Class ChiSquareDistribution


  • public class ChiSquareDistribution
    extends GammaDistribution
    chi-square distribution (distribution of sum of squares of n uniform random variables) (Parameter: n; mean: n; variance: 2*n) The chi-square distribution is a special case of the Gamma distribution (shape parameter = n/2.0, scale = 2.0).
    Version:
    $Id: ChiSquareDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $
    Author:
    Korbinian Strimmer
    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static double cdf​(double x, double n)
      cumulative density function of the chi-square distribution
      static double mean​(double n)
      mean of the chi-square distribution
      static double pdf​(double x, double n)
      probability density function of the chi-square distribution
      static double quantile​(double y, double n)
      quantile (inverse cumulative density function) of the chi-square distribution
      static double variance​(double n)
      variance of the chi-square distribution
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • ChiSquareDistribution

        public ChiSquareDistribution()
    • Method Detail

      • pdf

        public static double pdf​(double x,
                                 double n)
        probability density function of the chi-square distribution
        Parameters:
        x - argument
        n - degrees of freedom
        Returns:
        pdf value
      • cdf

        public static double cdf​(double x,
                                 double n)
        cumulative density function of the chi-square distribution
        Parameters:
        x - argument
        n - degrees of freedom
        Returns:
        cdf value
      • quantile

        public static double quantile​(double y,
                                      double n)
        quantile (inverse cumulative density function) of the chi-square distribution
        Parameters:
        x - argument
        n - degrees of freedom
        Returns:
        icdf value
      • mean

        public static double mean​(double n)
        mean of the chi-square distribution
        Parameters:
        n - degrees of freedom
        Returns:
        mean
      • variance

        public static double variance​(double n)
        variance of the chi-square distribution
        Parameters:
        n - degrees of freedom
        Returns:
        variance