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| <div class="subTitle">org.apache.commons.math3.distribution</div> |
| <h2 title="Interface RealDistribution" class="title">Interface RealDistribution</h2> |
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| <div class="description"> |
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| <dl> |
| <dt>All Known Implementing Classes:</dt> |
| <dd><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/BetaDistribution.html" title="class in org.apache.commons.math3.distribution">BetaDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/CauchyDistribution.html" title="class in org.apache.commons.math3.distribution">CauchyDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/ChiSquaredDistribution.html" title="class in org.apache.commons.math3.distribution">ChiSquaredDistribution</a>, <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html" title="class in org.apache.commons.math3.random">EmpiricalDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/EnumeratedRealDistribution.html" title="class in org.apache.commons.math3.distribution">EnumeratedRealDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/ExponentialDistribution.html" title="class in org.apache.commons.math3.distribution">ExponentialDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/FDistribution.html" title="class in org.apache.commons.math3.distribution">FDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html" title="class in org.apache.commons.math3.distribution">GammaDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/LevyDistribution.html" title="class in org.apache.commons.math3.distribution">LevyDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/LogNormalDistribution.html" title="class in org.apache.commons.math3.distribution">LogNormalDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/NormalDistribution.html" title="class in org.apache.commons.math3.distribution">NormalDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/ParetoDistribution.html" title="class in org.apache.commons.math3.distribution">ParetoDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/TDistribution.html" title="class in org.apache.commons.math3.distribution">TDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/TriangularDistribution.html" title="class in org.apache.commons.math3.distribution">TriangularDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/UniformRealDistribution.html" title="class in org.apache.commons.math3.distribution">UniformRealDistribution</a>, <a href="../../../../../org/apache/commons/math3/distribution/WeibullDistribution.html" title="class in org.apache.commons.math3.distribution">WeibullDistribution</a></dd> |
| </dl> |
| <hr> |
| <br> |
| <pre>public interface <span class="strong">RealDistribution</span></pre> |
| <div class="block">Base interface for distributions on the reals.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: RealDistribution.java 1499808 2013-07-04 17:00:42Z sebb $</dd></dl> |
| </li> |
| </ul> |
| </div> |
| <div class="summary"> |
| <ul class="blockList"> |
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| <!-- ========== METHOD SUMMARY =========== --> |
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| </a> |
| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#cumulativeProbability(double)">cumulativeProbability</a></strong>(double x)</code> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X <= x)</code>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#cumulativeProbability(double, double)">cumulativeProbability</a></strong>(double x0, |
| double x1)</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1. In 4.0, this method will be renamed |
| <code>probability(double x0, double x1)</code>.</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#density(double)">density</a></strong>(double x)</code> |
| <div class="block">Returns the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getNumericalMean()">getNumericalMean</a></strong>()</code> |
| <div class="block">Use this method to get the numerical value of the mean of this |
| distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getNumericalVariance()">getNumericalVariance</a></strong>()</code> |
| <div class="block">Use this method to get the numerical value of the variance of this |
| distribution.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getSupportLowerBound()">getSupportLowerBound</a></strong>()</code> |
| <div class="block">Access the lower bound of the support.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getSupportUpperBound()">getSupportUpperBound</a></strong>()</code> |
| <div class="block">Access the upper bound of the support.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#inverseCumulativeProbability(double)">inverseCumulativeProbability</a></strong>(double p)</code> |
| <div class="block">Computes the quantile function of this distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#isSupportConnected()">isSupportConnected</a></strong>()</code> |
| <div class="block">Use this method to get information about whether the support is connected, |
| i.e.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#isSupportLowerBoundInclusive()">isSupportLowerBoundInclusive</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>to be removed in 4.0</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#isSupportUpperBoundInclusive()">isSupportUpperBoundInclusive</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>to be removed in 4.0</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#probability(double)">probability</a></strong>(double x)</code> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X = x)</code>.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#reseedRandomGenerator(long)">reseedRandomGenerator</a></strong>(long seed)</code> |
| <div class="block">Reseed the random generator used to generate samples.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#sample()">sample</a></strong>()</code> |
| <div class="block">Generate a random value sampled from this distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#sample(int)">sample</a></strong>(int sampleSize)</code> |
| <div class="block">Generate a random sample from the distribution.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </div> |
| <div class="details"> |
| <ul class="blockList"> |
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| <!-- ============ METHOD DETAIL ========== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="method_detail"> |
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| </a> |
| <h3>Method Detail</h3> |
| <a name="probability(double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>probability</h4> |
| <pre>double probability(double x)</pre> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X = x)</code>. In other |
| words, this method represents the probability mass function (PMF) |
| for the distribution.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the PMF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the value of the probability mass function at point <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="density(double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>density</h4> |
| <pre>double density(double x)</pre> |
| <div class="block">Returns the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>. In general, the PDF is |
| the derivative of the <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#cumulativeProbability(double)"><code>CDF</code></a>. |
| If the derivative does not exist at <code>x</code>, then an appropriate |
| replacement should be returned, e.g. <code>Double.POSITIVE_INFINITY</code>, |
| <code>Double.NaN</code>, or the limit inferior or limit superior of the |
| difference quotient.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the PDF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the value of the probability density function at point <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="cumulativeProbability(double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>cumulativeProbability</h4> |
