edu.ucla.stat.SOCR.distributions

Class LaplaceDistribution

java.lang.Object

edu.ucla.stat.SOCR.core.SOCRValueSettable

edu.ucla.stat.SOCR.core.Distribution

edu.ucla.stat.SOCR.distributions.LaplaceDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class LaplaceDistribution
extends Distribution

This class defines the Laplace distribution with parameters mu & beta. Also called the Double-Exponential distribution. It is the distribution of differences between two independent variates with identical Exponential distributions (Abramowitz and Stegun 1972, p. 930). http://mathworld.wolfram.com/LaplaceDistribution.html .

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
LaplaceDistribution() This default constructor creates a new exponential distribution with rate 1
LaplaceDistribution(double mu, double beta) This general constructor creates a new exponential distribution with a specified rate

Method Summary

Methods

Modifier and Type	Method and Description
double	getBeta() Get scale parameters
double	getCDF(double x) Cumulative distribution function
double	getDensity(double x) Density function
double	getMaxDensity() Maximum value of getDensity function
double	getMean() Mean
double	getMGF(double t) Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.
double	getMu() Get center parameters
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getVariance() Variance
void	initialize() used for some subclass to initialize before being used
void	paramEstimate(double[] distData)
void	setParameters(double k, double b) Set parameters and assign the default partition
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

LaplaceDistribution

public LaplaceDistribution(double mu,
                   double beta)

This general constructor creates a new exponential distribution with a specified rate

LaplaceDistribution

public LaplaceDistribution()

This default constructor creates a new exponential distribution with rate 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

setParameters

public void setParameters(double k,
                 double b)

Set parameters and assign the default partition

getMu

public double getMu()

Get center parameters

getBeta

public double getBeta()

Get scale parameters

getDensity

public double getDensity(double x)

Density function

Specified by:

getDensity in class Distribution

getMaxDensity

public double getMaxDensity()

Maximum value of getDensity function

Overrides:

getMaxDensity in class Distribution

getMean

public double getMean()

Mean

Overrides:

getMean in class Distribution

getVariance

public double getVariance()

Variance

Overrides:

getVariance in class Distribution

getCDF

public double getCDF(double x)

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

paramEstimate

public void paramEstimate(double[] distData)

Overrides:

paramEstimate in class Distribution