JSci.maths.statistics
Class GammaDistribution

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

public final class GammaDistribution

extends ProbabilityDistribution

The GammaDistribution class provides an object for encapsulating gamma distributions.

Constructor Summary

GammaDistribution(double s)
Constructs a gamma distribution.

Method Summary

double	cumulative(double X) Cumulative gamma distribution function.
double	getMean() Returns the mean.
double	getShapeParameter() Returns the shape parameter.
double	getVariance() Returns the variance.
double	inverse(double probability) Inverse of the cumulative gamma distribution function.
double	probability(double X) Probability density function of a gamma 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

GammaDistribution

public GammaDistribution(double s)

Constructs a gamma distribution.

Parameters:

s - the shape parameter.

Method Detail

getShapeParameter

public double getShapeParameter()

Returns the shape parameter.

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 gamma distribution. P(X) = X^s-1 e^-X/(s).

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 gamma 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 gamma distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

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