org.apache.commons.math.distribution
Interface ContinuousDistribution

All Superinterfaces:

Distribution

All Known Subinterfaces:

BetaDistribution, CauchyDistribution, ChiSquaredDistribution, ExponentialDistribution, FDistribution, GammaDistribution, NormalDistribution, TDistribution, WeibullDistribution

All Known Implementing Classes:

AbstractContinuousDistribution, BetaDistributionImpl, CauchyDistributionImpl, ChiSquaredDistributionImpl, ExponentialDistributionImpl, FDistributionImpl, GammaDistributionImpl, NormalDistributionImpl, TDistributionImpl, WeibullDistributionImpl

public interface ContinuousDistribution
extends Distribution

Base interface for continuous distributions.

Version:

$Id: ContinuousDistribution.java 1178295 2011-10-03 04:36:27Z psteitz $

Method Summary

double	density(double x) Probability density for a particular point.
double	inverseCumulativeProbability(double p) For a distribution, X, compute x such that P(X < x) = p.
void	reseedRandomGenerator(long seed) Reseed the random generator used to generate samples.
double	sample() Generate a random value sampled from this distribution.
double[]	sample(int sampleSize) Generate a random sample from the distribution.

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability, cumulativeProbability, getNumericalMean, getNumericalVariance, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive

Method Detail

inverseCumulativeProbability

double inverseCumulativeProbability(double p)

For a distribution, X, compute x such that P(X < x) = p.

Parameters:

p - Cumulative probability.

Returns:

x such that P(X < x) = p.

density

double density(double x)

Probability density for a particular point.

Parameters:

x - Point at which the density should be computed.

Returns:

the pdf at point x.

reseedRandomGenerator

void reseedRandomGenerator(long seed)

Reseed the random generator used to generate samples.

Parameters:

seed - New seed.

Since:

3.0

sample

double sample()

Generate a random value sampled from this distribution.

Returns:

a random value.

Since:

3.0

sample

double[] sample(int sampleSize)

Generate a random sample from the distribution.

Parameters:

sampleSize - number of random values to generate.

Returns:

an array representing the random sample.

Throws:

NotStrictlyPositiveException - if sampleSize is not positive.

Since:

3.0