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java.lang.Object umontreal.iro.lecuyer.probdist.ContinuousDistribution umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDist
public class KolmogorovSmirnovDist
Extends the class ContinuousDistribution
for the
Kolmogorov-Smirnov distribution with parameter n.
Given an empirical distribution Fn with n independent observations and
a continuous distribution F(x), the two-sided statistic is defined 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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KolmogorovSmirnovDist(int n)
Constructs a distribution with parameter n. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
Computes the complementary distribution function bar(F)(x) with parameter n. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(int n,
double x)
Computes the distribution function F(x) with parameter n using Durbin's matrix formula. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density for the distribution with parameter n. |
int |
getN()
Returns the parameter n of this object. |
double[] |
getParams()
Returns an array containing the parameter n of this object. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Computes the inverse x = F-1(u) of the distribution F(x) with parameter n. |
void |
setN(int n)
Sets the parameter n of this object. |
String |
toString()
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Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getMean, getStandardDeviation, getVariance, 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 KolmogorovSmirnovDist(int n)
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 static double density(int n, double x)
public static double cdf(int n, double x)
public static double barF(int n, double x)
public static double inverseF(int n, double u)
public int getN()
public void setN(int n)
public double[] getParams()
public String toString()
toString
in class Object
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