public class UniformRealDistribution extends AbstractRealDistribution
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Deprecated.
as of 3.2 not used anymore, will be removed in 4.0
|
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY
Constructor and Description |
---|
UniformRealDistribution()
Create a standard uniform real distribution with lower bound (inclusive)
equal to zero and upper bound (exclusive) equal to one.
|
UniformRealDistribution(double lower,
double upper)
Create a uniform real distribution using the given lower and upper
bounds.
|
UniformRealDistribution(double lower,
double upper,
double inverseCumAccuracy)
Deprecated.
as of 3.2, inverse CDF is now calculated analytically, use
UniformRealDistribution(double, double) instead. |
UniformRealDistribution(RandomGenerator rng,
double lower,
double upper)
Creates a uniform distribution.
|
UniformRealDistribution(RandomGenerator rng,
double lower,
double upper,
double inverseCumAccuracy)
Deprecated.
as of 3.2, inverse CDF is now calculated analytically, use
UniformRealDistribution(RandomGenerator, double, double)
instead. |
Modifier and Type | Method and Description |
---|---|
double |
cumulativeProbability(double x)
For a random variable
X whose values are distributed according
to this distribution, this method returns P(X <= x) . |
double |
density(double x)
Returns the probability density function (PDF) of this distribution
evaluated at the specified point
x . |
double |
getNumericalMean()
Use this method to get the numerical value of the mean of this
distribution.
|
double |
getNumericalVariance()
Use this method to get the numerical value of the variance of this
distribution.
|
double |
getSupportLowerBound()
Access the lower bound of the support.
|
double |
getSupportUpperBound()
Access the upper bound of the support.
|
double |
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.
|
boolean |
isSupportConnected()
Use this method to get information about whether the support is connected,
i.e.
|
boolean |
isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density
function.
|
boolean |
isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density
function.
|
double |
sample()
Generate a random value sampled from this distribution.
|
cumulativeProbability, getSolverAbsoluteAccuracy, logDensity, probability, probability, reseedRandomGenerator, sample
@Deprecated public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
public UniformRealDistribution()
Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (see
sample()
and AbstractRealDistribution.sample(int)
). In case no sampling is
needed for the created distribution, it is advised to pass null
as random generator via the appropriate constructors to avoid the
additional initialisation overhead.
public UniformRealDistribution(double lower, double upper) throws NumberIsTooLargeException
Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (see
sample()
and AbstractRealDistribution.sample(int)
). In case no sampling is
needed for the created distribution, it is advised to pass null
as random generator via the appropriate constructors to avoid the
additional initialisation overhead.
lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).NumberIsTooLargeException
- if lower >= upper
.@Deprecated public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy) throws NumberIsTooLargeException
UniformRealDistribution(double, double)
instead.lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).inverseCumAccuracy
- Inverse cumulative probability accuracy.NumberIsTooLargeException
- if lower >= upper
.@Deprecated public UniformRealDistribution(RandomGenerator rng, double lower, double upper, double inverseCumAccuracy)
UniformRealDistribution(RandomGenerator, double, double)
instead.rng
- Random number generator.lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).inverseCumAccuracy
- Inverse cumulative probability accuracy.NumberIsTooLargeException
- if lower >= upper
.public UniformRealDistribution(RandomGenerator rng, double lower, double upper) throws NumberIsTooLargeException
rng
- Random number generator.lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).NumberIsTooLargeException
- if lower >= upper
.public double density(double x)
x
. In general, the PDF is
the derivative of the CDF
.
If the derivative does not exist at x
, then an appropriate
replacement should be returned, e.g. Double.POSITIVE_INFINITY
,
Double.NaN
, or the limit inferior or limit superior of the
difference quotient.x
- the point at which the PDF is evaluatedx
public double cumulativeProbability(double x)
X
whose values are distributed according
to this distribution, this method returns P(X <= x)
. In other
words, this method represents the (cumulative) distribution function
(CDF) for this distribution.x
- the point at which the CDF is evaluatedx
public double inverseCumulativeProbability(double p) throws OutOfRangeException
X
distributed according to this distribution, the
returned value is
inf{x in R | P(X<=x) >= p}
for 0 < p <= 1
,inf{x in R | P(X<=x) > 0}
for p = 0
.RealDistribution.getSupportLowerBound()
for p = 0
,RealDistribution.getSupportUpperBound()
for p = 1
.inverseCumulativeProbability
in interface RealDistribution
inverseCumulativeProbability
in class AbstractRealDistribution
p
- the cumulative probabilityp
-quantile of this distribution
(largest 0-quantile for p = 0
)OutOfRangeException
- if p < 0
or p > 1
public double getNumericalMean()
lower
and upper bound upper
, the mean is
0.5 * (lower + upper)
.Double.NaN
if it is not definedpublic double getNumericalVariance()
lower
and upper bound upper
, the
variance is (upper - lower)^2 / 12
.Double.POSITIVE_INFINITY
as
for certain cases in TDistribution
) or Double.NaN
if it
is not definedpublic double getSupportLowerBound()
inverseCumulativeProbability(0)
. In other words, this
method must return
inf {x in R | P(X <= x) > 0}
.
public double getSupportUpperBound()
inverseCumulativeProbability(1)
. In other words, this
method must return
inf {x in R | P(X <= x) = 1}
.
public boolean isSupportLowerBoundInclusive()
getSupporLowerBound()
is finite and
density(getSupportLowerBound())
returns a non-NaN, non-infinite
value.public boolean isSupportUpperBoundInclusive()
getSupportUpperBound()
is finite and
density(getSupportUpperBound())
returns a non-NaN, non-infinite
value.public boolean isSupportConnected()
true
public double sample()
sample
in interface RealDistribution
sample
in class AbstractRealDistribution
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