Interface IBoxedPDF

All Superinterfaces:
IProbabilityDensityFunction, IProbabilityFunction
All Known Implementing Classes:
BoxedPDFImpl

public interface IBoxedPDF extends IProbabilityDensityFunction
A BoxedPDF is an approximation of an actual probability density function. It seperates the function in a set of arbitrary, but non-overlapping intervals (boxes). For each such interval [a,b), the probability of a sample lying in that interval (F(b) - F(a)) is stored in a BoxedPDF.
A BoxedPDF consists of an ordered set of ContinuousSamples, which contains the x and y coordinates of the upper right corner of a box. The lower left corner is given by the x coordinate of its left neighbour and the y coordinate is set to zero. This allows us to easily construct a sequence of boxes. The lower left corner of the leftmost box is always (0,0).
  • Method Details

    • getSamples

      List<IContinuousSample> getSamples()
      Ordered list of ContinuousSamples, which define the sequence of boxes.
      Returns:
      ContinuousSamples approximating the probability density function.