org.apache.commons.math.distribution
Class ExponentialDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.ExponentialDistributionImpl
All Implemented Interfaces:
Serializable, ContinuousDistribution, Distribution, ExponentialDistribution, HasDensity<Double>

public class ExponentialDistributionImpl
extends AbstractContinuousDistribution
implements ExponentialDistribution, Serializable

The default implementation of ExponentialDistribution.

Version:
$Revision: 772119 $ $Date: 2009-05-06 05:43:28 -0400 (Wed, 06 May 2009) $
See Also:
Serialized Form

Constructor Summary
ExponentialDistributionImpl(double mean)
          Create a exponential distribution with the given mean.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
 double density(Double x)
          Return the probability density for a particular point.
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
 double getMean()
          Access the mean.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setMean(double mean)
          Modify the mean.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Constructor Detail

ExponentialDistributionImpl

public ExponentialDistributionImpl(double mean)
Create a exponential distribution with the given mean.

Parameters:
mean - mean of this distribution.
Method Detail

setMean

public void setMean(double mean)
Modify the mean.

Specified by:
setMean in interface ExponentialDistribution
Parameters:
mean - the new mean.
Throws:
IllegalArgumentException - if mean is not positive.

getMean

public double getMean()
Access the mean.

Specified by:
getMean in interface ExponentialDistribution
Returns:
the mean.

density

public double density(Double x)
Return the probability density for a particular point.

Specified by:
density in interface ExponentialDistribution
Specified by:
density in interface HasDensity<Double>
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException
For this distribution, X, this method returns P(X < x). The implementation of this method is based on:

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF for this distribution.
Throws:
MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.
IllegalArgumentException - if p < 0 or p > 1.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value


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