Class 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).
    Version:
    $Id: ExponentialDistribution.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 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
    • Constructor Detail

      • ExponentialDistribution

        public ExponentialDistribution()
    • Method Detail

      • pdf

        public static double pdf​(double x,
                                 double lambda)
        probability density function of the exponential distribution (mean = 1/lambda)
        Parameters:
        x - argument
        lambda - 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 - argument
        lambda - 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 - argument
        lambda - 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