org.hipparchus.distribution

Interface RealDistribution

All Known Implementing Classes:

AbstractRealDistribution, BetaDistribution, CauchyDistribution, ChiSquaredDistribution, ConstantRealDistribution, EmpiricalDistribution, EnumeratedRealDistribution, ExponentialDistribution, FDistribution, GammaDistribution, GumbelDistribution, LaplaceDistribution, LevyDistribution, LogisticDistribution, LogNormalDistribution, NakagamiDistribution, NormalDistribution, ParetoDistribution, TDistribution, TriangularDistribution, UniformRealDistribution, WeibullDistribution

public interface RealDistribution

Base interface for continuous distributions.

Method Summary

Modifier and Type	Method and Description
double	cumulativeProbability(double x) For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x).
double	density(double x) Returns the probability density function (PDF) of this distribution evaluated at the specified point x.
double	getNumericalMean() Use this method to get the numerical value of the mean of this distribution.
double	getNumericalVariance() Use this method to get the numerical value of the variance of this distribution.
double	getSupportLowerBound() Access the lower bound of the support.
double	getSupportUpperBound() Access the upper bound of the support.
double	inverseCumulativeProbability(double p) Computes the quantile function of this distribution.
boolean	isSupportConnected() Use this method to get information about whether the support is connected, i.e.
double	logDensity(double x) Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point x.
double	probability(double x0, double x1) For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1).

Method Detail

probability

double probability(double x0,
                   double x1)
            throws MathIllegalArgumentException

For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1).

Parameters:

x0 - the exclusive lower bound

x1 - the inclusive upper bound

Returns:

the probability that a random variable with this distribution takes a value between x0 and x1, excluding the lower and including the upper endpoint

Throws:

MathIllegalArgumentException - if x0 > x1

density

double density(double x)

Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the CDF. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.

Parameters:

x - the point at which the PDF is evaluated

Returns:

the value of the probability density function at point x

logDensity

double logDensity(double x)

Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the CDF. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient. Note that due to the floating point precision and under/overflow issues, this method will for some distributions be more precise and faster than computing the logarithm of density(double).

Parameters:

x - the point at which the PDF is evaluated

Returns:

the logarithm of the value of the probability density function at point x

cumulativeProbability

double cumulativeProbability(double x)

For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.

Parameters:

x - the point at which the CDF is evaluated

Returns:

the probability that a random variable with this distribution takes a value less than or equal to x

inverseCumulativeProbability

double inverseCumulativeProbability(double p)
                             throws MathIllegalArgumentException

Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is

• inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
• inf{x in R | P(X<=x) > 0} for p = 0.

Parameters:

p - the cumulative probability

Returns:

the smallest p-quantile of this distribution (largest 0-quantile for p = 0)

Throws:

MathIllegalArgumentException - if p < 0 or p > 1

getNumericalMean

double getNumericalMean()

Use this method to get the numerical value of the mean of this distribution.

Returns:

the mean or Double.NaN if it is not defined

getNumericalVariance

double getNumericalVariance()

Use this method to get the numerical value of the variance of this distribution.

Returns:

the variance (possibly Double.POSITIVE_INFINITY as for certain cases in TDistribution) or Double.NaN if it is not defined

getSupportLowerBound

double getSupportLowerBound()

Access the lower bound of the support. This method must return the same value as inverseCumulativeProbability(0). In other words, this method must return

inf {x in R | P(X <= x) > 0}.

Returns:

lower bound of the support (might be Double.NEGATIVE_INFINITY)

getSupportUpperBound

double getSupportUpperBound()

Access the upper bound of the support. This method must return the same value as inverseCumulativeProbability(1). In other words, this method must return

inf {x in R | P(X <= x) = 1}.

Returns:

upper bound of the support (might be Double.POSITIVE_INFINITY)

isSupportConnected

boolean isSupportConnected()

Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support.

Returns:

whether the support is connected or not