| <pre>double cumulativeProbability(double x)</pre> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X <= x)</code>. In other |
| words, this method represents the (cumulative) distribution function |
| (CDF) for this distribution.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the CDF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the probability that a random variable with this |
| distribution takes a value less than or equal to <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="cumulativeProbability(double, double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>cumulativeProbability</h4> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| double cumulativeProbability(double x0, |
| double x1) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NumberIsTooLargeException.html" title="class in org.apache.commons.math3.exception">NumberIsTooLargeException</a></pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>As of 3.1. In 4.0, this method will be renamed |
| <code>probability(double x0, double x1)</code>.</i></div> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(x0 < X <= x1)</code>.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x0</code> - the exclusive lower bound</dd><dd><code>x1</code> - the inclusive upper bound</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the probability that a random variable with this distribution |
| takes a value between <code>x0</code> and <code>x1</code>, |
| excluding the lower and including the upper endpoint</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NumberIsTooLargeException.html" title="class in org.apache.commons.math3.exception">NumberIsTooLargeException</a></code> - if <code>x0 > x1</code></dd></dl> |
| </li> |
| </ul> |
| <a name="inverseCumulativeProbability(double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>inverseCumulativeProbability</h4> |
| <pre>double inverseCumulativeProbability(double p) |
| throws <a href="../../../../../org/apache/commons/math3/exception/OutOfRangeException.html" title="class in org.apache.commons.math3.exception">OutOfRangeException</a></pre> |
| <div class="block">Computes the quantile function of this distribution. For a random |
| variable <code>X</code> distributed according to this distribution, the |
| returned value is |
| <ul> |
| <li><code>inf{x in R | P(X<=x) >= p}</code> for <code>0 < p <= 1</code>,</li> |
| <li><code>inf{x in R | P(X<=x) > 0}</code> for <code>p = 0</code>.</li> |
| </ul></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>p</code> - the cumulative probability</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the smallest <code>p</code>-quantile of this distribution |
| (largest 0-quantile for <code>p = 0</code>)</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/OutOfRangeException.html" title="class in org.apache.commons.math3.exception">OutOfRangeException</a></code> - if <code>p < 0</code> or <code>p > 1</code></dd></dl> |
| </li> |
| </ul> |
| <a name="getNumericalMean()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getNumericalMean</h4> |
| <pre>double getNumericalMean()</pre> |
| <div class="block">Use this method to get the numerical value of the mean of this |
| distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the mean or <code>Double.NaN</code> if it is not defined</dd></dl> |
| </li> |
| </ul> |
| <a name="getNumericalVariance()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getNumericalVariance</h4> |
| <pre>double getNumericalVariance()</pre> |
| <div class="block">Use this method to get the numerical value of the variance of this |
| distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the variance (possibly <code>Double.POSITIVE_INFINITY</code> as |
| for certain cases in <a href="../../../../../org/apache/commons/math3/distribution/TDistribution.html" title="class in org.apache.commons.math3.distribution"><code>TDistribution</code></a>) or <code>Double.NaN</code> if it |
| is not defined</dd></dl> |
| </li> |
| </ul> |
| <a name="getSupportLowerBound()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getSupportLowerBound</h4> |
| <pre>double getSupportLowerBound()</pre> |
| <div class="block">Access the lower bound of the support. This method must return the same |
| value as <code>inverseCumulativeProbability(0)</code>. In other words, this |
| method must return |
| <p><code>inf {x in R | P(X <= x) > 0}</code>.</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>lower bound of the support (might be |
| <code>Double.NEGATIVE_INFINITY</code>)</dd></dl> |
| </li> |
| </ul> |
| <a name="getSupportUpperBound()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getSupportUpperBound</h4> |
| <pre>double getSupportUpperBound()</pre> |
| <div class="block">Access the upper bound of the support. This method must return the same |
| value as <code>inverseCumulativeProbability(1)</code>. In other words, this |
| method must return |
| <p><code>inf {x in R | P(X <= x) = 1}</code>.</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>upper bound of the support (might be |
| <code>Double.POSITIVE_INFINITY</code>)</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportLowerBoundInclusive()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportLowerBoundInclusive</h4> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| boolean isSupportLowerBoundInclusive()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>to be removed in 4.0</i></div> |
| <div class="block">Whether or not the lower bound of support is in the domain of the density |
| function. Returns true iff <code>getSupporLowerBound()</code> is finite and |
| <code>density(getSupportLowerBound())</code> returns a non-NaN, non-infinite |
| value.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>true if the lower bound of support is finite and the density |
| function returns a non-NaN, non-infinite value there</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportUpperBoundInclusive()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportUpperBoundInclusive</h4> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| boolean isSupportUpperBoundInclusive()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>to be removed in 4.0</i></div> |
| <div class="block">Whether or not the upper bound of support is in the domain of the density |
| function. Returns true iff <code>getSupportUpperBound()</code> is finite and |
| <code>density(getSupportUpperBound())</code> returns a non-NaN, non-infinite |
| value.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>true if the upper bound of support is finite and the density |
| function returns a non-NaN, non-infinite value there</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportConnected()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportConnected</h4> |
| <pre>boolean isSupportConnected()</pre> |
| <div class="block">Use this method to get information about whether the support is connected, |
| i.e. whether all values between the lower and upper bound of the support |
| are included in the support.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>whether the support is connected or not</dd></dl> |
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| <pre>void reseedRandomGenerator(long seed)</pre> |
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| <pre>double sample()</pre> |
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| <pre>double[] sample(int sampleSize)</pre> |
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| <dt><span class="strong">Returns:</span></dt><dd>an array representing the random sample</dd> |
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| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>sampleSize</code> is not positive</dd></dl> |
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