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# Class JSci.maths.statistics.ProbabilityDistribution

    java.lang.Object
       |
       +----JSci.maths.statistics.ProbabilityDistribution

public abstract class ProbabilityDistribution
extends Object

The ProbabilityDistribution superclass provides an object for encapsulating probability distributions.

##

ProbabilityDistribution()
  Constructs a probability distribution.

##

checkRange(double)
  Check if the range of the argument of the distribution method is between 0 and 1.
checkRange(double, double, double)
  Check if the range of the argument of the distribution method is between lo and hi.
cumulative(double)
  Cumulative distribution function.
findRoot(double, double, double, double)
  This method approximates the value of X for which P(x<X)=prob.
inverse(double)
  Inverse of the cumulative distribution function.
probability(double)
  Probability density function.

##

ProbabilityDistribution

     public ProbabilityDistribution()

  Constructs a probability distribution.

##

probability

     public abstract double probability(double X)

  Probability density function.

  Returns:
    the probability that a stochastic variable x has the value X, i.e. P(x=X)

cumulative

     public abstract double cumulative(double X)

  Cumulative distribution function.

  Returns:
    the probability that a stochastic variable x is less then X, i.e. P(x<X)

inverse

     public abstract double inverse(double probability)

  Inverse of the cumulative distribution function.

  Returns:
    the value X for which P(x<X)

checkRange

     protected void checkRange(double x,
                               double lo,
                               double hi)

  Check if the range of the argument of the distribution method is between lo and hi.

checkRange

     protected void checkRange(double x)

  Check if the range of the argument of the distribution method is between 0 and 1.

findRoot

     protected double findRoot(double prob,
                               double guess,
                               double xLo,
                               double xHi)

  This method approximates the value of X for which P(x<X)=prob. It applies a combination of a Newton-Raphson procedure and bisection method with the value guess as a starting point. Furthermore, to ensure convergency and stability, one should supply an inverval [xLo,xHi] in which the probalility distribution reaches the value prob. The method does no checking, it will produce bad results if wrong values for the parameters are supplied - use it with care.

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