Class Normal

All Implemented Interfaces:
Serializable, Copyable

public class Normal extends ContinuousDistribution implements Serializable
A normal (Gaussian) distribution.
See Also:
  • Constructor Details

    • Normal

      public Normal(double mu, double sigma)
  • Method Details

    • fitMean

      public static Normal fitMean(double mean)
    • fitMeanAndStd

      public static Normal fitMeanAndStd(double mean, double std)
    • fitMeanAndVar

      public static Normal fitMeanAndVar(double mean, double var)
    • evalCDF

      public double evalCDF(double x)
      Description copied from class: Distribution
      Evaluates the cumulative distribution function (CDF) at the given point.
      Specified by:
      evalCDF in class Distribution
      Parameters:
      x - the point at which to evaluate the CDF
      Returns:
      the CDF value at point t
    • evalLST

      public double evalLST(double s)
      Description copied from class: Distribution
      Evaluate the Laplace-Stieltjes Transform at s
      Specified by:
      evalLST in class ContinuousDistribution
      Parameters:
      s - the Laplace domain variable
      Returns:
      the LST value at s
    • evalPDF

      public double evalPDF(double x)
    • getMean

      public double getMean()
      Description copied from class: Distribution
      Gets the mean (expected value) of this distribution.
      Specified by:
      getMean in class Distribution
      Returns:
      the mean value
    • getStd

      public double getStd()
    • getVar

      public double getVar()
      Description copied from class: Distribution
      Gets the variance of this distribution. Computed as SCV * mean^2.
      Overrides:
      getVar in class Distribution
      Returns:
      the variance
    • getSCV

      public double getSCV()
      Description copied from class: Distribution
      Gets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2.
      Specified by:
      getSCV in class Distribution
      Returns:
      the squared coefficient of variation
    • getSkewness

      public double getSkewness()
      Description copied from class: Distribution
      Gets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.
      Specified by:
      getSkewness in class Distribution
      Returns:
      the skewness value
    • sample

      public double[] sample(int n)
      Description copied from class: Distribution
      Generates random samples from this distribution using default random generator.
      Overrides:
      sample in class Distribution
      Parameters:
      n - the number of samples to generate
      Returns:
      array of random samples
    • sample

      public double[] sample(int n, Random random)
      Description copied from class: Distribution
      Generates random samples from this distribution using the specified random generator.
      Specified by:
      sample in class Distribution
      Parameters:
      n - the number of samples to generate
      random - the random number generator to use
      Returns:
      array of random samples
    • getProcess

      public MatrixCell getProcess()
      Description copied from class: ContinuousDistribution
      Gets the process representation with actual distribution parameters. Returns a MatrixCell containing the distribution parameters.
      Specified by:
      getProcess in class ContinuousDistribution
      Returns:
      MatrixCell with distribution-specific parameters
    • toString

      public String toString()
      Overrides:
      toString in class Object