Class ProbabilityDistributions
- java.lang.Object
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- org.mariuszgromada.math.mxparser.mathcollection.ProbabilityDistributions
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public final class ProbabilityDistributions extends Object
ProbabilityDistributions - random number generators, PDF - Probability Distribution Functions, CDF - Cumulative Distribution Functions, QNT - Quantile Functions (Inverse Cumulative Distribution Functions).- Version:
- 5.2.0
- Author:
- Mariusz Gromada
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Field Summary
Fields Modifier and Type Field Description static Random
randomGenerator
Random number generator
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Constructor Summary
Constructors Constructor Description ProbabilityDistributions()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static double
cdfChiSquared(double x, double k)
Cumulative distribution function - Chi-Squared distributionstatic double
cdfNormal(double x, double mean, double stddev)
CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).static double
cdfSnedecordF(double x, double d1, double d2)
Cumulative distribution function - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)static double
cdfStudentT(double x, double v)
Cumulative distribution function - Student's t-distributionstatic double
cdfUniformContinuous(double x, double a, double b)
CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).static double
getRandomVariableValue(int randomVariableId)
Returns random variable value, where random variable is represented by the token id in the RandomVariable classstatic double
pdfChiSquared(double x, double k)
Probability distribution function - Chi-Squared distributionstatic double
pdfNormal(double x, double mean, double stddev)
PDF - Probability Distribution Function - Normal distribution N(mean, stddev).static double
pdfSnedecordF(double x, double d1, double d2)
Probability distribution function - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)static double
pdfStudentT(double x, double v)
Probability distribution function - Student's t-distributionstatic double
pdfUniformContinuous(double x, double a, double b)
PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).static double
qntChiSquared(double p, double k)
Quantile function (Inverse cumulative distribution function) - Chi-Squared distributionstatic double
qntNormal(double q, double mean, double stddev)
QNT - Quantile Function - Normal distribution N(mean, stddev).static double
qntSnedecordF(double p, double d1, double d2)
Quantile function (Inverse cumulative distribution function) - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)static double
qntStudentT(double p, double v)
Quantile function (Inverse cumulative distribution function) - Student's t-distributionstatic double
qntUniformContinuous(double q, double a, double b)
QNT - Quantile Function - Uniform Continuous distribution over interval [a, b).static double
randomUniformContinuous()
Random number from Uniform Continuous distribution over interval [0, 1).static double
rndChiSquared(double k)
Pseudo-random number from Chi-Squared distributionstatic int
rndIndex(int n)
Random index from 0 to n-1,static int
rndIndex(int n, Random rnd)
Random index from 0 to n-1,static int
rndInteger()
Random integer.static double
rndInteger(double a, double b, Random rnd)
Random number from Uniform Discrete distribution.static double
rndInteger(int a, int b)
Random number from Uniform Discrete distribution.static double
rndInteger(int a, int b, Random rnd)
Random number from Uniform Discrete distribution.static int
rndInteger(Random rnd)
Random integer.static double
rndNormal(double mean, double stddev)
Random number from normal distribution N(mean, stddev).static double
rndNormal(double mean, double stddev, Random rnd)
Random number from normal distribution N(mean, stddev).static double
rndSnedecordF(double d1, double d2)
Pseudo-random number from Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)static double
rndStudentT(double v)
Pseudo-random number from Student's t-distributionstatic double
rndUniformContinuous(double a, double b)
Random number from dUniform Continuous distribution over interval [a, b).static double
rndUniformContinuous(double a, double b, Random rnd)
Random number from Uniform Continuous distribution over interval [a, b).static double
rndUniformContinuous(Random rnd)
Random number from Uniform Continuous distribution over interval [0, 1).
