WatsonUDist (Java Libraries for Stochastic Simulation)

java.lang.Object
- umontreal.iro.lecuyer.probdist.ContinuousDistribution
- - umontreal.iro.lecuyer.probdist.WatsonUDist

All Implemented Interfaces:

Distribution
```
public class WatsonUDist
extends ContinuousDistribution
```
Extends the class ContinuousDistribution for the Watson U distribution (see). Given a sample of n independent uniforms u_i over [0, 1], the Watson statistic U_n² is defined by

W_n² = 1/12n + ∑_j=1ⁿ{u_(j) - (j-0.5)/n}²,
U_n² = W_n² - n(bar(u)_n -1/2)².
where the u_(j) are the u_i sorted in increasing order, and bar(u)_n is the average of the observations u_i. The distribution function (the cumulative probabilities) is defined as F_n(x) = P[U_n² <= x].

Field Summary
- Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
  decPrec

Constructor Summary

Constructors
Constructor and Description

WatsonUDist(int n)
Constructs a Watson U distribution for a sample of size n.

Constructors
Constructor and Description
`WatsonUDist(int n)` Constructs a Watson U distribution for a sample of size n.

Method Summary

Methods
Modifier and Type	Method and Description
`double`	`barF(double x)` Returns the complementary distribution function.
`static double`	`barF(int n, double x)` Computes the complementary distribution function bar(F)_n(x), where F_n is the Watson U distribution with parameter n.
`double`	`cdf(double x)` Returns the distribution function F(x).
`static double`	`cdf(int n, double x)` Computes the Watson U distribution function, i.e.
`double`	`density(double x)` Returns f (x), the density evaluated at x.
`static double`	`density(int n, double x)` Computes the density of the Watson U distribution with parameter n.
`double`	`getMean()` Returns the mean.
`static double`	`getMean(int n)` Returns the mean of the Watson U distribution with parameter n.
`int`	`getN()` Returns the parameter n of this object.
`double[]`	`getParams()` Return an array containing the parameter n of this object.
`double`	`getStandardDeviation()` Returns the standard deviation.
`static double`	`getStandardDeviation(int n)` Returns the standard deviation of the Watson U distribution with parameter n.
`double`	`getVariance()` Returns the variance.
`static double`	`getVariance(int n)` Returns the variance of the Watson U distribution with parameter n.
`double`	`inverseF(double u)` Returns the inverse distribution function x = F^-1(u).
`static double`	`inverseF(int n, double u)` Computes x = F_n^-1(u), where F_n is the Watson U distribution with parameter n.
`void`	`setN(int n)` Sets the parameter n of this object.
`java.lang.String`	`toString()`

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - WatsonUDist
```
public WatsonUDist(int n)
```
    Constructs a Watson U distribution for a sample of size n.
- Method Detail
  - density
```
public double density(double x)
```
    Description copied from class: ContinuousDistribution
    
    Returns f (x), the density evaluated at x.
    
    Specified by:
    
    density in class ContinuousDistribution
    
    Parameters:
    x - value at which the density is evaluated
    
    Returns:
    density function evaluated at x
  - cdf
```
public double cdf(double x)
```
    Description copied from interface: Distribution
    
    Returns the distribution function F(x).
    
    Parameters:
    x - value at which the distribution function is evaluated
    
    Returns:
    distribution function evaluated at x
  - barF
```
public double barF(double x)
```
    Description copied from class: ContinuousDistribution
    
    Returns the complementary distribution function. The default implementation computes bar(F)(x) = 1 - F(x).
    
    Specified by:
    
    barF in interface Distribution
    
    Overrides:
    
    barF in class ContinuousDistribution
    
    Parameters:
    x - value at which the complementary distribution function is evaluated
    
    Returns:
    complementary distribution function evaluated at x
  - inverseF
```
public double inverseF(double u)
```
    Description copied from class: ContinuousDistribution
    
    Returns the inverse distribution function x = F^-1(u). Restrictions: u∈[0, 1].
    
    Specified by:
    
    inverseF in interface Distribution
    
    Overrides:
    
    inverseF in class ContinuousDistribution
    
    Parameters:
    u - value at which the inverse distribution function is evaluated
    
    Returns:
    the inverse distribution function evaluated at u
  - getMean
```
public double getMean()
```
    Description copied from class: ContinuousDistribution
    
    Returns the mean.
    
    Specified by:
    
    getMean in interface Distribution
    
    Overrides:
    
    getMean in class ContinuousDistribution
    
    Returns:
    the mean
  - getVariance
```
public double getVariance()
```
    Description copied from class: ContinuousDistribution
    
    Returns the variance.
    
    Specified by:
    
    getVariance in interface Distribution
    
    Overrides:
    
    getVariance in class ContinuousDistribution
    
    Returns:
    the variance
  - getStandardDeviation
```
public double getStandardDeviation()
```
    Description copied from class: ContinuousDistribution
    
    Returns the standard deviation.
    
    Specified by:
    
    getStandardDeviation in interface Distribution
    
    Overrides:
    
    getStandardDeviation in class ContinuousDistribution
    
    Returns:
    the standard deviation
  - density
```
public static double density(int n,
             double x)
```
    Computes the density of the Watson U distribution with parameter n.
  - cdf
```
public static double cdf(int n,
         double x)
```
    Computes the Watson U distribution function, i.e. returns P[U_n² <= x], where U_n² is the Watson statistic defined in. We use the asymptotic distribution for n -> ∞, plus a correction in O(1/n), as given in.
  - barF
```
public static double barF(int n,
          double x)
```
    Computes the complementary distribution function bar(F)_n(x), where F_n is the Watson U distribution with parameter n.
  - inverseF
```
public static double inverseF(int n,
              double u)
```
    Computes x = F_n^-1(u), where F_n is the Watson U distribution with parameter n.
  - getMean
```
public static double getMean(int n)
```
    Returns the mean of the Watson U distribution with parameter n.
    
    Returns:
    Returns the mean
  - getVariance
```
public static double getVariance(int n)
```
    Returns the variance of the Watson U distribution with parameter n.
    
    Returns:
    the variance
  - getStandardDeviation
```
public static double getStandardDeviation(int n)
```
    Returns the standard deviation of the Watson U distribution with parameter n.
    
    Returns:
    the standard deviation
  - getN
```
public int getN()
```
    Returns the parameter n of this object.
  - setN
```
public void setN(int n)
```
    Sets the parameter n of this object.
  - getParams
```
public double[] getParams()
```
    Return an array containing the parameter n of this object.
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object

Class WatsonUDist

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

Constructor Summary

Method Summary

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

Methods inherited from class java.lang.Object

Constructor Detail

WatsonUDist

Method Detail

density

cdf

barF

inverseF

getMean

getVariance

getStandardDeviation

density

cdf

barF

inverseF

getMean

getVariance

getStandardDeviation

getN

setN

getParams

toString