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Class maths.statistics.NormalDistribution
java.lang.Object
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+----maths.statistics.ProbabilityDistribution
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+----maths.statistics.NormalDistribution
- public final class NormalDistribution
- extends ProbabilityDistribution
The NormalDistribution class provides an object for encapsulating normal distributions.
- 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.
NormalDistribution
public NormalDistribution()
- Constructs a normal distribution with zero mean and unity variance.
NormalDistribution
public NormalDistribution(double mu,
double var)
- Constructs a normal distribution.
- Parameters:
- mu - the mean
- var - the variance
NormalDistribution
public NormalDistribution(double array[])
- Constructs a normal distribution from a dataset.
- Parameters:
- array - a sample
getMean
public double getMean()
- Returns the mean.
getVariance
public double getVariance()
- Returns the variance.
probability
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
cumulative
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
inverse
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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