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See:
          Description
| Class Summary | |
|---|---|
| BiNormalDist | Extends the class ContinuousDistribution2Dimfor the bivariate 
 normal distribution. | 
| BiNormalDonnellyDist | Extends the class BiNormalDistfor the bivariate 
   normal distribution
   using a translation of Donnelly's FORTRAN code. | 
| BiNormalGenzDist | Extends the class BiNormalDistfor the bivariate
 normal distribution
    using Genz's algorithm as described in. | 
| BiStudentDist | Extends the class ContinuousDistribution2Dimfor the  standard  bivariate Student's t distribution. | 
| ContinuousDistribution2Dim | Classes implementing 2-dimensional continuous distributions should inherit from this class. | 
| ContinuousDistributionMulti | Classes implementing continuous multi-dimensional distributions should inherit from this class. | 
| DirichletDist | Implements the abstract class ContinuousDistributionMultifor the
 Dirichlet distribution with parameters
 (α1,...,αd), 
 αi > 0. | 
| DiscreteDistributionIntMulti | Classes implementing multi-dimensional discrete distributions over the integers should inherit from this class. | 
| MultinomialDist | Implements the abstract class DiscreteDistributionIntMultifor the
 multinomial distribution with parameters n and
 (p1, ...,pd). | 
| MultiNormalDist | Implements the abstract class ContinuousDistributionMultifor the
 multinormal distribution with mean vector μ and covariance
 matrix 
 Σ. | 
| NegativeMultinomialDist | Implements the class DiscreteDistributionIntMultifor the
 negative multinomial distribution with parameters n > 0 and
 (
 p1,…, pd)  such that all 0 < pi < 1 and  
 ∑i=1dpi < 1. | 
This package contains Java classes providing methods to compute mass, density, distribution and complementary distribution functions for some multi-dimensional discrete and continuous probability distributions. It does not generate random numbers for multivariate distributions; for that, see the package umontreal.iro.lecuyerrandvarmulti.
We recall that the distribution function of a continuous random
vector 
X = {x1, x2,…, xd} with density 
f (x1, x2,…, xd) over the
 d-dimensional space Rd is
We define  , the complementary distribution function 
of X, as
, the complementary distribution function 
of X, as
 (x1, x2,…, xd) = P[X1≥x1, X2≥x2,…, Xd≥xd].
(x1, x2,…, xd) = P[X1≥x1, X2≥x2,…, Xd≥xd].
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