edu.uah.math.distributions

Class LocationScaleDistribution

java.lang.Object

edu.uah.math.distributions.Distribution

edu.uah.math.distributions.LocationScaleDistribution

All Implemented Interfaces:

java.io.Serializable

public class LocationScaleDistribution
extends Distribution
implements java.io.Serializable

This class applies a location-scale tranformation to a given distribution. In terms of the corresponding random variable X, the transformation is Y = a + bX.

Version:

August, 2003

Author:

Kyle Siegrist, Dawn Duehring

See Also:

Serialized Form

Field Summary

Fields inherited from class edu.uah.math.distributions.Distribution

CONTINUOUS, DISCRETE, MIXED

Constructor Summary

Constructors

Constructor and Description
LocationScaleDistribution() This default constructor creates a new location-scale distribution on the normal distribution with location parameter 0 and scale parameter 1.
LocationScaleDistribution(Distribution d, double a, double b) This general constructor creates a new location-scale transformation on a given distribuiton with given location and scale parameters.

Method Summary

Methods

Modifier and Type	Method and Description
double	getCDF(double x) This method returns the cumulative distribution function of the location- scale distribution in terms of the CDF of the given distribution and the location and scale parameters.
double	getDensity(double x) This method computes the probability density function of the location-scale distribution in terms of the location and scale parameters and the density function of the given distribution.
Distribution	getDistribution() This method gets the underlying distribution that is being moved and scaled.
double	getLocation() This method returns the location parameter.
double	getMaxDensity() This method returns the maximum value of the probability density function of the location-scale distribution, which is the same as the maximum value of the probability density function of the given distribution.
double	getMean() This mtehod computes the mean of the location-scale distribution in terms of the mean of the given distribution and the location and scale parameters.
double	getQuantile(double p) This method returns the quantile function of the location-scale distribution in terms of the quantile function of the given distribution and the location and scale parameters.
double	getScale() This method gets the scale parameter
double	getVariance() This method returns the variance of the location-scale distribution in terms of the given distribution and the location and scale parameters.
void	setDistribution(Distribution d) This method sets the distribution to be moved and scaled.
void	setLocation(double a) This method sets the location parameter.
void	setParameters(Distribution d, double a, double b) This method sets the parameters, the distribution and the location and scale parameters, and sets up the domain.
void	setScale(double b) This method sets the scale parameter.
double	simulate() This method returns a simulated value from the location-scale distribution in terms of the given distribution and the location and scale parameters.
java.lang.String	toString() This method returns a string that gives the name of the distribution and the values of the parameters.

Methods inherited from class edu.uah.math.distributions.Distribution

getDomain, getFailureRate, getMedian, getMGF, getMoment, getMoment, getPGF, getSD, getType, setDomain, setDomain

Methods inherited from class java.lang.Object

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

Constructor Detail

LocationScaleDistribution

public LocationScaleDistribution(Distribution d,
                         double a,
                         double b)

This general constructor creates a new location-scale transformation on a given distribuiton with given location and scale parameters.

Parameters:

d - the distribution

a - the location parameter

b - the scale parameter

LocationScaleDistribution

public LocationScaleDistribution()

This default constructor creates a new location-scale distribution on the normal distribution with location parameter 0 and scale parameter 1. Of course, this is simply the standard normal distribution.

Method Detail

setParameters

public void setParameters(Distribution d,
                 double a,
                 double b)

This method sets the parameters, the distribution and the location and scale parameters, and sets up the domain.

Parameters:

d - the distribution

a - the location parameter

b - the scale parameter

getDensity

public double getDensity(double x)

This method computes the probability density function of the location-scale distribution in terms of the location and scale parameters and the density function of the given distribution.

Specified by:

getDensity in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the probability density function of x.

getMaxDensity

public double getMaxDensity()

This method returns the maximum value of the probability density function of the location-scale distribution, which is the same as the maximum value of the probability density function of the given distribution.

Overrides:

getMaxDensity in class Distribution

Returns:

the maximum value of the probability density function

getMean

public double getMean()

This mtehod computes the mean of the location-scale distribution in terms of the mean of the given distribution and the location and scale parameters.

Overrides:

getMean in class Distribution

Returns:

the mean of the distribution

getVariance

public double getVariance()

This method returns the variance of the location-scale distribution in terms of the given distribution and the location and scale parameters.

Overrides:

getVariance in class Distribution

Returns:

the variance of the distribution

simulate

public double simulate()

This method returns a simulated value from the location-scale distribution in terms of the given distribution and the location and scale parameters.

Overrides:

simulate in class Distribution

Returns:

a simulated value from the distribution

getCDF

public double getCDF(double x)

This method returns the cumulative distribution function of the location- scale distribution in terms of the CDF of the given distribution and the location and scale parameters.

Overrides:

getCDF in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the cumulative probability at x

getQuantile

public double getQuantile(double p)

This method returns the quantile function of the location-scale distribution in terms of the quantile function of the given distribution and the location and scale parameters.

Overrides:

getQuantile in class Distribution

Parameters:

p - a probability in (0, 1)

Returns:

the quanitle of order p

setLocation

public void setLocation(double a)

This method sets the location parameter.

Parameters:

a - the location parameter

getLocation

public double getLocation()

This method returns the location parameter.

Returns:

the location parameter

setScale

public void setScale(double b)

This method sets the scale parameter.

Parameters:

b - the scale parameter

getScale

public double getScale()

This method gets the scale parameter

Returns:

the scale parameter

setDistribution

public void setDistribution(Distribution d)

This method sets the distribution to be moved and scaled.

Parameters:

d - the distribution

getDistribution

public Distribution getDistribution()

This method gets the underlying distribution that is being moved and scaled.

Returns:

the distribution

toString

public java.lang.String toString()

This method returns a string that gives the name of the distribution and the values of the parameters.

Overrides:

toString in class Distribution

Returns:

a string giving the name of the distribution and the values of the parameters