edu.ucla.stat.SOCR.distributions

Class GumbelDistribution

java.lang.Object

edu.ucla.stat.SOCR.core.SOCRValueSettable

edu.ucla.stat.SOCR.core.Distribution

edu.ucla.stat.SOCR.distributions.GumbelDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class GumbelDistribution
extends Distribution

A Java implmentation of the Gumbel distribution with specified alpha & beta parameters http://mathworld.wolfram.com/GumbelDistribution.html . A special case of the Fisher-Tippett distribution with a location parameter alpha and scale parameter beta.

Field Summary

Fields inherited from class edu.ucla.stat.SOCR.core.Distribution

applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name

Constructor Summary

Constructors

Constructor and Description
GumbelDistribution() Default constructor: creates a Gumbel distribution with alpha & beta parameters equal to 0 & 1
GumbelDistribution(double a, double b) General Constructor: creates a Gumbel distribution with specified alpha & beta parameters

Method Summary

Methods

Modifier and Type	Method and Description
double	getCDF(double x) Compute the cumulative distribution function.
double	getDensity(double x) Define the Gumpbel getDensity function
double	getLeft() Get the left paramter
double	getMaxDensity() Compute the maximum getDensity
double	getMean() Compute the mean in closed form
double	getMGF(double t) Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getRight() Get the right parameter
double	getVariance() Compute the variance in closed form
void	initialize() used for some subclass to initialize before being used
void	paramEstimate(double[] distData) This method computed the MOM estimates of the parameters from a data series.
void	setLeft(double a) Sets the left parameter
void	setParameters(double a, double b) Set the parameters, compute the normalizing constant c, and specifies the interval and partition
void	setRight(double b) Sets the right parameter
void	valueChanged()

Methods inherited from class edu.ucla.stat.SOCR.core.Distribution

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMean, getMedian, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

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

Constructor Detail

GumbelDistribution

public GumbelDistribution(double a,
                  double b)

General Constructor: creates a Gumbel distribution with specified alpha & beta parameters

GumbelDistribution

public GumbelDistribution()

Default constructor: creates a Gumbel distribution with alpha & beta parameters equal to 0 & 1

Method Detail

initialize

public void initialize()

Description copied from class: Distribution

used for some subclass to initialize before being used

Overrides:

initialize in class Distribution

valueChanged

public void valueChanged()

Overrides:

valueChanged in class Distribution

paramEstimate

public void paramEstimate(double[] distData)

This method computed the MOM estimates of the parameters from a data series.

Overrides:

paramEstimate in class Distribution

setParameters

public void setParameters(double a,
                 double b)

Set the parameters, compute the normalizing constant c, and specifies the interval and partition

setLeft

public void setLeft(double a)

Sets the left parameter

setRight

public void setRight(double b)

Sets the right parameter

getLeft

public double getLeft()

Get the left paramter

getRight

public double getRight()

Get the right parameter

getDensity

public double getDensity(double x)

Define the Gumpbel getDensity function

Specified by:

getDensity in class Distribution

getMaxDensity

public double getMaxDensity()

Compute the maximum getDensity

Overrides:

getMaxDensity in class Distribution

getMean

public double getMean()

Compute the mean in closed form

Overrides:

getMean in class Distribution

getVariance

public double getVariance()

Compute the variance in closed form

Overrides:

getVariance in class Distribution

getCDF

public double getCDF(double x)

Compute the cumulative distribution function.

Overrides:

getCDF in class Distribution

getMGF

public double getMGF(double t)
              throws ParameterOutOfBoundsException

Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.

Overrides:

getMGF in class Distribution

Throws:

ParameterOutOfBoundsException

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution