Interface DiscreteInverseCumulativeProbabilityFunction


public interface DiscreteInverseCumulativeProbabilityFunction
Interface for a discrete distribution that can be sampled using the inversion method.
Since:
1.0
  • Method Summary

    Modifier and Type
    Method
    Description
    int
    Computes the quantile function of the distribution.
  • Method Details

    • inverseCumulativeProbability

      int inverseCumulativeProbability(double p)
      Computes the quantile function of the distribution. For a random variable X distributed according to this distribution, the returned value is
      • \( \inf_{x \in \mathcal{Z}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)
      • \( \inf_{x \in \mathcal{Z}} P(X \le x) \gt 0 \) for \( p = 0 \)
      Parameters:
      p - Cumulative probability.
      Returns:
      the smallest p-quantile of the distribution (largest 0-quantile for p = 0).
      Throws:
      IllegalArgumentException - if p < 0 or p > 1.