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

Interface DiscreteInverseCumulativeProbabilityFunction

public interface DiscreteInverseCumulativeProbabilityFunction

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

Since:

1.0

Method Summary

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

Method Detail

inverseCumulativeProbability

int inverseCumulativeProbability(double p)

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

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