org.mariuszgromada.math.mxparser.mathcollection

Class ProbabilityDistributions

java.lang.Object

org.mariuszgromada.math.mxparser.mathcollection.ProbabilityDistributions

public final class ProbabilityDistributions
extends Object

ProbabilityDistributions - random number generators, PDF - Probability Distribution Functions, CDF - Cumulative Distribution Functions, QNT - Quantile Functions (Inverse Cumulative Distribution Functions).

Version:

4.3.0

Author:

Mariusz Gromada
mariuszgromada.org@gmail.com
MathSpace.pl
MathParser.org - mXparser project page
mXparser on GitHub
mXparser on SourceForge
mXparser on Bitbucket
mXparser on CodePlex
Janet Sudoku - project web page
Janet Sudoku on GitHub
Janet Sudoku on CodePlex
Janet Sudoku on SourceForge
Janet Sudoku on BitBucket
Scalar Free
Scalar Pro
ScalarMath.org

Field Summary

Fields

Modifier and Type	Field and Description
static Random	randomGenerator Random number generator

Constructor Summary

Constructors

Constructor and Description
ProbabilityDistributions()

Method Summary

Modifier and Type	Method and Description
static double	cdfNormal(double x, double mean, double stddev) CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).
static double	cdfUniformContinuous(double x, double a, double b) CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).
static double	pdfNormal(double x, double mean, double stddev) PDF - Probability Distribution Function - Normal distribution N(mean, stddev).
static double	pdfUniformContinuous(double x, double a, double b) PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).
static double	qntNormal(double q, double mean, double stddev) QNT - Quantile Function - Normal distribution N(mean, stddev).
static double	qntUniformContinuous(double q, double a, double b) QNT - Quantile Function - Uniform Continuous distribution over interval [a, b).
static double	randomUniformContinuous() Random number from Uniform Continuous distribution over interval [0, 1).
static int	rndIndex(int n) Random index from 0 to n-1,
static int	rndIndex(int n, Random rnd) Random index from 0 to n-1,
static int	rndInteger() Random integer.
static double	rndInteger(int a, int b) Random number from Uniform Discrete distribution.
static double	rndInteger(int a, int b, Random rnd) Random number from Uniform Discrete distribution.
static int	rndInteger(Random rnd) Random integer.
static double	rndNormal(double mean, double stddev) Random number from normal distribution N(mean, stddev).
static double	rndNormal(double mean, double stddev, Random rnd) Random number from normal distribution N(mean, stddev).
static double	rndUniformContinuous(double a, double b) Random number from dUniform Continuous distribution over interval [a, b).
static double	rndUniformContinuous(double a, double b, Random rnd) Random number from Uniform Continuous distribution over interval [a, b).
static double	rndUniformContinuous(Random rnd) Random number from Uniform Continuous distribution over interval [0, 1).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

randomGenerator

public static Random randomGenerator

Random number generator

Constructor Detail

ProbabilityDistributions

public ProbabilityDistributions()

Method Detail

rndUniformContinuous

public static final double rndUniformContinuous(double a,
                                                double b,
                                                Random rnd)

Random number from Uniform Continuous distribution over interval [a, b).

Parameters:

a - Interval limit - left / lower.

b - Interval limit - right / upper.

rnd - Random number generator.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

rndUniformContinuous

public static final double rndUniformContinuous(double a,
                                                double b)

Random number from dUniform Continuous distribution over interval [a, b).

Parameters:

a - Interval limit - left / lower.

b - Interval limit - right / upper.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

rndUniformContinuous

public static final double rndUniformContinuous(Random rnd)

Random number from Uniform Continuous distribution over interval [0, 1).

Parameters:

rnd - Random number generator.

Returns:

Random number.

randomUniformContinuous

public static final double randomUniformContinuous()

Random number from Uniform Continuous distribution over interval [0, 1).

Returns:

Random number.

pdfUniformContinuous

public static final double pdfUniformContinuous(double x,
                                                double a,
                                                double b)

PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).

Parameters:

x - Point to evaluate pdf function.

a - Interval limit - left / lower.

b - Interval limit - right / upper.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise function value.

cdfUniformContinuous

public static final double cdfUniformContinuous(double x,
                                                double a,
                                                double b)

CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).

Parameters:

x - Point to evaluate cdf function.

a - Interval limit - left / lower.

b - Interval limit - right / upper.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise function value.

qntUniformContinuous

public static final double qntUniformContinuous(double q,
                                                double a,
                                                double b)

QNT - Quantile Function - Uniform Continuous distribution over interval [a, b). (Inverse of Cumulative Distribution Function).

Parameters:

q - Quantile.

a - Interval limit - left / lower.

b - Interval limit - right / upper.

Returns:

Double.NaN if a or b is null, or b is lower than a or q is lower than 0 or q is greater than 1 - otherwise function value.

rndInteger

public static final double rndInteger(int a,
                                      int b,
                                      Random rnd)

Random number from Uniform Discrete distribution. over set interval (a, a+1, ..., b-1, b).

Parameters:

a - Interval limit - left / lower.

b - Interval limit - right / upper.

rnd - Random number generator.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

rndInteger

public static final double rndInteger(int a,
                                      int b)

Random number from Uniform Discrete distribution. over set interval (a, a+1, ..., b-1, b).

Parameters:

a - Interval limit - left / lower.

b - Interval limit - right / upper.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

rndInteger

public static final int rndInteger(Random rnd)

Random integer.

Parameters:

rnd - Random number generator.

Returns:

Returns random number.

rndIndex

public static final int rndIndex(int n,
                                 Random rnd)

Random index from 0 to n-1,

Parameters:

n - Bound.

rnd - Random number generator.

Returns:

if n < 0 returns -1, otherwise random index.

rndIndex

public static final int rndIndex(int n)

Random index from 0 to n-1,

Parameters:

n - Bound.

Returns:

if n < 0 returns -1, otherwise random index.

rndInteger

public static final int rndInteger()

Random integer.

Returns:

Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

rndNormal

public static final double rndNormal(double mean,
                                     double stddev,
                                     Random rnd)

Random number from normal distribution N(mean, stddev).

Parameters:

mean - Mean value.

stddev - Standard deviation.

rnd - Random number generator.

Returns:

Double.NaN if mean or stddev or rnd is null or stddev is lower than 0 - otherwise random number.

rndNormal

public static final double rndNormal(double mean,
                                     double stddev)

Random number from normal distribution N(mean, stddev).

Parameters:

mean - Mean value.

stddev - Standard deviation.

Returns:

Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise random number.

pdfNormal

public static final double pdfNormal(double x,
                                     double mean,
                                     double stddev)

PDF - Probability Distribution Function - Normal distribution N(mean, stddev).

Parameters:

x - Point to evaluate pdf function.

mean - Mean value.

stddev - Standard deviation.

Returns:

Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise function value.

cdfNormal

public static final double cdfNormal(double x,
                                     double mean,
                                     double stddev)

CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).

Parameters:

x - Point to evaluate pdf function.

mean - Mean value.

stddev - Standard deviation.

Returns:

Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise function value.

qntNormal

public static final double qntNormal(double q,
                                     double mean,
                                     double stddev)

QNT - Quantile Function - Normal distribution N(mean, stddev). (Inverse of Cumulative Distribution Function).

Parameters:

q - Quantile.

mean - Mean value.

stddev - Standard deviation.

Returns:

Double.NaN if mean or stddev is null or stddev is lower than 0 or q is lower than 0 or q is greater than 1 - otherwise function value.