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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.AndersonDarlingDist
public class AndersonDarlingDist
AndersonDarlingDist
Extends the class ContinuousDistribution for the Anderson-Darling distribution (see[#!tAND52a!#,#!tLEW61a!#,#!tMAR04a!#,#!tSTE86b!#]). Given a sample of n independent uniforms Ui over (0, 1), the Anderson-Darling statistic An2 is defined by
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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AndersonDarlingDist(int n)
. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
. |
double |
cdf(double x)
. |
static double |
cdf(int n,
double x)
. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
. |
int |
getN()
. |
double[] |
getParams()
. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
. |
void |
setN(int n)
. |
String |
toString()
. |
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 AndersonDarlingDist(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
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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SSJ V. labo. |
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