SSJ
V. labo.

umontreal.iro.lecuyer.probdist
Class StudentDistQuick

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.StudentDist
          extended by umontreal.iro.lecuyer.probdist.StudentDistQuick
All Implemented Interfaces:
Distribution

public class StudentDistQuick
extends StudentDist

StudentDistQuick

Extends the class StudentDist for the Student t-distribution. Uses methods that are faster but less precise than StudentDist.


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
StudentDistQuick(int n)
          .
 
Method Summary
 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 inverseF(double u)
          Returns the inverse distribution function x = F-1(u).
static double inverseF(int n, double u)
          .
 
Methods inherited from class umontreal.iro.lecuyer.probdist.StudentDist
cdf2, density, density, getInstanceFromMLE, getMean, getMean, getMLE, getN, getParams, getStandardDeviation, getStandardDeviation, getVariance, getVariance, setN, 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

StudentDistQuick

public StudentDistQuick(int n)
. \begin{tabb}Constructs a \texttt{StudentDistQuick} object with \texttt{n} degrees of freedom.
 \end{tabb}

Method Detail

cdf

public double cdf(double x)
Description copied from interface: Distribution
. \begin{tabb}Returns the distribution function $F(x)$.
 \end{tabb}
xvalue at which the distribution function is evaluated distribution function evaluated at x

Specified by:
cdf in interface Distribution
Overrides:
cdf in class StudentDist

barF

public double barF(double x)
Description copied from class: ContinuousDistribution
Returns the complementary distribution function. The default implementation computes bar(F)(x) = 1 - F(x).

Specified by:
barF in interface Distribution
Overrides:
barF in class StudentDist
Parameters:
x - value at which the complementary distribution function is evaluated
Returns:
complementary distribution function evaluated at x

inverseF

public double inverseF(double u)
Description copied from class: ContinuousDistribution
Returns the inverse distribution function x = F-1(u). Restrictions: u∈[0, 1].

Specified by:
inverseF in interface Distribution
Overrides:
inverseF in class StudentDist
Parameters:
u - value at which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

cdf

public static double cdf(int n,
                         double x)
. \begin{tabb}
 Returns an approximation
 of the Student $t$-distribution function...
 ...Is very poor in the tails but good in the central part of the range.
 \end{tabb}


barF

public static double barF(int n,
                          double x)
. \begin{tabb}Computes the complementary distribution function $\bar{F}(x)$.
 \end{tabb}


inverseF

public static double inverseF(int n,
                              double u)
. \begin{tabb}
 Returns an approximation of $F^{-1}(u)$, where $F$\ is the
 Studen...
 ...ecision when $n \ge 3$
 .
 Uses exact formulae for $n=1$\ and $n=2$.
 \end{tabb}


SSJ
V. labo.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.