## 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 Summary

Constructors
Constructor Description
NormalDistribution​(double mean, double standardDeviation)
NormalDistribution​(double mean, double standardDeviation, RandomEngine randomEngine)
• ### Method Summary

All Methods
Modifier and Type Method Description
boolean equals​(Object obj)
double getCDF​(Double x)
Returns the cumulative distribution function for a value
double getInverseCDF​(Double p)
Given a probability, return the value that returns this cdf
double getMean()
double getPDF​(Double x)
Return the probability density function for a value
double getStandardDeviation()
int hashCode()
double nextRandom()
• ### Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
• ### 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
• #### nextRandom

public double nextRandom()
Specified by:
nextRandom in interface ProbabilityDistribution<Double>
Returns:
The next random number from this distribution
• #### 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