Package jline.api.fj

Class FJ_xmax

java.lang.Object

jline.api.fj.FJ_xmax

public final class FJ_xmax
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	FJ_xmax.FJXmaxNormalResult	Result container for expected maximum of normal distribution.
static final class	FJ_xmax.FJXmaxParetoResult	Result container for expected maximum of Pareto distribution.

Method Summary

Modifier and Type	Method	Description
static double	fj_harmonic(int K)
static double	fj_xmax_2(double lambda)	Expected maximum of 2 i.i.d.
static double	fj_xmax_2(double lambda1, double lambda2)	Expected maximum of 2 exponential random variables.
static double	fj_xmax_approx(int K, double muX, double sigmaX)
static double	fj_xmax_approx(int K, double muX, double sigmaX, String distType)	General approximation for expected maximum of K random variables.
static double	fj_xmax_emma(int K, double mu)	Expected maximum using EMMA.
static double	fj_xmax_erlang(int K, int k, double mu)	Expected maximum of K i.i.d.
static double	fj_xmax_exp(int K, double mu)	Expected maximum of K i.i.d.
static double	fj_xmax_hyperexp(int K, double p1, double mu1, double mu2)	Expected maximum of K i.i.d.
static FJ_xmax.FJXmaxNormalResult	fj_xmax_normal(int K, double mu, double sigma)
static FJ_xmax.FJXmaxNormalResult	fj_xmax_normal(int K, double mu, double sigma, String method)	Expected maximum for normal distribution.
static double	fj_xmax_pareto(int K, double beta)
static double	fj_xmax_pareto(int K, double beta, double k)	Expected maximum for Pareto distribution.
static double	fj_xmax_pareto_char_max(int K, double beta, double k)	Characteristic maximum M_K for Pareto distribution.

Methods inherited from class java.lang.Object

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

Method Details

fj_harmonic

public static double fj_harmonic(int K)

fj_xmax_exp

public static double fj_xmax_exp(int K,
 double mu)

Expected maximum of K i.i.d. exponential random variables.

fj_xmax_2

public static double fj_xmax_2(double lambda1,
 double lambda2)

Expected maximum of 2 exponential random variables.

fj_xmax_2

public static double fj_xmax_2(double lambda)

Expected maximum of 2 i.i.d. exponential random variables (same rate).

fj_xmax_erlang

public static double fj_xmax_erlang(int K,
 int k,
 double mu)

Expected maximum of K i.i.d. Erlang-k random variables.

fj_xmax_hyperexp

public static double fj_xmax_hyperexp(int K,
 double p1,
 double mu1,
 double mu2)

Expected maximum of K i.i.d. Hyperexponential-2 random variables.

fj_xmax_normal

public static FJ_xmax.FJXmaxNormalResult fj_xmax_normal(int K,
 double mu,
 double sigma,
 String method)

Expected maximum for normal distribution.

fj_xmax_normal

public static FJ_xmax.FJXmaxNormalResult fj_xmax_normal(int K,
 double mu,
 double sigma)

fj_xmax_pareto

public static double fj_xmax_pareto(int K,
 double beta,
 double k)

Expected maximum for Pareto distribution.

fj_xmax_pareto

public static double fj_xmax_pareto(int K,
 double beta)

fj_xmax_pareto_char_max

public static double fj_xmax_pareto_char_max(int K,
 double beta,
 double k)

Characteristic maximum M_K for Pareto distribution.

fj_xmax_approx

public static double fj_xmax_approx(int K,
 double muX,
 double sigmaX,
 String distType)

General approximation for expected maximum of K random variables.

fj_xmax_approx

public static double fj_xmax_approx(int K,
 double muX,
 double sigmaX)

fj_xmax_emma

public static double fj_xmax_emma(int K,
 double mu)

Expected maximum using EMMA.