Package jline.lang.processes

Class Normal

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Constructor Summary

      Constructors 
      Constructor Description
      Normal(double mu, double sigma)

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      static Normal fitMean(double mean)
      static Normal fitMeanAndStd(double mean, double std)
      static Normal fitMeanAndVar(double mean, double var)
      double evalCDF(double x) Evaluates the cumulative distribution function (CDF) at the given point.
      double evalLST(double s) Evaluate the Laplace-Stieltjes Transform at s
      double evalPDF(double x)
      double getMean() Gets the mean (expected value) of this distribution.
      double getStd()
      double getVar() Gets the variance of this distribution.
      double getSCV() Gets the squared coefficient of variation (SCV) of this distribution.
      double getSkewness() Gets the skewness of this distribution.
      Array<double> sample(int n) Generates random samples from this distribution using default random generator.
      Array<double> sample(int n, Random random) Generates random samples from this distribution using the specified random generator.
      String toString()

      • Methods inherited from class jline.lang.processes.Distribution

        evalProbInterval, getName, getNumParams, getParam, getRate, getSupport, isContinuous, isDisabled, isDiscrete, isImmediate, isMarkovian, mean, name, numParams, param, rate, scv, setNumParams, setParam, skewness, support, var

      • Methods inherited from class jline.lang.Copyable

        copy

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • Normal

        Normal(double mu, double sigma)

    • Method Detail

      • evalCDF

         double evalCDF(double x)

        Evaluates the cumulative distribution function (CDF) at the given point.

        Returns:

        the CDF value at point t

      • evalLST

         double evalLST(double s)

        Evaluate the Laplace-Stieltjes Transform at s

        Parameters:
        s - the Laplace domain variable
        Returns:

        the LST value at s

      • evalPDF

         double evalPDF(double x)

      • getMean

         double getMean()

        Gets the mean (expected value) of this distribution.

        Returns:

        the mean value

      • getVar

         double getVar()

        Gets the variance of this distribution. Computed as SCV * mean^2.

        Returns:

        the variance

      • getSCV

         double getSCV()

        Gets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2.

        Returns:

        the squared coefficient of variation

      • getSkewness

         double getSkewness()

        Gets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.

        Returns:

        the skewness value

      • sample

         Array<double> sample(int n)

        Generates random samples from this distribution using default random generator.

        Parameters:
        n - the number of samples to generate
        Returns:

        array of random samples

      • sample

         Array<double> sample(int n, Random random)

        Generates random samples from this distribution using the specified random generator.

        Parameters:
        n - the number of samples to generate
        random - the random number generator to use
        Returns:

        array of random samples