1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.statistics.distribution;
18
19 import org.apache.commons.rng.UniformRandomProvider;
20
21 /**
22 * Implementation of the chi-squared distribution.
23 *
24 * <p>The probability density function of \( X \) is:
25 *
26 * <p>\[ f(x; k) = \frac{1}{2^{k/2} \Gamma(k/2)} x^{k/2 -1} e^{-x/2} \]
27 *
28 * <p>for \( k > 0 \) the degrees of freedom,
29 * \( \Gamma(k/2) \) is the gamma function, and
30 * \( x \in [0, \infty) \).
31 *
32 * @see <a href="https://en.wikipedia.org/wiki/Chi-squared_distribution">Chi-squared distribution (Wikipedia)</a>
33 * @see <a href="https://mathworld.wolfram.com/Chi-SquaredDistribution.html">Chi-squared distribution (MathWorld)</a>
34 */
35 public final class ChiSquaredDistribution extends AbstractContinuousDistribution {
36 /** Internal Gamma distribution. */
37 private final GammaDistribution gamma;
38
39 /**
40 * @param degreesOfFreedom Degrees of freedom.
41 */
42 private ChiSquaredDistribution(double degreesOfFreedom) {
43 gamma = GammaDistribution.of(degreesOfFreedom / 2, 2);
44 }
45
46 /**
47 * Creates a chi-squared distribution.
48 *
49 * @param degreesOfFreedom Degrees of freedom.
50 * @return the distribution
51 * @throws IllegalArgumentException if {@code degreesOfFreedom <= 0}.
52 */
53 public static ChiSquaredDistribution of(double degreesOfFreedom) {
54 return new ChiSquaredDistribution(degreesOfFreedom);
55 }
56
57 /**
58 * Gets the degrees of freedom parameter of this distribution.
59 *
60 * @return the degrees of freedom.
61 */
62 public double getDegreesOfFreedom() {
63 return gamma.getShape() * 2;
64 }
65
66 /** {@inheritDoc}
67 *
68 * <p>Returns the limit when {@code x = 0}:
69 * <ul>
70 * <li>{@code df < 2}: Infinity
71 * <li>{@code df == 2}: 1 / 2
72 * <li>{@code df > 2}: 0
73 * </ul>
74 */
75 @Override
76 public double density(double x) {
77 return gamma.density(x);
78 }
79
80 /** {@inheritDoc}
81 *
82 * <p>Returns the limit when {@code x = 0}:
83 * <ul>
84 * <li>{@code df < 2}: Infinity
85 * <li>{@code df == 2}: log(1 / 2)
86 * <li>{@code df > 2}: -Infinity
87 * </ul>
88 */
89 @Override
90 public double logDensity(double x) {
91 return gamma.logDensity(x);
92 }
93
94 /** {@inheritDoc} */
95 @Override
96 public double cumulativeProbability(double x) {
97 return gamma.cumulativeProbability(x);
98 }
99
100 /** {@inheritDoc} */
101 @Override
102 public double survivalProbability(double x) {
103 return gamma.survivalProbability(x);
104 }
105
106 /** {@inheritDoc} */
107 @Override
108 public double inverseCumulativeProbability(double p) {
109 return gamma.inverseCumulativeProbability(p);
110 }
111
112 /** {@inheritDoc} */
113 @Override
114 public double inverseSurvivalProbability(double p) {
115 return gamma.inverseSurvivalProbability(p);
116 }
117
118 /**
119 * {@inheritDoc}
120 *
121 * <p>For \( k \) degrees of freedom, the mean is \( k \).
122 */
123 @Override
124 public double getMean() {
125 return getDegreesOfFreedom();
126 }
127
128 /**
129 * {@inheritDoc}
130 *
131 * <p>For \( k \) degrees of freedom, the variance is \( 2k \).
132 */
133 @Override
134 public double getVariance() {
135 return 2 * getDegreesOfFreedom();
136 }
137
138 /**
139 * {@inheritDoc}
140 *
141 * <p>The lower bound of the support is always 0.
142 *
143 * @return 0.
144 */
145 @Override
146 public double getSupportLowerBound() {
147 return 0;
148 }
149
150 /**
151 * {@inheritDoc}
152 *
153 * <p>The upper bound of the support is always positive infinity.
154 *
155 * @return {@linkplain Double#POSITIVE_INFINITY positive infinity}.
156 */
157 @Override
158 public double getSupportUpperBound() {
159 return Double.POSITIVE_INFINITY;
160 }
161
162 /** {@inheritDoc} */
163 @Override
164 public ContinuousDistribution.Sampler createSampler(final UniformRandomProvider rng) {
165 return gamma.createSampler(rng);
166 }
167 }