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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.WatsonUDist
public class WatsonUDist
Extends the class ContinuousDistribution for the
Watson U distribution (see).
Given a sample of n independent uniforms ui over [0, 1],
the Watson statistic Un2 is defined by
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
WatsonUDist(int n)
Constructs a Watson U distribution for a sample of size n. |
|
| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
Computes the complementary distribution function bar(F)n(x), where Fn is the Watson U distribution with parameter n. |
double |
cdf(double x)
. |
static double |
cdf(int n,
double x)
Computes the Watson U distribution function, i.e. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density of the Watson U distribution with parameter n. |
double |
getMean()
Returns the mean. |
static double |
getMean(int n)
Returns the mean of the Watson U distribution with parameter n. |
int |
getN()
Returns the parameter n of this object. |
double[] |
getParams()
Return an array containing the parameter n of this object. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(int n)
Returns the standard deviation of the Watson U distribution with parameter n. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(int n)
Returns the variance of the Watson U distribution with parameter n. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Computes x = Fn-1(u), where Fn is the Watson U distribution with parameter n. |
void |
setN(int n)
Sets the parameter n 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 |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
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public WatsonUDist(int n)
| 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(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 static double getMean(int n)
public static double getVariance(int n)
public static double getStandardDeviation(int n)
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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| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||