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Field Detail
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randomGenerator
public static Random randomGenerator
Random number generator
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Method Detail
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rndUniformContinuous
public static double rndUniformContinuous(double a, double b, Random rnd)
Random number from Uniform Continuous distribution over interval [a, b).- Parameters:
a
- Interval limit - left / lower.b
- Interval limit - right / upper.rnd
- Random number generator.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndUniformContinuous
public static double rndUniformContinuous(double a, double b)
Random number from dUniform Continuous distribution over interval [a, b).- Parameters:
a
- Interval limit - left / lower.b
- Interval limit - right / upper.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndUniformContinuous
public static double rndUniformContinuous(Random rnd)
Random number from Uniform Continuous distribution over interval [0, 1).- Parameters:
rnd
- Random number generator.- Returns:
- Random number.
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randomUniformContinuous
public static double randomUniformContinuous()
Random number from Uniform Continuous distribution over interval [0, 1).- Returns:
- Random number.
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pdfUniformContinuous
public static double pdfUniformContinuous(double x, double a, double b)
PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).- Parameters:
x
- Point to evaluate pdf function.a
- Interval limit - left / lower.b
- Interval limit - right / upper.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise function value.
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cdfUniformContinuous
public static double cdfUniformContinuous(double x, double a, double b)
CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).- Parameters:
x
- Point to evaluate cdf function.a
- Interval limit - left / lower.b
- Interval limit - right / upper.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise function value.
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qntUniformContinuous
public static double qntUniformContinuous(double q, double a, double b)
QNT - Quantile Function - Uniform Continuous distribution over interval [a, b). (Inverse of Cumulative Distribution Function).- Parameters:
q
- Quantile.a
- Interval limit - left / lower.b
- Interval limit - right / upper.- Returns:
- Double.NaN if a or b is null, or b is lower than a or q is lower than 0 or q is greater than 1 - otherwise function value.
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rndInteger
public static double rndInteger(int a, int b, Random rnd)
Random number from Uniform Discrete distribution. over set interval (a, a+1, ..., b-1, b).- Parameters:
a
- Interval limit - left / lower.b
- Interval limit - right / upper.rnd
- Random number generator.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndInteger
public static double rndInteger(double a, double b, Random rnd)
Random number from Uniform Discrete distribution. over set interval (a, a+1, ..., b-1, b).- Parameters:
a
- Interval limit - left / lower.b
- Interval limit - right / upper.rnd
- Random number generator.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndInteger
public static double rndInteger(int a, int b)
Random number from Uniform Discrete distribution. over set interval (a, a+1, ..., b-1, b).- Parameters:
a
- Interval limit - left / lower.b
- Interval limit - right / upper.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndInteger
public static int rndInteger(Random rnd)
Random integer.- Parameters:
rnd
- Random number generator.- Returns:
- Returns random number.
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rndIndex
public static int rndIndex(int n, Random rnd)
Random index from 0 to n-1,- Parameters:
n
- Bound.rnd
- Random number generator.- Returns:
- if n < 0 returns -1, otherwise random index.
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rndIndex
public static int rndIndex(int n)
Random index from 0 to n-1,- Parameters:
n
- Bound.- Returns:
- if n < 0 returns -1, otherwise random index.
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rndInteger
public static int rndInteger()
Random integer.- Returns:
- Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.
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rndNormal
public static double rndNormal(double mean, double stddev, Random rnd)
Random number from normal distribution N(mean, stddev).- Parameters:
mean
- Mean value.stddev
- Standard deviation.rnd
- Random number generator.- Returns:
- Double.NaN if mean or stddev or rnd is null or stddev is lower than 0 - otherwise random number.
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rndNormal
public static double rndNormal(double mean, double stddev)
Random number from normal distribution N(mean, stddev).- Parameters:
mean
- Mean value.stddev
- Standard deviation.- Returns:
- Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise random number.
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pdfNormal
public static double pdfNormal(double x, double mean, double stddev)
PDF - Probability Distribution Function - Normal distribution N(mean, stddev).- Parameters:
x
- Point to evaluate pdf function.mean
- Mean value.stddev
- Standard deviation.- Returns:
- Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise function value.
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cdfNormal
public static double cdfNormal(double x, double mean, double stddev)
CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).- Parameters:
x
- Point to evaluate pdf function.mean
- Mean value.stddev
- Standard deviation.- Returns:
- Double.NaN if mean or stddev is null or stddev is lower than 0 - otherwise function value.
