JSci.maths.statistics
Class NormalDistribution

java.lang.Object
  JSci.maths.statistics.ProbabilityDistribution
      JSci.maths.statistics.NormalDistribution

All Implemented Interfaces:

NumericalConstants

public final class NormalDistribution
extends ProbabilityDistribution
implements NumericalConstants

The NormalDistribution class provides an object for encapsulating normal distributions.

Field Summary

Fields inherited from interface JSci.maths.NumericalConstants

GAMMA, GOLDEN_RATIO, LOG10, SQRT2, SQRT2PI, TWO_PI

Constructor Summary

NormalDistribution()
Constructs the standard normal distribution (zero mean and unity variance).

NormalDistribution(double[] array)
Constructs a normal distribution from a data set.

NormalDistribution(double mu, double var)
Constructs a normal distribution.

Method Summary

double	cumulative(double X) Cumulative normal distribution function.
double	getMean() Returns the mean.
double	getVariance() Returns the variance.
double	inverse(double probability) Inverse of the cumulative normal distribution function.
double	probability(double X) Probability density function of a normal (Gaussian) distribution.

Methods inherited from class JSci.maths.statistics.ProbabilityDistribution

checkRange, checkRange, findRoot

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NormalDistribution

public NormalDistribution()

Constructs the standard normal distribution (zero mean and unity variance).

NormalDistribution

public NormalDistribution(double mu,
                          double var)

Constructs a normal distribution.

Parameters:

mu - the mean.

var - the variance.

NormalDistribution

public NormalDistribution(double[] array)

Constructs a normal distribution from a data set.

Parameters:

array - a sample.

Method Detail

getMean

public double getMean()

Returns the mean.

getVariance

public double getVariance()

Returns the variance.

probability

public double probability(double X)

Probability density function of a normal (Gaussian) distribution.

Specified by:

probability in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x has the value X, i.e. P(x=X).

cumulative

public double cumulative(double X)

Cumulative normal distribution function.

Specified by:

cumulative in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x is less then X, i.e. P(x<X).

inverse

public double inverse(double probability)

Inverse of the cumulative normal distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

the value X for which P(x<X).