Package pal.statistics
Class ExponentialDistribution
- java.lang.Object
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- pal.statistics.GammaDistribution
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- pal.statistics.ExponentialDistribution
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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
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Constructor Summary
Constructors Constructor Description ExponentialDistribution()
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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 distributionstatic double
mean(double lambda)
mean of the exponential distributionstatic 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 distributionstatic double
variance(double lambda)
variance of the exponential distribution
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Method Detail
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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
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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
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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
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mean
public static double mean(double lambda)
mean of the exponential distribution- Parameters:
lambda
- parameter of exponential distribution- Returns:
- mean
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variance
public static double variance(double lambda)
variance of the exponential distribution- Parameters:
lambda
- parameter of exponential distribution- Returns:
- variance
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