Interface IContinousPDF

    • Method Detail

      • getVariance

        double getVariance()
      • getStandardDeviation

        double getStandardDeviation()
      • getCoefficientOfVariance

        double getCoefficientOfVariance()
      • cdf

        double cdf​(double x)
        Returns the distribution function F(x)
        Parameters:
        x -
        Returns:
        F(x)
      • density

        double density​(double x)
        Returns f(x), the density evaluated at x
        Parameters:
        x -
        Returns:
        f(x)
      • getXsup

        double getXsup()
        Returns xa such that the probability density is 0 everywhere outside the interval [xa, xb]
        Returns:
        upper limit of support
      • getXinf

        double getXinf()
        Returns xb such that the probability density is 0 everywhere outside the interval [xa, xb],
        Returns:
        lower limit of support
      • inverseF

        double inverseF​(double u)
        Computes and returns the inverse distribution function x = F^{-1}(u). This can be used to get the quantiles of the distribution. Pass 0.9 to get the x value of this function for which this.cdf(x) = 0.9 holds.
        Parameters:
        u - - value in the interval [0, 1] for which the inverse distribution function is evaluated
        Returns:
        the inverse distribution function evaluated at u