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 Summary

Modifier and Type

Method

Description

double

cdf(double x)

Returns the distribution function F(x)

double

density(double x)

Returns f(x), the density evaluated at x

double

getCoefficientOfVariance()

double

getStandardDeviation()

double

getVariance()

double

getXinf()

Returns xb such that the probability density is 0 everywhere outside the interval [xa, xb],

double

getXsup()

Returns xa such that the probability density is 0 everywhere outside the interval [xa, xb]

double

inverseF(double u)

Computes and returns the inverse distribution function x = F^{-1}(u).

Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IProbabilityDensityFunction
add, div, drawSample, getCumulativeFunction, getFourierTransform, getInverseFourierTransform, getLowerDomainBorder, greaterThan, lessThan, mult, probabilisticEquals, scale, shiftDomain, stretchDomain, sub

Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IProbabilityFunction
checkConstrains, getArithmeticMeanValue, getMedian, getPercentile, getProbabilitySum, getUnit, hasOrderedDomain, isInFrequencyDomain, isInTimeDomain

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