drasys.or.prob
Class ExponentialDistribution

java.lang.Object
  |
  +--drasys.or.prob.Distribution
        |
        +--drasys.or.prob.ContinuousDistribution
              |
              +--drasys.or.prob.ExponentialDistribution

public class ExponentialDistribution

extends ContinuousDistribution

implements ContinuousDistributionI

An implementation of the Exponential probability distribution.

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

ExponentialDistribution()

ExponentialDistribution(double mean)

ExponentialDistribution(double mean, long seed)

 

Method Summary
double	cdf(double x)           Returns the value of the cumulative distribution function at x;
boolean	equals(java.lang.Object o)
double	getRandomScaler()           Returns a random number from the exponential distribution.
double	inverseCdf(double probability)           Returns the value of the inverse cumulative distribution function at 'probability';
double	mean()           Returns the mean of the distribution.
double	pdf(double x)           Returns the value of the probability distribution function x;
double	probability(double x1, double x2)           Returns the probability that x will be between x1 and x2.
void	setParameters(double mean)           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.ContinuousDistribution

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

ExponentialDistribution

public ExponentialDistribution()

ExponentialDistribution

public ExponentialDistribution(double mean)

ExponentialDistribution

public ExponentialDistribution(double mean,
                               long seed)

setParameters

public void setParameters(double mean)

Sets the distribution parameters.

Throws:

InvalidArgumentError - if max <= min.

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(double x)

Returns the value of the probability distribution function x;

cdf

public double cdf(double x)

Returns the value of the cumulative distribution function at x;

getRandomScaler

public double getRandomScaler()

Returns a random number from the exponential distribution.

Overrides:

getRandomScaler in class ContinuousDistribution

inverseCdf

public double inverseCdf(double probability)

Returns the value of the inverse cumulative distribution function at 'probability';

Specified by:

inverseCdf in interface ContinuousDistributionI

Overrides:

inverseCdf in class ContinuousDistribution

probability

public double probability(double x1,
                          double x2)

Returns the probability that x will be between x1 and x2.

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