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

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

All Implemented Interfaces:

Distribution

public class TDistribution
extends ContinuousDistribution

Student's t distribution (1).

References:

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

Version:

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

Constructor Summary

TDistribution()
Default constructor.

TDistribution(double df)
Create a distribution with the given degrees of freedom.

Method Summary

double	cumulativeProbability(double x) The CDF for this distribution.
double	getDegreesOfFreedom() Access the degrees of freedom.
double	inverseCumulativeProbability(double p) The inverse CDF for this distribution.
void	setDegreesOfFreedom(double df) Modify the degrees of freedom.

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

TDistribution

public TDistribution()

Default constructor. Degrees of freedom is set to 1.

TDistribution

public TDistribution(double df)

Create a distribution with the given degrees of freedom.

Parameters:

df - the degrees of freedom.

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.

getDegreesOfFreedom

public double getDegreesOfFreedom()

Access the degrees of freedom.

Returns:

the degrees of freedom.

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.

setDegreesOfFreedom

public void setDegreesOfFreedom(double df)

Modify the degrees of freedom.

Parameters:

df - the new degrees of freedom value.