net.sf.doodleproject.numerics4j.statistics.distribution
Class GammaDistribution

java.lang.Object
  net.sf.doodleproject.numerics4j.statistics.distribution.ContinuousDistribution
      net.sf.doodleproject.numerics4j.statistics.distribution.GammaDistribution

All Implemented Interfaces:

Distribution

public class GammaDistribution
extends ContinuousDistribution

The Gamma distribution (1).

References:

1. Eric W. Weisstein. "Gamma Distribution." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/GammaDistribution.html

Version:

$Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $

Constructor Summary

GammaDistribution()
Default constructor.

GammaDistribution(double a, double b)
Create a distribution with the given alpha and beta values.

Method Summary

double	cumulativeProbability(double x) The CDF for this distribution.
double	getAlpha() Access the alpha parameter.
double	getBeta() Access the beta parameter.
double	inverseCumulativeProbability(double p) The inverse CDF for this distribution.
void	setAlpha(double a) Modify the alpha parameter.
void	setBeta(double b) Modify the beta parameter.

Methods inherited from class net.sf.doodleproject.numerics4j.statistics.distribution.ContinuousDistribution

findInverseCumulativeProbability

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GammaDistribution

public GammaDistribution()

Default constructor. Alpha and beta are both set to 1.

GammaDistribution

public GammaDistribution(double a,
                         double b)

Create a distribution with the given alpha and beta values.

Parameters:

a - the alpha parameter.

b - the beta parameter.

Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
                             throws NumericException

The CDF for this distribution. This method returns P(X < x).

Specified by:

cumulativeProbability in class ContinuousDistribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF for this distribution.

Throws:

NumericException - if the cumulative probability can not be computed.

getAlpha

public double getAlpha()

Access the alpha parameter.

Returns:

the alpha parameter.

getBeta

public double getBeta()

Access the beta parameter.

Returns:

the beta parameter.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws NumericException

The inverse CDF for this distribution. This method returns x such that, P(X < x) = p.

Specified by:

inverseCumulativeProbability in class ContinuousDistribution

Parameters:

p - the cumulative probability.

Returns:

x

Throws:

NumericException - if the inverse cumulative probability can not be computed.

setAlpha

public void setAlpha(double a)

Modify the alpha parameter.

Parameters:

a - the new alpha value.

setBeta

public void setBeta(double b)

Modify the beta parameter.

Parameters:

b - the new beta value.