pal.statistics
Class ParetoDistribution
java.lang.Object
|
+--pal.statistics.ParetoDistribution
- public class ParetoDistribution
- extends java.lang.Object
Pareto distribution
(scale-free distribution without characteristic length scale).
Parameters: shape parameter k>0, scale parameter m>0 ("minimum income")
Method Summary |
static double |
cdf(double x,
double k,
double m)
cumulative density function of the Pareto distribution |
static double |
mean(double k,
double m)
mean of the Pareto distribution |
static double |
moment(int n,
double k,
double m)
moments E(X^n) of the Pareto distribution |
static double |
pdf(double x,
double k,
double m)
probability density function of the Pareto distribution |
static double |
quantile(double p,
double k,
double m)
quantile (inverse cumulative density function) of the Pareto distribution |
static double |
variance(double k,
double m)
variance of the Pareto distribution |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
ParetoDistribution
public ParetoDistribution()
pdf
public static double pdf(double x,
double k,
double m)
- probability density function of the Pareto distribution
- Parameters:
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- pdf value
cdf
public static double cdf(double x,
double k,
double m)
- cumulative density function of the Pareto distribution
- Parameters:
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- cdf value
quantile
public static double quantile(double p,
double k,
double m)
- quantile (inverse cumulative density function) of the Pareto distribution
- Parameters:
p
- argument (0 < p < 1)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- icdf value
mean
public static double mean(double k,
double m)
- mean of the Pareto distribution
- Parameters:
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- mean
variance
public static double variance(double k,
double m)
- variance of the Pareto distribution
- Parameters:
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- variance
moment
public static double moment(int n,
double k,
double m)
- moments E(X^n) of the Pareto distribution
- Parameters:
n
- momentk
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- variance