CDFIfc

fun interface CDFIfc

Provides an interface for functions related to a cumulative distribution function CDF

Author

rossetti

Inheritors

Functions

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abstract fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

Returns an array of probabilities each representing F(x_i). The CDF is evaluated for each point in the input array x and the probabilities are returned in the returned array.

open fun cdf(interval: Interval): Double

Returns the probability of being in the interval, F(upper limit) - F(lower limit) Be careful, this is Pr{lower limit < = X < = upper limit} which includes the lower limit and has implications if the distribution is discrete

open fun cdf(x1: Double, x2: Double): Double

Returns the Pr{x1 <= X <= x2} for the distribution. Be careful, this is Pr{x1 <= X <= x2} which includes the lower limit and has implications if the distribution is discrete

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Computes the complementary cumulative probability distribution function for given value of x. This is P{X > x}