Package org.apache.commons.math4.distribution

Class EnumeratedRealDistribution

java.lang.Object
org.apache.commons.math4.distribution.EnumeratedRealDistribution
All Implemented Interfaces:
java.io.Serializable, ContinuousDistribution
public class EnumeratedRealDistribution
extends java.lang.Object
implements ContinuousDistribution, java.io.Serializable

Implementation of a real-valued EnumeratedDistribution.

Values with zero-probability are allowed but they do not extend the support.
Duplicate values are allowed. Probabilities of duplicate values are combined when computing cumulative probabilities and statistics.

Since:
3.2
See Also:
Serialized Form

  • Field Details

  • Constructor Details

  • Method Details

    • probability

      public double probability​(double x)
      For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.
      Specified by:
      probability in interface ContinuousDistribution
      Parameters:
      x - Point at which the PMF is evaluated.
      Returns:
      the value of the probability mass function at point x.

    • density

      public double density​(double x)
      For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.
      Specified by:
      density in interface ContinuousDistribution
      Parameters:
      x - the point at which the PMF is evaluated
      Returns:
      the value of the probability mass function at point x

    • cumulativeProbability

      public double cumulativeProbability​(double x)
      For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.
      Specified by:
      cumulativeProbability in interface ContinuousDistribution
      Parameters:
      x - Point at which the CDF is evaluated.
      Returns:
      the probability that a random variable with this distribution takes a value less than or equal to x.

    • inverseCumulativeProbability

      public double inverseCumulativeProbability​(double p) throws OutOfRangeException
      Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is
      • inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
      • inf{x in R | P(X<=x) > 0} for p = 0.
      Specified by:
      inverseCumulativeProbability in interface ContinuousDistribution
      Parameters:
      p - Cumulative probability.
      Returns:
      the smallest p-quantile of this distribution (largest 0-quantile for p = 0).
      Throws:
      OutOfRangeException

    • getMean

      public double getMean()
      Gets the mean of this distribution.
      Specified by:
      getMean in interface ContinuousDistribution
      Returns:
      sum(singletons[i] * probabilities[i])

    • getVariance

      public double getVariance()
      Gets the variance of this distribution.
      Specified by:
      getVariance in interface ContinuousDistribution
      Returns:
      sum((singletons[i] - mean) ^ 2 * probabilities[i])

    • getSupportLowerBound

      public double getSupportLowerBound()
      Gets the lower bound of the support. It must return the same value as inverseCumulativeProbability(0), i.e. inf {x in R | P(X <= x) > 0}. Returns the lowest value with non-zero probability.
      Specified by:
      getSupportLowerBound in interface ContinuousDistribution
      Returns:
      the lowest value with non-zero probability.

    • getSupportUpperBound

      public double getSupportUpperBound()
      Gets the upper bound of the support. It must return the same value as inverseCumulativeProbability(1), i.e. inf {x in R | P(X <= x) = 1}. Returns the highest value with non-zero probability.
      Specified by:
      getSupportUpperBound in interface ContinuousDistribution
      Returns:
      the highest value with non-zero probability.

    • isSupportConnected

      public boolean isSupportConnected()
      Indicates whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support. The support of this distribution is connected.
      Specified by:
      isSupportConnected in interface ContinuousDistribution
      Returns:
      true

    • createSampler

      public ContinuousDistribution.Sampler createSampler​(UniformRandomProvider rng)
      Creates a sampler.
      Specified by:
      createSampler in interface ContinuousDistribution
      Parameters:
      rng - Generator of uniformly distributed numbers.
      Returns:
      a sampler that produces random numbers according this distribution.