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

java.lang.Object
  net.sf.doodleproject.numerics4j.statistics.distribution.DiscreteDistribution

All Implemented Interfaces:

Distribution

Direct Known Subclasses:

BinomialDistribution, GeometricDistribution, HypergeometricDistribution, NegativeBinomialDistribution, PoissonDistribution

public abstract class DiscreteDistribution
extends java.lang.Object
implements Distribution

Base discrete distribution.

Since:

1.2

Version:

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

Constructor Summary

DiscreteDistribution()

Method Summary

abstract double	cumulativeProbability(int x) The CDF for this distribution.
protected int	findInverseCumulativeProbability(double p, int lower, int initial, int upper) Generic means to compute inverse cumulative probability values.
abstract int	inverseCumulativeProbability(double p) The inverse CDF for this distribution.
abstract double	probability(int x) The PMF for this distribution.
protected double	simpleCumulativeProbability(int x0, int x1) Generic means to compute cumulative probability values.

Methods inherited from class java.lang.Object

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

Constructor Detail

DiscreteDistribution

public DiscreteDistribution()

Method Detail

cumulativeProbability

public abstract double cumulativeProbability(int x)
                                      throws NumericException

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

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.

simpleCumulativeProbability

protected double simpleCumulativeProbability(int x0,
                                             int x1)
                                      throws NumericException

Generic means to compute cumulative probability values. This method uses simple summation of the probability values to find CDF values.

Parameters:

x0 - the lower bound of summation.

x1 - the upper bound of summation.

Returns:

P(x0 ≤ X ≤ x1)

Throws:

NumericException - if the cumulative probability can not be computed.

findInverseCumulativeProbability

protected int findInverseCumulativeProbability(double p,
                                               int lower,
                                               int initial,
                                               int upper)
                                        throws NumericException

Generic means to compute inverse cumulative probability values. This method uses the bisection method to find inverse CDF values.

Parameters:

p - the cumulative probability.

lower - the global lower bound of the inverse CDF value.

initial - an initial guess at the inverse CDF value.

upper - the global upper bound of the inverse CDF value.

Returns:

x such that P(X ≤ x) = p

Throws:

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

inverseCumulativeProbability

public abstract int inverseCumulativeProbability(double p)
                                          throws NumericException

The inverse CDF for this distribution. This method returns the largest x such that, P(X ≤ x) ≤ p.

Parameters:

p - the cumulative probability.

Returns:

x

Throws:

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

probability

public abstract double probability(int x)
                            throws NumericException

The PMF for this distribution. This method returns P(X = x).

Parameters:

x - the value at which the probability is evaluated.

Returns:

PMF for this distribution.

Throws:

NumericException - if the probability can not be computed.