edu.uah.math.distributions

Class NormalDistribution

java.lang.Object

edu.uah.math.distributions.Distribution

edu.uah.math.distributions.NormalDistribution

All Implemented Interfaces:

java.io.Serializable

public class NormalDistribution
extends Distribution
implements java.io.Serializable

This class encapsulates the normal distribution with specified parameters.

Version:

August, 2003

Author:

Kyle Siegrist, Dawn Duehring

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	SQRT2PI

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

CONTINUOUS, DISCRETE, MIXED

Constructor Summary

Constructors

Constructor and Description
NormalDistribution() This default constructor creates a new standard normal distribution (with location parameter 0 and scale parameter 1).
NormalDistribution(double m, double s) This general constructor creates a new normal distribution with specified parameter values.

Method Summary

Methods

Modifier and Type	Method and Description
double	getCDF(double x) This method computes the cumulative distribution function.
double	getCentralMoment(int n) This method computes the central moment of a specifed order.
double	getDensity(double x) This method defines the probability density function.
double	getLocation() This method returns the location parameter.
double	getMaxDensity() This method returns the maximum value of the density function.
double	getMean() This method returns the mean, which is the same as the location parameter.
double	getMedian() This method returns the median, which is the same as the location parameter.
double	getMGF(double t) This method returns the moment generating function.
double	getMoment(double a, int n) This method computes the moment of a specified order about a specified point.
double	getScale() This method gets the scale parameter.
double	getVariance() This method returns the variance of the distribution.
void	setLocation(double m) This method sets the location parameter.
void	setParameters(double m, double s) This method sets the parameters and defines the default domain.
void	setScale(double s) This method sets the scale parameter.
double	simulate() This method simulates a value from the distribution.
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, getMoment, getPGF, getQuantile, getSD, getType, setDomain, setDomain

Methods inherited from class java.lang.Object

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

Field Detail

SQRT2PI

public static final double SQRT2PI

Constructor Detail

NormalDistribution

public NormalDistribution(double m,
                  double s)

This general constructor creates a new normal distribution with specified parameter values.

Parameters:

m - the location parameter

s - the scale parameter

NormalDistribution

public NormalDistribution()

This default constructor creates a new standard normal distribution (with location parameter 0 and scale parameter 1).

Method Detail

setParameters

public void setParameters(double m,
                 double s)

This method sets the parameters and defines the default domain.

Parameters:

m - the location parameter

s - the scale parameter

getDensity

public double getDensity(double x)

This method defines the probability density function.

Specified by:

getDensity in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the probability density at x

getMaxDensity

public double getMaxDensity()

This method returns the maximum value of the density function.

Overrides:

getMaxDensity in class Distribution

Returns:

the maximum value of the probability density function

getMedian

public double getMedian()

This method returns the median, which is the same as the location parameter.

Overrides:

getMedian in class Distribution

Returns:

the median

getMean

public double getMean()

This method returns the mean, which is the same as the location parameter.

Overrides:

getMean in class Distribution

Returns:

the mean

getVariance

public double getVariance()

This method returns the variance of the distribution.

Overrides:

getVariance in class Distribution

Returns:

the variance

getCentralMoment

public double getCentralMoment(int n)

This method computes the central moment of a specifed order.

Parameters:

n - the order

Returns:

the central moment of order n

getMoment

public double getMoment(double a,
               int n)

This method computes the moment of a specified order about a specified point.

Overrides:

getMoment in class Distribution

Parameters:

a - the center

n - the order

Returns:

the moment of order n about a

getMGF

public double getMGF(double t)

This method returns the moment generating function.

Overrides:

getMGF in class Distribution

Parameters:

t - a real number

Returns:

the moment generating function at t

simulate

public double simulate()

This method simulates a value from the distribution.

Overrides:

simulate in class Distribution

Returns:

a simulated value from the distribution

getLocation

public double getLocation()

This method returns the location parameter.

Returns:

the location parameter

setLocation

public void setLocation(double m)

This method sets the location parameter.

Parameters:

m - the location parameter

getScale

public double getScale()

This method gets the scale parameter.

Returns:

the scale parameter

setScale

public void setScale(double s)

This method sets the scale parameter.

Parameters:

s - the scale parameter

getCDF

public double getCDF(double x)

This method computes the cumulative distribution function.

Overrides:

getCDF in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the cumulative probability at x

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