JSci.maths.statistics

Class ExponentialDistribution

java.lang.Object

JSci.maths.statistics.ProbabilityDistribution

JSci.maths.statistics.ExponentialDistribution

public final class ExponentialDistribution
extends ProbabilityDistribution

The ExponentialDistribution class provides an object for encapsulating exponential distributions.

Version:

0.2

Author:

Mark Hale

Constructor Summary

Constructors

Constructor and Description
ExponentialDistribution() Constructs the standard exponential distribution.
ExponentialDistribution(double decay) Constructs an exponential distribution.
ExponentialDistribution(double[] array) Constructs an exponential distribution from a data set.

Method Summary

Methods

Modifier and Type	Method and Description
double	cumulative(double X) Cumulative exponential distribution function.
double	getMean() Returns the mean.
double	getScaleParameter() Returns the scale parameter.
double	getVariance() Returns the variance.
double	inverse(double probability) Inverse of the cumulative exponential distribution function.
double	probability(double X) Probability density function of an exponential distribution.

Methods inherited from class JSci.maths.statistics.ProbabilityDistribution

checkRange, checkRange, findRoot

Methods inherited from class java.lang.Object

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

Constructor Detail

ExponentialDistribution

public ExponentialDistribution()

Constructs the standard exponential distribution.

ExponentialDistribution

public ExponentialDistribution(double decay)

Constructs an exponential distribution.

Parameters:

decay - the scale parameter.

ExponentialDistribution

public ExponentialDistribution(double[] array)

Constructs an exponential distribution from a data set.

Parameters:

array - a sample.

Method Detail

getScaleParameter

public double getScaleParameter()

Returns the scale parameter.

getMean

public double getMean()

Returns the mean.

getVariance

public double getVariance()

Returns the variance.

probability

public double probability(double X)

Probability density function of an exponential distribution. P(X) = e^-X.

Specified by:

probability in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x has the value X, i.e. P(x=X).

cumulative

public double cumulative(double X)

Cumulative exponential distribution function.

Specified by:

cumulative in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x is less then X, i.e. P(x<X).

inverse

public double inverse(double probability)

Inverse of the cumulative exponential distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

the value X for which P(x<X).