Package org.ojalgo.random
Class ChiSquareDistribution.NormalApproximation
java.lang.Object
org.ojalgo.random.RandomNumber
org.ojalgo.random.AbstractContinuous
org.ojalgo.random.ChiSquareDistribution
org.ojalgo.random.ChiSquareDistribution.NormalApproximation
- All Implemented Interfaces:
Comparable<RandomNumber>
,DoubleSupplier
,Supplier<Double>
,BasicFunction
,NullaryFunction<Double>
,PrimitiveFunction.Nullary
,ContinuousDistribution
,Distribution
,AccessScalar<Double>
,ComparableNumber<RandomNumber>
,NumberDefinition
- Enclosing class:
ChiSquareDistribution
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Nested Class Summary
Nested classes/interfaces inherited from class org.ojalgo.random.ChiSquareDistribution
ChiSquareDistribution.Degree2, ChiSquareDistribution.NormalApproximation
Nested classes/interfaces inherited from interface org.ojalgo.function.BasicFunction
BasicFunction.Differentiable<N extends Comparable<N>,
F extends BasicFunction>, BasicFunction.Integratable<N extends Comparable<N>, F extends BasicFunction>, BasicFunction.PlainUnary<T, R> -
Field Summary
FieldsFields inherited from class org.ojalgo.random.ChiSquareDistribution
NORMAL
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(package private) double
calculateDensity
(double value) double
getDistribution
(double value) In probability theory and statistics, the cumulative distribution function (CDF), or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x.double
double
getQuantile
(double probability) The quantile function, for any distribution, is defined for real variables between zero and one and is mathematically the inverse of the cumulative distribution function.double
Subclasses must override either getStandardDeviation() or getVariance()!double
Subclasses must override either getStandardDeviation() or getVariance()!Methods inherited from class org.ojalgo.random.ChiSquareDistribution
getDensity, of
Methods inherited from class org.ojalgo.random.AbstractContinuous
generate
Methods inherited from class org.ojalgo.random.RandomNumber
checkProbabilty, compareTo, doubleValue, floatValue, intValue, invoke, longValue, newSampleSet, random, setRandom, setSeed, toString
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface org.ojalgo.random.ContinuousDistribution
getLowerConfidenceQuantile, getUpperConfidenceQuantile
Methods inherited from interface org.ojalgo.function.NullaryFunction
andThen, get, getAsDouble
Methods inherited from interface org.ojalgo.type.NumberDefinition
booleanValue, byteValue, shortValue
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Field Details
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myApproximation
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Constructor Details
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NormalApproximation
NormalApproximation(double degreesOfFreedom)
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Method Details
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getDistribution
public double getDistribution(double value) Description copied from interface:ContinuousDistribution
In probability theory and statistics, the cumulative distribution function (CDF), or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far" function of the probability distribution. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. WikipediA- Specified by:
getDistribution
in interfaceContinuousDistribution
- Overrides:
getDistribution
in classChiSquareDistribution
- Parameters:
value
- x- Returns:
- P(≤x)
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getExpected
public double getExpected()- Specified by:
getExpected
in interfaceDistribution
- Overrides:
getExpected
in classChiSquareDistribution
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getQuantile
public double getQuantile(double probability) Description copied from interface:ContinuousDistribution
The quantile function, for any distribution, is defined for real variables between zero and one and is mathematically the inverse of the cumulative distribution function. WikipediA The input probability absolutely has to be [0.0, 1.0], but values close to 0.0 and 1.0 may be problematic- Specified by:
getQuantile
in interfaceContinuousDistribution
- Overrides:
getQuantile
in classChiSquareDistribution
- Parameters:
probability
- P(<=x)- Returns:
- x
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getStandardDeviation
public double getStandardDeviation()Description copied from class:RandomNumber
Subclasses must override either getStandardDeviation() or getVariance()!- Specified by:
getStandardDeviation
in interfaceDistribution
- Overrides:
getStandardDeviation
in classRandomNumber
- See Also:
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getVariance
public double getVariance()Description copied from class:RandomNumber
Subclasses must override either getStandardDeviation() or getVariance()!- Specified by:
getVariance
in interfaceDistribution
- Overrides:
getVariance
in classChiSquareDistribution
- See Also:
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calculateDensity
double calculateDensity(double value) - Overrides:
calculateDensity
in classChiSquareDistribution
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