org.statcato.statistics
Class DiscreteProbabilityDistribution

java.lang.Object
  extended by org.statcato.statistics.DiscreteProbabilityDistribution
Direct Known Subclasses:
BinomialProbabilityDistribution, GeometricProbabilityDistribution, PoissonProbabilityDistribution

public abstract class DiscreteProbabilityDistribution
extends java.lang.Object

Abtract base class for different types of discrete probability distributions. Subclasses must implement density and cumulativeProbability methods.

Since:
1.0
Version:
%I%, %G%
Author:
Margaret Yau

Constructor Summary
DiscreteProbabilityDistribution()
           
 
Method Summary
abstract  double cumulativeProbability(double x)
          Returns the cumulative probabililty up to x.
abstract  double density(double x)
          Returns the density of the distribution at x.
 java.lang.Double inverseCumulativeProbability(double x1, double x2, double tol, double area)
          Returns the inverse cumulative probability.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

DiscreteProbabilityDistribution

public DiscreteProbabilityDistribution()
Method Detail

density

public abstract double density(double x)
Returns the density of the distribution at x.

Parameters:
x -
Returns:
probability density at x

cumulativeProbability

public abstract double cumulativeProbability(double x)
Returns the cumulative probabililty up to x.

Parameters:
x -
Returns:
cumulative probability P(<=x)

inverseCumulativeProbability

public java.lang.Double inverseCumulativeProbability(double x1,
                                                     double x2,
                                                     double tol,
                                                     double area)
Returns the inverse cumulative probability. Uses the Brent's method to find a root between x1 and x2 that gives a cumulative probability of area with an accuracy within tol tolerance.

Parameters:
x1 - lower bound of root
x2 - upper bound of root
tol - tolerance
area - cumulative probability
Returns:
inverse cumulative probability