pal.statistics
Class ExponentialDistribution
java.lang.Object
|
+--pal.statistics.GammaDistribution
|
+--pal.statistics.ExponentialDistribution
- public class ExponentialDistribution
- extends GammaDistribution
exponential distribution.
(Parameter: lambda; mean: 1/lambda; variance: 1/lambda^2)
The exponential distribution is a special case of the Gamma distribution
(shape parameter = 1.0, scale = 1/lambda).
Method Summary |
static double |
cdf(double x,
double lambda)
cumulative density function of the exponential distribution |
static double |
mean(double lambda)
mean of the exponential distribution |
static double |
pdf(double x,
double lambda)
probability density function of the exponential distribution
(mean = 1/lambda) |
static double |
quantile(double y,
double lambda)
quantile (inverse cumulative density function) of the exponential distribution |
static double |
variance(double lambda)
variance of the exponential distribution |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
ExponentialDistribution
public ExponentialDistribution()
pdf
public static double pdf(double x,
double lambda)
- probability density function of the exponential distribution
(mean = 1/lambda)
- Parameters:
x
- argumentlambda
- parameter of exponential distribution- Returns:
- pdf value
cdf
public static double cdf(double x,
double lambda)
- cumulative density function of the exponential distribution
- Parameters:
x
- argumentlambda
- parameter of exponential distribution- Returns:
- cdf value
quantile
public static double quantile(double y,
double lambda)
- quantile (inverse cumulative density function) of the exponential distribution
- Parameters:
y
- argumentlambda
- parameter of exponential distribution- Returns:
- icdf value
mean
public static double mean(double lambda)
- mean of the exponential distribution
- Parameters:
lambda
- parameter of exponential distribution- Returns:
- mean
variance
public static double variance(double lambda)
- variance of the exponential distribution
- Parameters:
lambda
- parameter of exponential distribution- Returns:
- variance