Interface ProbabilityDistribution<T>
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- Type Parameters:
T
- Type of the parameters of the distribution
- All Known Implementing Classes:
BivariateNormalDistribution
,ChiSquareDistribution
,GammaDistribution
,GeneralizedExtremeValueDistribution
,GeneralizedParetoDistribution
,LaplaceDistribution
,NonCentralChiSquaredDistribution
,NormalDistribution
,StudentTDistribution
public interface ProbabilityDistribution<T>
Interface for probability distributions.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getCDF(T x)
Returns the cumulative distribution function for a valuedouble
getInverseCDF(T p)
Given a probability, return the value that returns this cdfdouble
getPDF(T x)
Return the probability density function for a valuedouble
nextRandom()
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Method Detail
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nextRandom
double nextRandom()
- Returns:
- The next random number from this distribution
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getPDF
double getPDF(T x)
Return the probability density function for a value- Parameters:
x
- The value, not null- Returns:
- The pdf
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getCDF
double getCDF(T x)
Returns the cumulative distribution function for a value- Parameters:
x
- The value, not null- Returns:
- The cdf
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getInverseCDF
double getInverseCDF(T p)
Given a probability, return the value that returns this cdf- Parameters:
p
- The probability, not null. $0 \geq p \geq 1$- Returns:
- The inverse cdf
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