribution

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