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Class maths.statistics.ProbabilityDistribution

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

public abstract class ProbabilityDistribution

extends Object

Version:

1.0

Author:

Jaco van Kooten

ProbabilityDistribution()

Constructs a probability distribution.

checkRange(double)

Check if the range of the argument of the distribution method is between 0 and 1.

checkRange(double, double, double)

Check if the range of the argument of the distribution method is between lo and hi.

cumulative(double)

Cumulative distribution function.

findRoot(double, double, double, double)

This method approximates the value of X for which P(x<X)=prob.

inverse(double)

Inverse of the cumulative distribution function.

probability(double)

Probability density function.

 public ProbabilityDistribution()

Constructs a probability distribution.

 public abstract double probability(double X)

Probability density function.

Returns:

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

 public abstract double cumulative(double X)

Cumulative distribution function.

Returns:

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

 public abstract double inverse(double probability)

Inverse of the cumulative distribution function.

Returns:

the value X for which P(x<X)

 protected void checkRange(double x,
                           double lo,
                           double hi)

Check if the range of the argument of the distribution method is between lo and hi.

 protected void checkRange(double x)

Check if the range of the argument of the distribution method is between 0 and 1.

 protected double findRoot(double prob,
                           double guess,
                           double xLo,
                           double xHi)

This method approximates the value of X for which P(x<X)=prob. It applies a combination of a Newton-Raphson procedure and bisection method with the value guess as a starting point. Furthermore, to ensure convergency and stability, one should supply an inverval [xLo,xHi] in which the probalility distribution reaches the value prob. The method does no checking, it will produce bad results if wrong values for the parameters are supplied - use it with care.

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