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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 | 
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution | 
|---|
| decPrec | 
| Constructor Summary | |
|---|---|
| FatigueLifeDist(double mu,
                double beta,
                double gamma)Constructs a fatigue life distribution with parameters μ, β and γ. | |
| Method Summary | |
|---|---|
|  double | barF(double x)Returns the complementary distribution function. | 
| 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)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 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. | 
|  double | getMean()Returns the mean. | 
| 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. | 
| static double[] | getMLE(double[] x,
       int n,
       double mu)Estimates the parameters (μ, β, γ) of the fatigue life distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1. | 
|  double | getMu()Returns the parameter μ of this object. | 
|  double[] | getParams()Return a table containing the parameters of the current distribution. | 
|  double | getStandardDeviation()Returns the standard deviation. | 
| 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. | 
| 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)Returns the inverse distribution function x = F-1(u). | 
| 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. | 
|  String | toString() | 
| 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 | 
|---|
| equals, getClass, hashCode, notify, notifyAll, wait, wait, wait | 
| Constructor Detail | 
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public FatigueLifeDist(double mu,
                       double beta,
                       double gamma)
| Method Detail | 
|---|
public double density(double x)
ContinuousDistribution
density in class ContinuousDistributionx - 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 DistributionbarF in class ContinuousDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class ContinuousDistributionu - value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean in interface DistributiongetMean in class ContinuousDistributionpublic double getVariance()
ContinuousDistribution
getVariance in interface DistributiongetVariance in class ContinuousDistributionpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class ContinuousDistribution
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[] getMLE(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)
public double[] getParams()
public String toString()
toString in class Object| 
 | SSJ V. 2.6.2. | ||||||||
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