Class UniformContinuousDistribution
- java.lang.Object
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- org.apache.commons.statistics.distribution.AbstractContinuousDistribution
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- org.apache.commons.statistics.distribution.UniformContinuousDistribution
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- All Implemented Interfaces:
ContinuousDistribution
public final class UniformContinuousDistribution extends AbstractContinuousDistribution
Implementation of the uniform distribution.The probability density function of \( X \) is:
\[ f(x; a, b) = \frac{1}{b-a} \]
for \( -\infty \lt a \lt b \lt \infty \) and \( x \in [a, b] \).
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.apache.commons.statistics.distribution.ContinuousDistribution
ContinuousDistribution.Sampler
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Field Summary
Fields Modifier and Type Field Description private double
logPdf
Cache of the log density.private double
lower
Lower bound of this distribution (inclusive).private double
pdf
Cache of the density.private double
upper
Upper bound of this distribution (exclusive).private double
upperMinusLower
Range between the upper and lower bound of this distribution (cached for computations).
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Constructor Summary
Constructors Modifier Constructor Description private
UniformContinuousDistribution(double lower, double upper)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description ContinuousDistribution.Sampler
createSampler(org.apache.commons.rng.UniformRandomProvider rng)
Creates a sampler.double
cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
.double
density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
.double
getMean()
Gets the mean of this distribution.double
getSupportLowerBound()
Gets the lower bound of the support.double
getSupportUpperBound()
Gets the upper bound of the support.double
getVariance()
Gets the variance of this distribution.double
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.double
inverseSurvivalProbability(double p)
Computes the inverse survival probability function of this distribution.double
logDensity(double x)
Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified pointx
.static UniformContinuousDistribution
of(double lower, double upper)
Creates a uniform continuous distribution.double
probability(double x0, double x1)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(x0 < X <= x1)
.double
survivalProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X > x)
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Methods inherited from class org.apache.commons.statistics.distribution.AbstractContinuousDistribution
getMedian, isSupportConnected
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Field Detail
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lower
private final double lower
Lower bound of this distribution (inclusive).
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upper
private final double upper
Upper bound of this distribution (exclusive).
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upperMinusLower
private final double upperMinusLower
Range between the upper and lower bound of this distribution (cached for computations).
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pdf
private final double pdf
Cache of the density.
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logPdf
private final double logPdf
Cache of the log density.
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Method Detail
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of
public static UniformContinuousDistribution of(double lower, double upper)
Creates a uniform continuous distribution.- Parameters:
lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (inclusive).- Returns:
- the distribution
- Throws:
java.lang.IllegalArgumentException
- iflower >= upper
or the range between the bounds is not finite
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density
public double density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
. In general, the PDF is the derivative of the CDF. If the derivative does not exist atx
, then an appropriate replacement should be returned, e.g.Double.POSITIVE_INFINITY
,Double.NaN
, or the limit inferior or limit superior of the difference quotient.- Parameters:
x
- Point at which the PDF is evaluated.- Returns:
- the value of the probability density function at
x
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probability
public double probability(double x0, double x1)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(x0 < X <= x1)
. The default implementation uses the identityP(x0 < X <= x1) = P(X <= x1) - P(X <= x0)
- Specified by:
probability
in interfaceContinuousDistribution
- Overrides:
probability
in classAbstractContinuousDistribution
- Parameters:
x0
- Lower bound (exclusive).x1
- Upper bound (inclusive).- Returns:
- the probability that a random variable with this distribution
takes a value between
x0
andx1
, excluding the lower and including the upper endpoint.
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logDensity
public double logDensity(double x)
Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified pointx
.- Parameters:
x
- Point at which the PDF is evaluated.- Returns:
- the logarithm of the value of the probability density function
at
x
.
