Package org.mariuszgromada.math.mxparser.mathcollection

Class ProbabilityDistributions

java.lang.Object
org.mariuszgromada.math.mxparser.mathcollection.ProbabilityDistributions
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:
4.3.0

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static Random
    randomGenerator
    Random number generator

  • Constructor Summary

    Constructors
    Constructor
    Description
    ProbabilityDistributions()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static final double
    cdfNormal(double x, double mean, double stddev)
    CDF - Cumulative Distribution Function - Normal distribution N(mean, stddev).
    static final double
    cdfUniformContinuous(double x, double a, double b)
    CDF - Cumulative Distribution Function - Uniform Continuous distribution over interval [a, b).
    static final double
    pdfNormal(double x, double mean, double stddev)
    PDF - Probability Distribution Function - Normal distribution N(mean, stddev).
    static final double
    pdfUniformContinuous(double x, double a, double b)
    PDF - Probability Distribution Function - Uniform Continuous distribution over interval [a, b).
    static final double
    qntNormal(double q, double mean, double stddev)
    QNT - Quantile Function - Normal distribution N(mean, stddev).
    static final double
    qntUniformContinuous(double q, double a, double b)
    QNT - Quantile Function - Uniform Continuous distribution over interval [a, b).
    static final double
    randomUniformContinuous()
    Random number from Uniform Continuous distribution over interval [0, 1).
    static final int
    rndIndex(int n)
    Random index from 0 to n-1,
    static final int
    rndIndex(int n, Random rnd)
    Random index from 0 to n-1,
    static final int
    rndInteger()
    Random integer.
    static final double
    rndInteger(int a, int b)
    Random number from Uniform Discrete distribution.
    static final double
    rndInteger(int a, int b, Random rnd)
    Random number from Uniform Discrete distribution.
    static final int
    rndInteger(Random rnd)
    Random integer.
    static final double
    rndNormal(double mean, double stddev)
    Random number from normal distribution N(mean, stddev).
    static final double
    rndNormal(double mean, double stddev, Random rnd)
    Random number from normal distribution N(mean, stddev).
    static final double
    rndUniformContinuous(double a, double b)
    Random number from dUniform Continuous distribution over interval [a, b).
    static final double
    rndUniformContinuous(double a, double b, Random rnd)
    Random number from Uniform Continuous distribution over interval [a, b).
    static final double
    rndUniformContinuous(Random rnd)
    Random number from Uniform Continuous distribution over interval [0, 1).

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • randomGenerator

      public static Random randomGenerator
      Random number generator

  • Constructor Details

    • ProbabilityDistributions

      public ProbabilityDistributions()

  • Method Details

    • rndUniformContinuous

      public static final 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.

    • rndUniformContinuous

      public static final 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.

    • rndUniformContinuous

      public static final double rndUniformContinuous(Random rnd)
      Random number from Uniform Continuous distribution over interval [0, 1).
      Parameters:
      rnd - Random number generator.
      Returns:
      Random number.

    • randomUniformContinuous

      public static final double randomUniformContinuous()
      Random number from Uniform Continuous distribution over interval [0, 1).
      Returns:
      Random number.

    • pdfUniformContinuous

      public static final 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.

    • cdfUniformContinuous

      public static final 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.

    • qntUniformContinuous

      public static final 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.

    • rndInteger

      public static final 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.

    • rndInteger

      public static final 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.

    • rndInteger

      public static final int rndInteger(Random rnd)
      Random integer.
      Parameters:
      rnd - Random number generator.
      Returns:
      Returns random number.

    • rndIndex

      public static final 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.

    • rndIndex

      public static final int rndIndex(int n)
      Random index from 0 to n-1,
      Parameters:
      n - Bound.
      Returns:
      if n < 0 returns -1, otherwise random index.

    • rndInteger

      public static final int rndInteger()
      Random integer.
      Returns:
      Double.NaN if a or b is null, or b is lower than a - otherwise returns random number.

    • rndNormal

      public static final 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.

    • rndNormal

      public static final 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.

    • pdfNormal

      public static final 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.

    • cdfNormal

      public static final 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.

    • qntNormal

      public static final 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.