org.jscience.mathematics.statistics
Class ExtremeValueDistribution

java.lang.Object
  extended by org.jscience.mathematics.statistics.Distribution
      extended by org.jscience.mathematics.statistics.ExtremeValueDistribution
All Implemented Interfaces:
java.io.Serializable

public class ExtremeValueDistribution
extends Distribution
implements java.io.Serializable

This class models the exponential-type extreme value distribution. The version for maximums or the version for minimums can be specified.

See Also:
Serialized Form

Field Summary
static int MAXIMUM
          DOCUMENT ME!
static int MINIMUM
          DOCUMENT ME!
 
Fields inherited from class org.jscience.mathematics.statistics.Distribution
CONTINUOUS, DISCRETE, MIXED
 
Constructor Summary
ExtremeValueDistribution()
          This default constructor creates a new ExtremeValueDistribution of type MAXIMUM.
ExtremeValueDistribution(int k)
          This general constructor creates a new ExtremeValueDistribution of a specified type.
 
Method Summary
 double getCDF(double x)
          This method computes the cumulative distribution function.
 double getDensity(double x)
          This method computes the denstiy function.
 double getMaxDensity()
          This method returns the maximum value of the density function.
 double getMean()
          The method returns the mean of the distribution.
 double getOrder()
          This method returns the type parameter.
 double getQuantile(double p)
          This method returns the quantile function
 double getVariance()
          This method returns the variance of the distribution.
 void setOrder(int k)
          This method defines the type and the default domian..
 java.lang.String toString()
          This method returns a string that gives the name of the distribution and the value of the type parameter.
 
Methods inherited from class org.jscience.mathematics.statistics.Distribution
getDomain, getFailureRate, getMedian, getMGF, getMoment, getMoment, getPGF, getSD, getType, setDomain, setDomain, simulate
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

MAXIMUM

public static final int MAXIMUM
DOCUMENT ME!

See Also:
Constant Field Values

MINIMUM

public static final int MINIMUM
DOCUMENT ME!

See Also:
Constant Field Values
Constructor Detail

ExtremeValueDistribution

public ExtremeValueDistribution(int k)
This general constructor creates a new ExtremeValueDistribution of a specified type.

Parameters:
k - the type (maximum or minimum)

ExtremeValueDistribution

public ExtremeValueDistribution()
This default constructor creates a new ExtremeValueDistribution of type MAXIMUM.

Method Detail

setOrder

public void setOrder(int k)
This method defines the type and the default domian..

Parameters:
k - the type parameter (maximum or minimum)

getDensity

public double getDensity(double x)
This method computes the denstiy function.

Specified by:
getDensity in class Distribution
Parameters:
x - a number in the domain of the distribution
Returns:
the probability density at x

getMaxDensity

public double getMaxDensity()
This method returns the maximum value of the density function.

Overrides:
getMaxDensity in class Distribution
Returns:
the maximum value of the probability density function

getMean

public double getMean()
The method returns the mean of the distribution.

Overrides:
getMean in class Distribution
Returns:
the mean

getVariance

public double getVariance()
This method returns the variance of the distribution.

Overrides:
getVariance in class Distribution
Returns:
the variance

getCDF

public double getCDF(double x)
This method computes the cumulative distribution function.

Overrides:
getCDF in class Distribution
Parameters:
x - a number in the domain of the distribution
Returns:
the cumulative distsribution at x.

getQuantile

public double getQuantile(double p)
This method returns the quantile function

Overrides:
getQuantile in class Distribution
Parameters:
p - a number in (0, 1)
Returns:
the quantile of order p

getOrder

public double getOrder()
This method returns the type parameter.

Returns:
the type parameter (maximum or minimum)

toString

public java.lang.String toString()
This method returns a string that gives the name of the distribution and the value of the type parameter.

Overrides:
toString in class Distribution
Returns:
a string giving the name of the distribution and the value of the type parameter