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java.lang.Object umontreal.iro.lecuyer.probdist.ContinuousDistribution umontreal.iro.lecuyer.probdist.ChiSquareNoncentralDist
public class ChiSquareNoncentralDist
Extends the class ContinuousDistribution
for
the noncentral chi-square distribution with ν degrees of freedom
and noncentrality parameter λ, where ν > 0 and
λ > 0.
Its density is
The cumulative probability function can be written as
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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ChiSquareNoncentralDist(double nu,
double lambda)
Constructs a noncentral chi-square distribution with ν = nu degrees of freedom and noncentrality parameter λ = lambda. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double nu,
double lambda,
double x)
Computes the complementary noncentral chi-square distribution function with ν = nu degrees of freedom and parameter λ = lambda. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(double nu,
double lambda,
double x)
Computes the noncentral chi-square distribution function with ν = nu degrees of freedom and parameter λ = lambda. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double nu,
double lambda,
double x)
Computes the density function for a noncentral chi-square distribution with ν = nu degrees of freedom and parameter λ = lambda. |
double |
getLambda()
Returns the parameter λ of this object. |
double |
getMean()
Returns the mean. |
static double |
getMean(double nu,
double lambda)
Computes and returns the mean E[X] = ν + λ of the noncentral chi-square distribution with parameters ν = nu and λ = lambda. |
double |
getNu()
Returns the parameter ν of this object. |
double[] |
getParams()
Returns a table containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double nu,
double lambda)
Computes and returns the standard deviation of the noncentral chi-square distribution with parameters ν = nu and λ = lambda. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double nu,
double lambda)
Computes and returns the variance Var[X] = 2(ν +2λ) of the noncentral chi-square distribution with parameters ν = nu and λ = lambda. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double nu,
double lambda,
double u)
Computes the inverse of the noncentral chi-square distribution with ν = nu degrees of freedom and parameter λ = lambda. |
void |
setParams(double nu,
double lambda)
Sets the parameters ν = nu and λ = lambda of this object. |
String |
toString()
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Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public ChiSquareNoncentralDist(double nu, double lambda)
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)
ContinuousDistribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean
in interface Distribution
getMean
in class ContinuousDistribution
public double getVariance()
ContinuousDistribution
getVariance
in interface Distribution
getVariance
in class ContinuousDistribution
public double getStandardDeviation()
ContinuousDistribution
getStandardDeviation
in interface Distribution
getStandardDeviation
in class ContinuousDistribution
public static double density(double nu, double lambda, double x)
public static double cdf(double nu, double lambda, double x)
public static double barF(double nu, double lambda, double x)
public static double inverseF(double nu, double lambda, double u)
public static double getMean(double nu, double lambda)
public static double getVariance(double nu, double lambda)
public static double getStandardDeviation(double nu, double lambda)
public double getNu()
public double getLambda()
public void setParams(double nu, double lambda)
public double[] getParams()
public String toString()
toString
in class Object
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