org.apache.commons.math.distribution
Class ExponentialDistributionImpl

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

All Implemented Interfaces:

ContinuousDistribution, Distribution, ExponentialDistribution, Serializable

public class ExponentialDistributionImpl

extends AbstractContinuousDistribution

implements ExponentialDistribution, Serializable

The default implementation of ExponentialDistribution

Version:

$Revision: 1.19 $ $Date: 2004/07/24 21:41:36 $

See Also:

Serialized Form

Field Summary

(package private) static long

serialVersionUID Serializable version identifier

Constructor Summary

ExponentialDistributionImpl(double mean)
Create a exponential distribution with the given mean.

Method Summary

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

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

Field Detail

serialVersionUID

static final long serialVersionUID

Serializable version identifier

See Also:

Constant Field Values

Constructor Detail

ExponentialDistributionImpl

public ExponentialDistributionImpl(double mean)

Create a exponential distribution with the given mean.

Parameters:

mean - mean of this distribution.

Method Detail

setMean

public void setMean(double mean)

Modify the mean.

Specified by:

setMean in interface ExponentialDistribution

Parameters:

mean - the new mean.

Throws:

IllegalArgumentException - if mean is not positive.

getMean

public double getMean()

Access the mean.

Specified by:

getMean in interface ExponentialDistribution

Returns:

the mean.

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException

For this disbution, X, this method returns P(X < x). The implementation of this method is based on:

• Exponential Distribution, equation (1).

Specified by:

cumulativeProbability in interface Distribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF for this distribution.

Throws:

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

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.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Overrides:

inverseCumulativeProbability in class AbstractContinuousDistribution

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 < 0 or p > 1.

getDomainLowerBound

protected double getDomainLowerBound(double p)

Access the domain value lower bound, based on p, used to bracket a CDF root.

Specified by:

getDomainLowerBound in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

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

getDomainUpperBound

protected double getDomainUpperBound(double p)

Access the domain value upper bound, based on p, used to bracket a CDF root.

Specified by:

getDomainUpperBound in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

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

getInitialDomain

protected double getInitialDomain(double p)

Access the initial domain value, based on p, used to bracket a CDF root.

Specified by:

getInitialDomain in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

initial domain value