Package org.apache.commons.rng.sampling.distribution

Interface ContinuousInverseCumulativeProbabilityFunction

public interface ContinuousInverseCumulativeProbabilityFunction

Interface for a continuous distribution that can be sampled using the inversion method.

Since:

1.0

Method Summary

Modifier and Type	Method	Description
double	inverseCumulativeProbability(double p)	Computes the quantile function of the distribution.

Method Detail

inverseCumulativeProbability

double inverseCumulativeProbability(double p)

Computes the quantile function of the distribution. For a random variable X distributed according to this distribution, the returned value is

• \( \inf_{x \in \mathcal{R}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)
• \( \inf_{x \in \mathcal{R}} P(X \le x) \gt 0 \) for \( p = 0 \)

Parameters:

p - Cumulative probability.

Returns:

the smallest p-quantile of the distribution (largest 0-quantile for p = 0).

Throws:

java.lang.IllegalArgumentException - if p < 0 or p > 1.