org.apache.commons.math.distribution
Class NormalDistributionImpl

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.NormalDistributionImpl
All Implemented Interfaces:
Serializable, ContinuousDistribution, Distribution, HasDensity<Double>, NormalDistribution

public class NormalDistributionImpl
extends AbstractContinuousDistribution
implements NormalDistribution, Serializable

Default implementation of NormalDistribution.

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

Constructor Summary
NormalDistributionImpl()
          Creates normal distribution with the mean equal to zero and standard deviation equal to one.
NormalDistributionImpl(double mean, double sd)
          Create a normal distribution using the given mean and standard deviation.
 
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 getStandardDeviation()
          Access the standard deviation.
 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.
 void setStandardDeviation(double sd)
          Modify the standard deviation.
 
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

NormalDistributionImpl

public NormalDistributionImpl(double mean,
                              double sd)
Create a normal distribution using the given mean and standard deviation.

Parameters:
mean - mean for this distribution
sd - standard deviation for this distribution

NormalDistributionImpl

public NormalDistributionImpl()
Creates normal distribution with the mean equal to zero and standard deviation equal to one.

Method Detail

getMean

public double getMean()
Access the mean.

Specified by:
getMean in interface NormalDistribution
Returns:
mean for this distribution

setMean

public void setMean(double mean)
Modify the mean.

Specified by:
setMean in interface NormalDistribution
Parameters:
mean - for this distribution

getStandardDeviation

public double getStandardDeviation()
Access the standard deviation.

Specified by:
getStandardDeviation in interface NormalDistribution
Returns:
standard deviation for this distribution

setStandardDeviation

public void setStandardDeviation(double sd)
Modify the standard deviation.

Specified by:
setStandardDeviation in interface NormalDistribution
Parameters:
sd - standard deviation for this distribution
Throws:
IllegalArgumentException - if sd is not positive.

density

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

Specified by:
density in interface HasDensity<Double>
Specified by:
density in interface NormalDistribution
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).

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF evaluted at x.
Throws:
MathException - if the algorithm fails to converge; unless x is more than 20 standard deviations from the mean, in which case the convergence exception is caught and 0 or 1 is returned.

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 Double.NEGATIVE_INFINITY 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 is not a valid probability.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

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. This method is used by inverseCumulativeProbability(double) to find critical values.

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. This method is used by inverseCumulativeProbability(double) to find critical values.

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


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