DistributionIfc

Represents the basic interface that probability distributions must implement.

Inheritors

Properties

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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}

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abstract fun instance(): DistributionIfc
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abstract fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

open fun invCDF(probabilities: DoubleArray): DoubleArray

Computes x_p where P(X <= x_p) = p for the supplied array of probabilities. Requires that the values within the supplied array are in (0,1)

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abstract fun mean(): Double

Returns the mean or expected value of a distribution

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abstract fun parameters(): DoubleArray

Gets the parameters

abstract fun parameters(params: DoubleArray)

Sets the parameters

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open fun randomVariable(streamNum: Int): RVariableIfc
abstract fun randomVariable(stream: RNStreamIfc): RVariableIfc
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Returns the standard deviation for the distribution as the square root of the variance if it exists

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abstract fun variance(): Double

Returns the variance of the distribution if defined