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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.KolmogorovSmirnovPlusDist
public class KolmogorovSmirnovPlusDist
KolmogorovSmirnovPlusDist
Extends the class ContinuousDistribution for the
Kolmogorov-Smirnov+ distribution (see[#!tDAR60a!#,#!tDUR73a!#,#!tBRO07a!#]).
Given a sample of n independent uniforms Ui over [0, 1],
the Kolmogorov-Smirnov+ statistic Dn+ and the Kolmogorov-Smirnov- statistic Dn-,
are defined by
Dn+ | = | ![]() ![]() |
|
Dn- | = | [tex2html_wrap_indisplay195](U(j) - (j - 1)/n),[tex2html_wrap_indisplay196]eq:DNm |
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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KolmogorovSmirnovPlusDist(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 KolmogorovSmirnovPlusDist(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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