org.apache.commons.math.distribution
Class TDistributionImpl

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

All Implemented Interfaces:

ContinuousDistribution, Distribution, Serializable, TDistribution

public class TDistributionImpl

extends AbstractContinuousDistribution

implements TDistribution, Serializable

Default implementation of TDistribution.

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

TDistributionImpl(double degreesOfFreedom)
Create a t distribution using the given degrees of freedom.

Method Summary

double	cumulativeProbability(double x) For this disbution, X, this method returns P(X < x).
double	getDegreesOfFreedom() Access the degrees of freedom.
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	setDegreesOfFreedom(double degreesOfFreedom) Modify the degrees of freedom.

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

TDistributionImpl

public TDistributionImpl(double degreesOfFreedom)

Create a t distribution using the given degrees of freedom.

Parameters:

degreesOfFreedom - the degrees of freedom.

Method Detail

setDegreesOfFreedom

public void setDegreesOfFreedom(double degreesOfFreedom)

Modify the degrees of freedom.

Specified by:

setDegreesOfFreedom in interface TDistribution

Parameters:

degreesOfFreedom - the new degrees of freedom.

getDegreesOfFreedom

public double getDegreesOfFreedom()

Access the degrees of freedom.

Specified by:

getDegreesOfFreedom in interface TDistribution

Returns:

the degrees of freedom.

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException

For this disbution, X, this method returns P(X < x).

Specified by:

cumulativeProbability in interface Distribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF evaluted at x.

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 Double.NEGATIVE_INFINITY 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.

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