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SSJ V. labo. |
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java.lang.Objectumontreal.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 |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
ChiSquareNoncentralDist(double nu,
double lambda)
Constructs a noncentral chi-square distribution with ν = nu degrees of freedom and noncentrality parameter λ = lambda. |
|
| Method Summary | |
|---|---|
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)
. |
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 |
|---|
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
|---|
public ChiSquareNoncentralDist(double nu,
double lambda)
| 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
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 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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SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||