Class ProbabilityDistributions
- java.lang.Object
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- org.mariuszgromada.math.mxparser.mathcollection.ProbabilityDistributions
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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
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Field Summary
Fields Modifier and Type Field Description static RandomrandomGeneratorRandom number generator
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Constructor Summary
Constructors Constructor Description ProbabilityDistributions()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static doublecdfNormal(double x, double mean, double stddev)CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).static doublecdfUniformContinuous(double x, double a, double b)CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).static doublepdfNormal(double x, double mean, double stddev)PDF - Probability Distribution Function - Normal distribution N(mean, stddev).static doublepdfUniformContinuous(double x, double a, double b)PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).static doubleqntNormal(double q, double mean, double stddev)QNT - Quantile Function - Normal distribution N(mean, stddev).static doubleqntUniformContinuous(double q, double a, double b)QNT - Quantile Function - Uniform Continuous distribution over interval [a, b).static doublerandomUniformContinuous()Random number from Uniform Continuous distribution over interval [0, 1).static intrndIndex(int n)Random index from 0 to n-1,static intrndIndex(int n, Random rnd)Random index from 0 to n-1,static intrndInteger()Random integer.static doublerndInteger(int a, int b)Random number from Uniform Discrete distribution.static doublerndInteger(int a, int b, Random rnd)Random number from Uniform Discrete distribution.static intrndInteger(Random rnd)Random integer.static doublerndNormal(double mean, double stddev)Random number from normal distribution N(mean, stddev).static doublerndNormal(double mean, double stddev, Random rnd)Random number from normal distribution N(mean, stddev).static doublerndUniformContinuous(double a, double b)Random number from dUniform Continuous distribution over interval [a, b).static doublerndUniformContinuous(double a, double b, Random rnd)Random number from Uniform Continuous distribution over interval [a, b).static doublerndUniformContinuous(Random rnd)Random number from Uniform Continuous distribution over interval [0, 1).
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Field Detail
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randomGenerator
public static Random randomGenerator
Random number generator
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Method Detail
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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.
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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.
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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.
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randomUniformContinuous
public static final double randomUniformContinuous()
Random number from Uniform Continuous distribution over interval [0, 1).- Returns:
- Random number.
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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.
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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.
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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.
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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.
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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.
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rndInteger
public static final int rndInteger(Random rnd)
Random integer.- Parameters:
rnd- Random number generator.- Returns:
- Returns random number.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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