Package pal.statistics
Class ExponentialDistribution
java.lang.Object
pal.statistics.GammaDistribution
pal.statistics.ExponentialDistribution
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 -
Method Summary
Modifier and TypeMethodDescriptionstatic 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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Constructor Details
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ExponentialDistribution
public ExponentialDistribution()
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Method Details
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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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