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cumulativeProbability
public double cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
. In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.- Parameters:
x
- Point at which the CDF is evaluated.- Returns:
- the probability that a random variable with this
distribution takes a value less than or equal to
x
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survivalProbability
public double survivalProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X > x)
. In other words, this method represents the complementary cumulative distribution function.By default, this is defined as
1 - cumulativeProbability(x)
, but the specific implementation may be more accurate.- Parameters:
x
- Point at which the survival function is evaluated.- Returns:
- the probability that a random variable with this
distribution takes a value greater than
x
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inverseCumulativeProbability
public double inverseCumulativeProbability(double p)
Computes the quantile function of this distribution. For a random variableX
distributed according to this distribution, the returned value is:\[ x = \begin{cases} \inf \{ x \in \mathbb R : P(X \le x) \ge p\} & \text{for } 0 \lt p \le 1 \\ \inf \{ x \in \mathbb R : P(X \le x) \gt 0 \} & \text{for } p = 0 \end{cases} \]
The default implementation returns:
ContinuousDistribution.getSupportLowerBound()
forp = 0
,ContinuousDistribution.getSupportUpperBound()
forp = 1
, or- the result of a search for a root between the lower and upper bound using
cumulativeProbability(x) - p
. The bounds may be bracketed for efficiency.
- Specified by:
inverseCumulativeProbability
in interfaceContinuousDistribution
- Overrides:
inverseCumulativeProbability
in classAbstractContinuousDistribution
- Parameters:
p
- Cumulative probability.- Returns:
- the smallest
p
-quantile of this distribution (largest 0-quantile forp = 0
).
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inverseSurvivalProbability
public double inverseSurvivalProbability(double p)
Computes the inverse survival probability function of this distribution. For a random variableX
distributed according to this distribution, the returned value is:\[ x = \begin{cases} \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\ \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1 \end{cases} \]
By default, this is defined as
inverseCumulativeProbability(1 - p)
, but the specific implementation may be more accurate.The default implementation returns:
ContinuousDistribution.getSupportLowerBound()
forp = 1
,ContinuousDistribution.getSupportUpperBound()
forp = 0
, or- the result of a search for a root between the lower and upper bound using
survivalProbability(x) - p
. The bounds may be bracketed for efficiency.
- Specified by:
inverseSurvivalProbability
in interfaceContinuousDistribution
- Overrides:
inverseSurvivalProbability
in classAbstractContinuousDistribution
- Parameters:
p
- Survival probability.- Returns:
- the smallest
(1-p)
-quantile of this distribution (largest 0-quantile forp = 1
).
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getMean
public double getMean()
Gets the mean of this distribution.For lower bound \( a \) and upper bound \( b \), the mean is \( \frac{1}{2} (a + b) \).
- Returns:
- the mean.
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getVariance
public double getVariance()
Gets the variance of this distribution.For lower bound \( a \) and upper bound \( b \), the variance is \( \frac{1}{12} (b - a)^2 \).
- Returns:
- the variance.
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getSupportLowerBound
public double getSupportLowerBound()
Gets the lower bound of the support. It must return the same value asinverseCumulativeProbability(0)
, i.e. \( \inf \{ x \in \mathbb R : P(X \le x) \gt 0 \} \).The lower bound of the support is equal to the lower bound parameter of the distribution.
- Returns:
- the lower bound of the support.
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getSupportUpperBound
public double getSupportUpperBound()
Gets the upper bound of the support. It must return the same value asinverseCumulativeProbability(1)
, i.e. \( \inf \{ x \in \mathbb R : P(X \le x) = 1 \} \).The upper bound of the support is equal to the upper bound parameter of the distribution.
- Returns:
- the upper bound of the support.
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createSampler
public ContinuousDistribution.Sampler createSampler(org.apache.commons.rng.UniformRandomProvider rng)
Creates a sampler.- Specified by:
createSampler
in interfaceContinuousDistribution
- Overrides:
createSampler
in classAbstractContinuousDistribution
- Parameters:
rng
- Generator of uniformly distributed numbers.- Returns:
- a sampler that produces random numbers according this distribution.
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