| java.lang.Object
 org.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.NormalDistributionImpl
| Constructor Summary | |
| public | NormalDistributionImpl(double mean, double sd)
Create a normal distribution using the given mean and standard deviation. | | public | NormalDistributionImpl()
Creates normal distribution with the mean equal to zero and standard
deviation equal to one. |
| Method Summary | |
| public double | cumulativeProbability(double x)
For this disbution, X, this method returns P(X < x).
Parameters:
x - the value at which the CDF is evaluated. | | 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. | | public double | getMean()
Access the mean. | | public double | getStandardDeviation()
Access the standard deviation. | | public double | inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such
that P(X < x) = p. | | public void | setMean(double mean)
Modify the mean. | | public void | setStandardDeviation(double sd)
Modify the standard deviation. |
| NormalDistributionImpl | | public NormalDistributionImpl(double mean, double sd)(Code) | | Create a normal distribution using the given mean and standard deviation.
Parameters:
mean - mean for this distribution
Parameters:
sd - standard deviation for this distribution |
| NormalDistributionImpl | | public NormalDistributionImpl()(Code) | | Creates normal distribution with the mean equal to zero and standard
deviation equal to one.
|
| cumulativeProbability | | public double cumulativeProbability(double x) throws MathException(Code) | | For this disbution, X, this method returns P(X < x).
Parameters:
x - the value at which the CDF is evaluated. CDF evaluted at x.
throws:
MathException - if the algorithm fails to converge. |
| getDomainLowerBound | | protected double getDomainLowerBound(double p)(Code) | | Access the domain value lower bound, based on p, used to
bracket a CDF root. This method is used by
NormalDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value domain value lower bound, i.e.P(X < lower bound) < p |
| getDomainUpperBound | | protected double getDomainUpperBound(double p)(Code) | | Access the domain value upper bound, based on p, used to
bracket a CDF root. This method is used by
NormalDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value domain value upper bound, i.e.P(X < upper bound) > p |
| getInitialDomain | | protected double getInitialDomain(double p)(Code) | | Access the initial domain value, based on p, used to
bracket a CDF root. This method is used by
NormalDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value initial domain value |
| getMean | | public double getMean()(Code) | | Access the mean.
mean for this distribution |
| getStandardDeviation | | public double getStandardDeviation()(Code) | | Access the standard deviation.
standard deviation for this distribution |
| inverseCumulativeProbability | | public double inverseCumulativeProbability(double p) throws MathException(Code) | | For this distribution, X, this method returns the critical point x, such
that P(X < x) = p.
Returns Double.NEGATIVE_INFINITY for p=0 and
Double.POSITIVE_INFINITY for p=1.
Parameters:
p - the desired probability x, such that P(X < x) = p
throws:
MathException - if the inverse cumulative probability can not becomputed due to convergence or other numerical errors.
throws:
IllegalArgumentException - if p is not a validprobability. |
| setMean | | public void setMean(double mean)(Code) | | Modify the mean.
Parameters:
mean - for this distribution |
| setStandardDeviation | | public void setStandardDeviation(double sd)(Code) | | Modify the standard deviation.
Parameters:
sd - standard deviation for this distribution
throws:
IllegalArgumentException - if sd is not positive. |
| Methods inherited from org.apache.commons.math.distribution.AbstractContinuousDistribution | abstract protected double getDomainLowerBound(double p)(Code)(Java Doc)
abstract protected double getDomainUpperBound(double p)(Code)(Java Doc)
abstract protected double getInitialDomain(double p)(Code)(Java Doc)
public double inverseCumulativeProbability(double p) throws MathException(Code)(Java Doc)
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| Methods inherited from org.apache.commons.math.distribution.AbstractDistribution | public double cumulativeProbability(double x0, double x1) throws MathException(Code)(Java Doc)
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