umontreal.iro.lecuyer.probdist
Class UniformDist

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

All Implemented Interfaces:

Distribution

public class UniformDist
extends ContinuousDistribution

Extends the class ContinuousDistribution for the uniform distribution over the interval [a, b]. Its density is

f (x) = 1/(b - a) for a <= x <= b

and 0 elsewhere. The distribution function is

F(x) = (x - a)/(b - a) for a <= x <= b

and its inverse is

F^-1(u) = a + (b - a)u for 0 <= u <= 1.

Field Summary

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

decPrec

Constructor Summary

UniformDist()
Constructs a uniform distribution over the interval (a, b) = (0, 1).

UniformDist(double a, double b)
Constructs a uniform distribution over the interval (a, b).

Method Summary

double	barF(double x) Returns bar(F)(x) = 1 - F(x).
static double	barF(double a, double b, double x) Computes the uniform complementary distribution function bar(F)(x).
double	cdf(double x) Computes and returns the distribution function F(x).
static double	cdf(double a, double b, double x) Computes the uniform distribution function as in.
double	density(double x) Returns f (x), the density of X evaluated at x.
static double	density(double a, double b, double x) Computes the uniform density function f (x).
double	getA() Returns the parameter a.
double	getB() Returns the parameter b.
double	inverseF(double u) Computes and returns the inverse distribution function F-1(u), defined in.
static double	inverseF(double a, double b, double u) Computes the inverse of the uniform distribution function.
void	setParams(double a, double b) Sets the parameters a and b 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

UniformDist

public UniformDist()

Constructs a uniform distribution over the interval (a, b) = (0, 1).

UniformDist

public UniformDist(double a,
                   double b)

Constructs a uniform distribution over the interval (a, b).

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 a,
                             double b,
                             double x)

Computes the uniform density function f (x).

cdf

public static double cdf(double a,
                         double b,
                         double x)

Computes the uniform distribution function as in.

barF

public static double barF(double a,
                          double b,
                          double x)

Computes the uniform complementary distribution function bar(F)(x).

inverseF

public static double inverseF(double a,
                              double b,
                              double u)

Computes the inverse of the uniform distribution function.

getA

public double getA()

Returns the parameter a.

getB

public double getB()

Returns the parameter b.

setParams

public void setParams(double a,
                      double b)

Sets the parameters a and b for this object.