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qntNormal
public static double qntNormal(double q, double mean, double stddev)
QNT - Quantile Function - Normal distribution N(mean, stddev). (Inverse of Cumulative Distribution Function).- Parameters:
q
- Quantile.mean
- Mean value.stddev
- Standard deviation.- Returns:
- Double.NaN if mean or stddev is null or stddev is lower than 0 or q is lower than 0 or q is greater than 1 - otherwise function value.
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pdfStudentT
public static double pdfStudentT(double x, double v)
Probability distribution function - Student's t-distribution- Parameters:
x
- Given point.v
- Number of degrees of freedom.- Returns:
- Returns the PDF of Student's t-distribution.
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cdfStudentT
public static double cdfStudentT(double x, double v)
Cumulative distribution function - Student's t-distribution- Parameters:
x
- Given point.v
- Number of degrees of freedom.- Returns:
- Returns the CDF of Student's t-distribution.
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qntStudentT
public static double qntStudentT(double p, double v)
Quantile function (Inverse cumulative distribution function) - Student's t-distribution- Parameters:
p
- Probabilityv
- Number of degrees of freedom.- Returns:
- Returns the quantile of Student's t-distribution
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rndStudentT
public static double rndStudentT(double v)
Pseudo-random number from Student's t-distribution- Parameters:
v
- Number of degrees of freedom.- Returns:
- returns Pseudo-random number from Student's t-distribution
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pdfChiSquared
public static double pdfChiSquared(double x, double k)
Probability distribution function - Chi-Squared distribution- Parameters:
x
- Given point.k
- Number of degrees of freedom.- Returns:
- Returns the PDF of Chi-Squared t-distribution.
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cdfChiSquared
public static double cdfChiSquared(double x, double k)
Cumulative distribution function - Chi-Squared distribution- Parameters:
x
- Given point.k
- Number of degrees of freedom.- Returns:
- Returns the CDF of Chi-Squared distribution.
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qntChiSquared
public static double qntChiSquared(double p, double k)
Quantile function (Inverse cumulative distribution function) - Chi-Squared distribution- Parameters:
p
- Probabilityk
- Number of degrees of freedom.- Returns:
- Returns the quantile of Chi-Squared distribution
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rndChiSquared
public static double rndChiSquared(double k)
Pseudo-random number from Chi-Squared distribution- Parameters:
k
- Number of degrees of freedom.- Returns:
- returns Pseudo-random number from Chi-Squared distribution
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pdfSnedecordF
public static double pdfSnedecordF(double x, double d1, double d2)
Probability distribution function - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)- Parameters:
x
- Real valued1
- Number of degrees of freedom - 1d2
- Number of degrees of freedom - 2- Returns:
- Returns the PDF of Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)
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cdfSnedecordF
public static double cdfSnedecordF(double x, double d1, double d2)
Cumulative distribution function - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)- Parameters:
x
- Real valued1
- Number of degrees of freedom - 1d2
- Number of degrees of freedom - 2- Returns:
- Returns the CDF of Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)
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qntSnedecordF
public static double qntSnedecordF(double p, double d1, double d2)
Quantile function (Inverse cumulative distribution function) - Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)- Parameters:
p
- Probabilityd1
- Number of degrees of freedom - 1d2
- Number of degrees of freedom - 2- Returns:
- Returns the quantile of Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)
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rndSnedecordF
public static double rndSnedecordF(double d1, double d2)
Pseudo-random number from Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)- Parameters:
d1
- Number of degrees of freedom - 1d2
- Number of degrees of freedom - 2- Returns:
- Returns Pseudo-random number from Snedecor's F distribution (F-distribution or F-ratio, also known as Fisher–Snedecor distribution)
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getRandomVariableValue
public static double getRandomVariableValue(int randomVariableId)
Returns random variable value, where random variable is represented by the token id in the RandomVariable class- Parameters:
randomVariableId
- Please refer to RandomVariable class.- Returns:
- Returns random variable value if id is known, otherwise Double.NaN is returned.
- See Also:
RandomVariable
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