JSci.maths.statistics
Class CauchyDistribution

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

public final class CauchyDistribution
extends ProbabilityDistribution

The CauchyDistribution class provides an object for encapsulating Cauchy distributions.

Constructor Summary

CauchyDistribution()
Constructs the standard Cauchy distribution.

CauchyDistribution(double location, double scale)
Constructs a Cauchy distribution.

Method Summary

double	cumulative(double X) Cumulative Cauchy distribution function.
double	getLocationParameter() Returns the location parameter.
double	getScaleParameter() Returns the scale parameter.
double	inverse(double probability) Inverse of the cumulative Cauchy distribution function.
double	probability(double X) Probability density function of a Cauchy 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

CauchyDistribution

public CauchyDistribution()

Constructs the standard Cauchy distribution.

CauchyDistribution

public CauchyDistribution(double location,
                          double scale)

Constructs a Cauchy distribution.

Parameters:

location - the location parameter.

scale - the scale parameter.

Method Detail

getLocationParameter

public double getLocationParameter()

Returns the location parameter.

getScaleParameter

public double getScaleParameter()

Returns the scale parameter.

probability

public double probability(double X)

Probability density function of a Cauchy distribution. P(X) = /((²+(X-)²)).

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 Cauchy 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 Cauchy distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

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