umontreal.iro.lecuyer.probdist
Class ExponentialDist

java.lang.Object
  umontreal.iro.lecuyer.probdist.ContinuousDistribution
      umontreal.iro.lecuyer.probdist.ExponentialDist

All Implemented Interfaces:

Distribution

public class ExponentialDist
extends ContinuousDistribution

Extends the class ContinuousDistribution for the exponential distribution with mean 1/λ where λ > 0. Its density is

f (x) = λe^-λx for x >= 0,

its distribution function is

F(x) = 1 - e^-λx, for x >= 0,

and its inverse distribution function is

F^-1(u) = - ln(1 - u)/λ, for 0 < u < 1.

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

decPrec

Constructor Summary

ExponentialDist()
Constructs an ExponentialDist object with parameter λ = 1.

ExponentialDist(double lambda)
Constructs an ExponentialDist object with parameter λ = lambda.

Method Summary

double	barF(double x) Returns bar(F)(x) = 1 - F(x).
static double	barF(double lambda, double x) Computes the complementary distribution function.
double	cdf(double x) Computes and returns the distribution function F(x).
static double	cdf(double lambda, double x) Computes the distribution function.
double	density(double x) Returns f (x), the density of X evaluated at x.
static double	density(double lambda, double x) Computes the density function.
double	getLambda() Returns the value of λ for this object.
double	inverseF(double u) Computes and returns the inverse distribution function F-1(u), defined in.
static double	inverseF(double lambda, double u) Computes the inverse distribution function.
void	setLambda(double lambda) Sets the value of λ for this object.

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

inverseBisection, inverseBrent

Methods inherited from class java.lang.Object

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

Constructor Detail

ExponentialDist

public ExponentialDist()

Constructs an ExponentialDist object with parameter λ = 1.

ExponentialDist

public ExponentialDist(double lambda)

Constructs an ExponentialDist object with parameter λ = lambda.

Method Detail

density

public double density(double x)

Description copied from class: ContinuousDistribution

Returns f (x), the density of X evaluated at x.

Specified by:

density in class ContinuousDistribution

Parameters:

x - value at which the density is evaluated

Returns:

density function evaluated at x

cdf

public double cdf(double x)

Description copied from interface: Distribution

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

public double barF(double x)

Description copied from interface: Distribution

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

Specified by:

barF in interface Distribution

Overrides:

barF in class ContinuousDistribution

Parameters:

x - value at which the complementary distribution function is evaluated

Returns:

complementary distribution function evaluated at x

inverseF

public double inverseF(double u)

Description copied from interface: Distribution

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

Specified by:

inverseF in interface Distribution

Overrides:

inverseF in class ContinuousDistribution

Parameters:

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

Returns:

the inverse distribution function evaluated at u

density

public static double density(double lambda,
                             double x)

Computes the density function.

cdf

public static double cdf(double lambda,
                         double x)

Computes the distribution function.

barF

public static double barF(double lambda,
                          double x)

Computes the complementary distribution function.

inverseF

public static double inverseF(double lambda,
                              double u)

Computes the inverse distribution function.

getLambda

public double getLambda()

Returns the value of λ for this object.

setLambda

public void setLambda(double lambda)

Sets the value of λ for this object.