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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.NormalDistributionImpl
Default implementation of
NormalDistribution.
| Constructor Summary | |
NormalDistributionImpl()
Creates normal distribution with the mean equal to zero and standard deviation equal to one. |
|
NormalDistributionImpl(double mean,
double sd)
Create a normal distribution using the given mean and standard deviation. |
|
| Method Summary | |
double |
cumulativeProbability(double x)
For this disbution, X, this method returns P(X < x). |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
double |
getMean()
Access the mean. |
double |
getStandardDeviation()
Access the standard deviation. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
void |
setMean(double mean)
Modify the mean. |
void |
setStandardDeviation(double sd)
Modify the standard deviation. |
| Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
cumulativeProbability |
| Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math.distribution.Distribution |
cumulativeProbability |
| Constructor Detail |
public NormalDistributionImpl(double mean,
double sd)
mean - mean for this distributionsd - standard deviation for this distributionpublic NormalDistributionImpl()
| Method Detail |
public double getMean()
getMean in interface NormalDistributionpublic void setMean(double mean)
setMean in interface NormalDistributionmean - for this distributionpublic double getStandardDeviation()
getStandardDeviation in interface NormalDistributionpublic void setStandardDeviation(double sd)
setStandardDeviation in interface NormalDistributionsd - standard deviation for this distribution
IllegalArgumentException - if sd is not positive.
public double cumulativeProbability(double x)
throws MathException
x).
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
x.
MathException - if the algorithm fails to converge.
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns Double.NEGATIVE_INFINITY for p=0 and
Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid
probability.protected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
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