Interface IContinousPDF

All Superinterfaces:
IProbabilityDensityFunction, IProbabilityFunction
All Known Subinterfaces:
IChiSquareDistribution, IExponentialDistribution, IGammaDistribution, ILognormalDistribution, INormalDistribution, IStudentTDistribution, IUniformDistribution
All Known Implementing Classes:
AbstractContinousPDF, ChiSquareDistribution, ExponentialDistribution, GammaDistribution, GammaDistributionFromMoments, LognormalDistribution, LognormalDistributionFromMoments, NormalDistribution, StudentTDistribution, UniformDistribution

public interface IContinousPDF extends IProbabilityDensityFunction
  • Method Details

    • 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