Class CdfFromMGKt

  • All Implemented Interfaces:

    
    public final class CdfFromMGKt
    
                        
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    • Constructor Detail

    • Method Detail

      • cdfFromMG

         final static DoubleArray cdfFromMG(Matrix alpha, Matrix A, IntArray x)

        Returns the cumulative distribution function of a matrix-geometric distribution.

        Parameters:
        alpha - The initial vector of the matrix-geometric distribution.
        A - The matrix parameter of the matrix-geometric distribution.
        x - Vector of non-negative integers at which to compute the CDF.
        Returns:

        The probabilities that the matrix-geometrically distributed random variable is less or equal to the corresponding "x" values.