org.statcato.statistics
Class ProbabilityDistribution

java.lang.Object
  extended by org.statcato.statistics.ProbabilityDistribution
Direct Known Subclasses:
ChiSquareProbabilityDistribution, ExponentialProbabilityDistribution, FProbabilityDistribution, NormalProbabilityDistribution, StudentTProbabilityDistribution, UniformProbabilityDistribution

public abstract class ProbabilityDistribution
extends java.lang.Object

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

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

Constructor Summary
ProbabilityDistribution()
           
 
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.
 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

ProbabilityDistribution

public ProbabilityDistribution()
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 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. If the given area is 1, positive infinity is returned.

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