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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.NormalDist
umontreal.iro.lecuyer.probdist.NormalDistQuick
public class NormalDistQuick
A variant of the class NormalDist
(for the normal
distribution with mean μ and variance σ2).
The difference is in the implementation of the methods cdf01
,
barF01
and inverseF01
, which are faster
but less accurate than those of the class NormalDist
.
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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NormalDistQuick()
Constructs a NormalDistQuick object with default parameters μ = 0 and σ = 1. |
|
NormalDistQuick(double mu,
double sigma)
Constructs a NormalDistQuick object with parameters μ = mu and σ = sigma. |
Method Summary | |
---|---|
double |
barF(double x)
Returns bar(F)(x) = 1 - F(x). |
static double |
barF(double mu,
double sigma,
double x)
Returns an approximation of 1 - Φ(x), where Φ is the standard normal distribution function, with mean 0 and variance 1. |
static double |
barF01(double x)
Same as barF (0.0, 1.0, x). |
double |
cdf(double x)
Computes and returns the distribution function F(x). |
static double |
cdf(double mu,
double sigma,
double x)
Returns an approximation of Φ(x), where Φ is the standard normal distribution function, with mean 0 and variance 1. |
static double |
cdf01(double x)
Same as cdf (0.0, 1.0, x). |
double |
inverseF(double u)
Computes and returns the inverse distribution function F-1(u), defined in. |
static double |
inverseF(double mu,
double sigma,
double u)
Returns an approximation of Φ-1(u), where Φ is the standard normal distribution function, with mean 0 and variance 1. |
static double |
inverseF01(double u)
Same as inverseF (0.0, 1.0, u). |
Methods inherited from class umontreal.iro.lecuyer.probdist.NormalDist |
---|
density, density, getInstanceFromMLE, getMaximumLikelihoodEstimate, getMean, getMean, getMu, getSigma, getStandardDeviation, getStandardDeviation, getVariance, getVariance, setParams |
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 NormalDistQuick()
public NormalDistQuick(double mu, double sigma)
Method Detail |
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public double cdf(double x)
Distribution
cdf
in interface Distribution
cdf
in class NormalDist
x
- value at which the distribution function is evaluated
public double barF(double x)
Distribution
barF
in interface Distribution
barF
in class NormalDist
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF
in interface Distribution
inverseF
in class NormalDist
u
- value in the interval (0, 1) for which the inverse
distribution function is evaluated
public static double cdf01(double x)
cdf
(0.0, 1.0, x).
public static double cdf(double mu, double sigma, double x)
public static double barF01(double x)
barF
(0.0, 1.0, x).
public static double barF(double mu, double sigma, double x)
public static double inverseF01(double u)
inverseF
(0.0, 1.0, u).
public static double inverseF(double mu, double sigma, double u)
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