org.apache.commons.math.distribution
Class GammaDistributionImpl

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

All Implemented Interfaces:

ContinuousDistribution, Distribution, GammaDistribution, Serializable

public class GammaDistributionImpl

extends AbstractContinuousDistribution

implements GammaDistribution, Serializable

The default implementation of GammaDistribution

Version:

$Revision: 1.22 $ $Date: 2004/07/24 21:41:36 $

See Also:

Serialized Form

Field Summary

(package private) static long

serialVersionUID Serializable version identifier

Constructor Summary

GammaDistributionImpl(double alpha, double beta)
Create a new gamma distribution with the given alpha and beta values.

Method Summary

double	cumulativeProbability(double x) For this disbution, X, this method returns P(X < x).
double	getAlpha() Access the shape parameter, alpha
double	getBeta() Access the scale parameter, beta
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	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
void	setAlpha(double alpha) Modify the shape parameter, alpha.
void	setBeta(double beta) Modify the scale parameter, beta.

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

GammaDistributionImpl

public GammaDistributionImpl(double alpha,
                             double beta)

Create a new gamma distribution with the given alpha and beta values.

Parameters:

alpha - the shape parameter.

beta - the scale parameter.

Method Detail

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:

• Chi-Squared Distribution, equation (9).
• Casella, G., & Berger, R. (1990). Statistical Inference. Belmont, CA: Duxbury Press.

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 is not a valid probability.

setAlpha

public void setAlpha(double alpha)

Modify the shape parameter, alpha.

Specified by:

setAlpha in interface GammaDistribution

Parameters:

alpha - the new shape parameter.

Throws:

IllegalArgumentException - if alpha is not positive.

getAlpha

public double getAlpha()

Access the shape parameter, alpha

Specified by:

getAlpha in interface GammaDistribution

Returns:

alpha.

setBeta

public void setBeta(double beta)

Modify the scale parameter, beta.

Specified by:

setBeta in interface GammaDistribution

Parameters:

beta - the new scale parameter.

Throws:

IllegalArgumentException - if beta is not positive.

getBeta

public double getBeta()

Access the scale parameter, beta

Specified by:

getBeta in interface GammaDistribution

Returns:

beta.

getDomainLowerBound

protected 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.

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. This method is used by inverseCumulativeProbability(double) to find critical values.

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. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:

getInitialDomain in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

initial domain value