net.maizegenetics.stats.statistics

Class ParetoDistribution

net.maizegenetics.stats.statistics.ParetoDistribution

public class ParetoDistribution

Pareto distribution (scale-free distribution without characteristic length scale). Parameters: shape parameter k>0, scale parameter m>0 ("minimum income")

Method Detail

pdf

public static double pdf(double x,
                         double k,
                         double m)

probability density function of the Pareto distribution

Parameters:

x - argument (>=m)

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@1a4b6b17: pdf value

cdf

public static double cdf(double x,
                         double k,
                         double m)

cumulative density function of the Pareto distribution

Parameters:

x - argument (>=m)

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@49f7794b: cdf value

quantile

public static double quantile(double p,
                              double k,
                              double m)

quantile (inverse cumulative density function) of the Pareto distribution

Parameters:

p - argument (0 < p < 1)

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@51c36424: icdf value

mean

public static double mean(double k,
                          double m)

mean of the Pareto distribution

Parameters:

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@2de63234: mean

variance

public static double variance(double k,
                              double m)

variance of the Pareto distribution

Parameters:

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@6c34e74c: variance

moment

public static double moment(int n,
                            double k,
                            double m)

moments E(X^n) of the Pareto distribution

Parameters:

n - moment

k - shape parameter (>0)

m - scale parameter (>0, "minimum income")

Returns:

org.jetbrains.dokka.NodeRenderContent@1efbf6a0: variance