Class NormalDistribution

• java.lang.Object
• com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
• All Implemented Interfaces:
ProbabilityDistribution<Double>

public class NormalDistribution
extends Object
implements ProbabilityDistribution<Double>
The normal distribution is a continuous probability distribution with probability density function \begin{align*} f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-\frac{(x - \mu)^2}{2\sigma^2}} \end{align*} where $\mu$ is the mean and $\sigma$ the standard deviation of the distribution.
• Constructor Detail

• NormalDistribution

public NormalDistribution​(double mean,
double standardDeviation)
Parameters:
mean - The mean of the distribution
standardDeviation - The standard deviation of the distribution, not negative or zero
• NormalDistribution

public NormalDistribution​(double mean,
double standardDeviation,
RandomEngine randomEngine)
Parameters:
mean - The mean of the distribution
standardDeviation - The standard deviation of the distribution, not negative or zero
randomEngine - A generator of uniform random numbers, not null
• Method Detail

• getCDF

public double getCDF​(Double x)
Returns the cumulative distribution function for a value
Specified by:
getCDF in interface ProbabilityDistribution<Double>
Parameters:
x - The value, not null
Returns:
The cdf
• getPDF

public double getPDF​(Double x)
Return the probability density function for a value
Specified by:
getPDF in interface ProbabilityDistribution<Double>
Parameters:
x - The value, not null
Returns:
The pdf
• getInverseCDF

public double getInverseCDF​(Double p)
Given a probability, return the value that returns this cdf
Specified by:
getInverseCDF in interface ProbabilityDistribution<Double>
Parameters:
p - The probability, not null. $0 \geq p \geq 1$
Returns:
The inverse cdf
• getMean

public double getMean()
Returns:
The mean
• getStandardDeviation

public double getStandardDeviation()
Returns:
The standard deviation
• hashCode

public int hashCode()
Overrides:
hashCode in class Object
• equals

public boolean equals​(Object obj)
Overrides:
equals in class Object