drasys.or.prob
Class EmpiricalDistribution

java.lang.Object
  |
  +--drasys.or.prob.Distribution
        |
        +--drasys.or.prob.DiscreteDistribution
              |
              +--drasys.or.prob.EmpiricalDistribution

public class EmpiricalDistribution

extends DiscreteDistribution

implements DiscreteDistributionI

An implementation of a discrete probability distribution where each probability is specified individually.

References:

The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed)
    Donald Ervin Knuth; Hardcover
Numerical Recipes in C : The Art of Scientific Computing
    William H. Press, et al / Hardcover / Published 1993
Probability and Statistics
    Morris H. Degroot / Hardcover / Published 1986
Mathematical Statistics With Applications
    Dennis D. Wackerly, et al / Hardcover / Published 1996

See Also:

Serialized Form

Constructor Summary

EmpiricalDistribution(int[] x, VectorI probability)

EmpiricalDistribution(int[] x, VectorI probability, long seed)

 

Method Summary
double	cdf(int x)           Returns the value of the cumulative distribution function at x;
boolean	equals(java.lang.Object o)
int	getRandomInteger()           Returns a random number from the discrete uniform distribution.
double	mean()           Returns the mean of the distribution.
double	pdf(int x)           Returns the value of the probability distribution function at x;
double	probability(int x1, int x2)           Returns the probability that x >= x1 and x <= x2.
void	setParameters(int[] x, VectorI probability)           Sets the distribution parameters.
double	std()           Returns the standard deviation of the distribution.
java.lang.String	toString()
double	variance()           Returns the variance of the distribution.

 

Methods inherited from class drasys.or.prob.DiscreteDistribution

cdf, getRandomArray, getRandomArray, getRandomScaler, pdf, probability, probability

 

Methods inherited from class drasys.or.prob.Distribution

getRandomMatrix, getRandomNumberGenerator, getRandomVector, setElements, setElements, setRandomNumberGenerator, setSeed

 

Methods inherited from class java.lang.Object

clone, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

 

Constructor Detail

EmpiricalDistribution

public EmpiricalDistribution(int[] x,
                             VectorI probability)

EmpiricalDistribution

public EmpiricalDistribution(int[] x,
                             VectorI probability,
                             long seed)

setParameters

public void setParameters(int[] x,
                          VectorI probability)

Sets the distribution parameters. The probabilities are scaled to sum to 1.0.

Throws:

InvalidArgumentError - if x.length != probability.size().

getRandomInteger

public int getRandomInteger()

Returns a random number from the discrete uniform distribution.

Specified by:

getRandomInteger in interface DiscreteDistributionI

mean

public double mean()

Returns the mean of the distribution.

variance

public double variance()

Returns the variance of the distribution.

std

public double std()

Returns the standard deviation of the distribution.

pdf

public double pdf(int x)

Returns the value of the probability distribution function at x;

Specified by:

pdf in interface DiscreteDistributionI

cdf

public double cdf(int x)

Returns the value of the cumulative distribution function at x;

Specified by:

cdf in interface DiscreteDistributionI

probability

public double probability(int x1,
                          int x2)

Returns the probability that x >= x1 and x <= x2.

Specified by:

probability in interface DiscreteDistributionI

Throws:

InvalidArgumentError - if x2 < x1.

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object