org.apache.commons.math.distribution
Class AbstractContinuousDistribution

java.lang.Object
  org.apache.commons.math.distribution.AbstractDistribution
      org.apache.commons.math.distribution.AbstractContinuousDistribution

All Implemented Interfaces:

ContinuousDistribution, Distribution, Serializable

Direct Known Subclasses:

ChiSquaredDistributionImpl, ExponentialDistributionImpl, FDistributionImpl, GammaDistributionImpl, NormalDistributionImpl, TDistributionImpl

public abstract class AbstractContinuousDistribution

extends AbstractDistribution

implements ContinuousDistribution, Serializable

Base class for continuous distributions. Default implementations are provided for some of the methods that do not vary from distribution to distribution.

Version:

$Revision: 1.26 $ $Date: 2004/11/07 03:32:48 $

See Also:

Serialized Form

Field Summary

(package private) static long

serialVersionUID Serializable version identifier

Constructor Summary

protected

AbstractContinuousDistribution() Default constructor.

Method Summary

protected abstract double	getDomainLowerBound(double p) Access the domain value lower bound, based on p, used to bracket a CDF root.
protected abstract double	getDomainUpperBound(double p) Access the domain value upper bound, based on p, used to bracket a CDF root.
protected abstract double	getInitialDomain(double p) Access the initial domain value, based on p, used to bracket a CDF root.
double	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

cumulativeProbability

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability, cumulativeProbability

Field Detail

serialVersionUID

static final long serialVersionUID

Serializable version identifier

See Also:

Constant Field Values

Constructor Detail

AbstractContinuousDistribution

protected AbstractContinuousDistribution()

Default constructor.

Method Detail

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException

For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Parameters:

p - the desired probability

Returns:

x, such that P(X < x) = p

Throws:

MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.

IllegalArgumentException - if p is not a valid probability.

getInitialDomain

protected abstract double getInitialDomain(double p)

Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:

p - the desired probability for the critical value

Returns:

initial domain value

getDomainLowerBound

protected abstract double getDomainLowerBound(double p)

Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:

p - the desired probability for the critical value

Returns:

domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected abstract double getDomainUpperBound(double p)

Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:

p - the desired probability for the critical value

Returns:

domain value upper bound, i.e. P(X < upper bound) > p