001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.rng.sampling.distribution; 018 019/** 020 * Interface for a continuous distribution that can be sampled using 021 * the <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling"> 022 * inversion method</a>. 023 * 024 * @since 1.0 025 */ 026public interface ContinuousInverseCumulativeProbabilityFunction { 027 /** 028 * Computes the quantile function of the distribution. 029 * For a random variable {@code X} distributed according to this distribution, 030 * the returned value is 031 * <ul> 032 * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)</li> 033 * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) \gt 0 \) for \( p = 0 \)</li> 034 * </ul> 035 * 036 * @param p Cumulative probability. 037 * @return the smallest {@code p}-quantile of the distribution 038 * (largest 0-quantile for {@code p = 0}). 039 * @throws IllegalArgumentException if {@code p < 0} or {@code p > 1}. 040 */ 041 double inverseCumulativeProbability(double p); 042}