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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.FatigueLifeDist
public class FatigueLifeDist
Extends the class ContinuousDistribution
for
the Fatigue Life distribution with location
parameter μ, scale parameter β and shape
parameter γ.
Its density is
The non-static versions of the methods cdf, barF, and inverseF call the static version of the same name.
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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FatigueLifeDist(double mu,
double beta,
double gamma)
Constructs a fatigue life distribution with parameters μ, β and γ. |
Method Summary | |
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double |
barF(double x)
Returns bar(F)(x) = 1 - F(x). |
static double |
barF(double mu,
double beta,
double gamma,
double x)
Computes the complementary distribution function of the fatigue life distribution with parameters μ, β and γ. |
double |
cdf(double x)
Computes and returns the distribution function F(x). |
static double |
cdf(double mu,
double beta,
double gamma,
double x)
Computes the fatigue life distribution function with parameters μ, β and γ. |
double |
density(double x)
Returns f (x), the density of X evaluated at x. |
static double |
density(double mu,
double beta,
double gamma,
double x)
Computes the density for the fatigue life distribution with parameters μ, β and γ. |
double |
getBeta()
Returns the parameter β of this object. |
double |
getGamma()
Returns the parameter γ of this object. |
static double[] |
getMaximumLikelihoodEstimate(double[] x,
int n,
double mu)
Estimates and returns the parameters [ hat(β), hat(γ)] of the fatigue life distribution using the maximum likelihood method based on the n observations in table x[i], i = 0, 1,…, n - 1. |
double |
getMean()
Returns the mean of the distribution function. |
static double |
getMean(double mu,
double beta,
double gamma)
Computes and returns the mean E[X] = μ + β(1 + γ2/2) of the fatigue life distribution with parameters μ, β and γ. |
double |
getMu()
Returns the parameter μ of this object. |
double |
getStandardDeviation()
Returns the standard deviation of the distribution function. |
static double |
getStandardDeviation(double mu,
double beta,
double gamma)
Computes and returns the standard deviation of the fatigue life distribution with parameters μ, β and γ. |
double |
getVariance()
Returns the variance of the distribution function. |
static double |
getVariance(double mu,
double beta,
double gamma)
Computes and returns the variance Var[X] = β2γ2(1 + 5γ2/4) of the fatigue life distribution with parameters μ, β and γ. |
double |
inverseF(double u)
Computes and returns the inverse distribution function F-1(u), defined in. |
static double |
inverseF(double mu,
double beta,
double gamma,
double u)
Computes the inverse of the fatigue life distribution with parameters μ, β and γ. |
void |
setParams(double mu,
double beta,
double gamma)
Sets the parameters μ, β and γ of this object. |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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inverseBisection, inverseBrent |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public FatigueLifeDist(double mu, double beta, double gamma)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
Distribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value in the interval (0, 1) for which the inverse
distribution function is evaluated
public double getMean()
Distribution
public double getVariance()
Distribution
public double getStandardDeviation()
Distribution
public static double density(double mu, double beta, double gamma, double x)
public static double cdf(double mu, double beta, double gamma, double x)
public static double barF(double mu, double beta, double gamma, double x)
public static double inverseF(double mu, double beta, double gamma, double u)
public static double[] getMaximumLikelihoodEstimate(double[] x, int n, double mu)
x
- the list of observations to use to evaluate parametersn
- the number of observations to use to evaluate parametersmu
- the location parameter
public static double getMean(double mu, double beta, double gamma)
public static double getVariance(double mu, double beta, double gamma)
public static double getStandardDeviation(double mu, double beta, double gamma)
public double getBeta()
public double getGamma()
public double getMu()
public void setParams(double mu, double beta, double gamma)
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SSJ V. 1.2.5. |
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SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |