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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.InverseGaussianDist
public class InverseGaussianDist
Extends the class ContinuousDistribution for
the inverse Gaussian distribution with location parameter
μ > 0 and scale parameter
λ > 0.
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 | |
|---|---|
InverseGaussianDist(double mu,
double lambda)
Constructs the inverse Gaussian distribution with parameters μ and λ. |
|
| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double mu,
double lambda,
double x)
Computes the complementary distribution function of the inverse gaussian distribution with parameters μ and λ, evaluated at x. |
double |
cdf(double x)
. |
static double |
cdf(double mu,
double lambda,
double x)
Computes the distribution function of the inverse gaussian distribution with parameters μ and λ, evaluated at x. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double mu,
double lambda,
double x)
Computes the density function for the inverse gaussian distribution with parameters μ and λ, evaluated at x. |
static InverseGaussianDist |
getInstanceFromMLE(double[] x,
int n)
Creates a new instance of an inverse gaussian distribution with parameters μ and λ estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1. |
double |
getLambda()
Returns the parameter λ of this object. |
double |
getMean()
Returns the mean. |
static double |
getMean(double mu,
double lambda)
Returns the mean E[X] = μ of the inverse gaussian distribution with parameters μ and λ. |
static double[] |
getMLE(double[] x,
int n)
Estimates the parameters (μ, λ) of the inverse gaussian 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 lambda)
Computes and returns the standard deviation of the inverse gaussian distribution with parameters μ and λ. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double mu,
double lambda)
Computes and returns the variance Var[X] = μ3/λ of the inverse gaussian distribution with parameters μ and λ. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double mu,
double lambda,
double u)
Computes the inverse of the inverse gaussian distribution with parameters μ and λ. |
void |
setParams(double mu,
double lambda)
Sets the parameters μ and λ of this object. |
String |
toString()
|
| 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 InverseGaussianDist(double mu,
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 mu,
double lambda,
double x)
public static double cdf(double mu,
double lambda,
double x)
public static double barF(double mu,
double lambda,
double x)
public static double inverseF(double mu,
double lambda,
double u)
public static double[] getMLE(double[] x,
int n)
x - the list of observations used to evaluate parametersn - the number of observations used to evaluate parameters
public static InverseGaussianDist getInstanceFromMLE(double[] x,
int n)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parameters
public static double getMean(double mu,
double lambda)
public static double getVariance(double mu,
double lambda)
public static double getStandardDeviation(double mu,
double lambda)
public double getLambda()
public double getMu()
public void setParams(double mu,
double lambda)
public double[] getParams()
public String toString()
toString in class Object
|
SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||