umontreal.iro.lecuyer.probdist
Interface Distribution

All Known Implementing Classes:

BetaDist, BetaSymmetricalDist, CauchyDist, ChiDist, ChiSquareDist, ChiSquareDistQuick, ContinuousDistribution, ContinuousEmpiricalDist, DiscreteDistribution, EmpiricalDist, ErlangDist, ExponentialDist, ExtremeValueDist, GammaDist, JohnsonSBDist, JohnsonSUDist, LaplaceDist, LogisticDist, LognormalDist, NormalDist, NormalDistQuick, ParetoDist, PiecewiseLinearEmpiricalDist, StudentDist, TriangularDist, TruncatedDist, UniformDist, WeibullDist

public interface Distribution

This interface should be implemented by classes supporting discrete and continuous distributions over the real numbers. It specifies the signatures of methods that compute the distribution function F(x), the complementary distribution function bar(F)(x), and the inverse distribution function F^-1(u).

For distributions over integers, use the class DiscreteDistributionInt.

Method Summary

double	barF(double x) Returns bar(F)(x) = 1 - F(x).
double	cdf(double x) Computes and returns the distribution function F(x).
double	inverseF(double u) Computes and returns the inverse distribution function F-1(u), defined in.

Method Detail

cdf

double cdf(double x)

Computes and returns the distribution function F(x).

Parameters:

x - value at which the distribution function is evaluated

Returns:

distribution function evaluated at x

barF

double barF(double x)

Returns bar(F)(x) = 1 - F(x).

Parameters:

x - value at which the complementary distribution function is evaluated

Returns:

complementary distribution function evaluated at x

inverseF

double inverseF(double u)

Computes and returns the inverse distribution function F^-1(u), defined in.

Parameters:

u - value in the interval (0, 1) for which the inverse distribution function is evaluated

Returns:

the inverse distribution function evaluated at u