SSJ
V. 1.2.5.

## umontreal.iro.lecuyer.probdist Class ContinuousDistribution

```java.lang.Object
umontreal.iro.lecuyer.probdist.ContinuousDistribution
```
All Implemented Interfaces:
Distribution
Direct Known Subclasses:
BetaDist, CauchyDist, ChiDist, ChiSquareDist, ExponentialDist, ExtremeValueDist, FatigueLifeDist, FisherFDist, GammaDist, HyperbolicSecantDist, InverseGaussianDist, JohnsonSBDist, JohnsonSUDist, LaplaceDist, LogisticDist, LoglogisticDist, LognormalDist, NormalDist, ParetoDist, Pearson5Dist, Pearson6Dist, PiecewiseLinearEmpiricalDist, StudentDist, TriangularDist, TruncatedDist, UniformDist, WeibullDist

`public abstract class ContinuousDistributionextends Objectimplements Distribution`

Classes implementing continuous distributions should inherit from this class. Such distributions are characterized by a density function f (x), thus the signature of a density method is supplied here. This class also provides default implementations of bar(F)(x) and of F-1(u), the latter using binary search to find the inverse of a generic distribution function F. The integer decPrec defines the target number of decimals of precision when approximating a distribution function, but there is no guarantee that this target is always attained.

Field Summary
` int` `decPrec`

Constructor Summary
`ContinuousDistribution()`

Method Summary
` double` `barF(double x)`
Returns bar(F)(x) = 1 - F(x).
`abstract  double` `density(double x)`
Returns f (x), the density of X evaluated at x.
` double` `inverseBisection(double u)`

` double` ```inverseBrent(double a, double b, double u, double tol)```
Computes the inverse distribution function x = F-1(u) using the Brent-Dekker method.
` double` `inverseF(double u)`
Computes and returns the inverse distribution function F-1(u), defined in.

Methods inherited from class java.lang.Object
`equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Methods inherited from interface umontreal.iro.lecuyer.probdist.Distribution
`cdf, getMean, getStandardDeviation, getVariance`

Field Detail

### decPrec

`public int decPrec`
Constructor Detail

### ContinuousDistribution

`public ContinuousDistribution()`
Method Detail

### density

`public abstract double density(double x)`
Returns f (x), the density of X evaluated at x.

Parameters:
`x` - value at which the density is evaluated
Returns:
density function evaluated at x

### inverseBrent

```public double inverseBrent(double a,
double b,
double u,
double tol)```
Computes the inverse distribution function x = F-1(u) using the Brent-Dekker method. The interval [a, b] must contain the root x such that F(a) < u < F(b). The calculations are done with an approximate precision of tol. Returns x = F-1(u).

Parameters:
`a` - left endpoint of initial interval
`b` - right endpoint of initial interval
`u` - value at which the inverse distribution function is evaluated
`tol` - accuracy goal
Returns:
inverse distribution function evaluated at u

### barF

`public double barF(double x)`
Description copied from interface: `Distribution`
Returns bar(F)(x) = 1 - F(x).

Specified by:
`barF` in interface `Distribution`
Parameters:
`x` - value at which the complementary distribution function is evaluated
Returns:
complementary distribution function evaluated at x

### inverseF

`public double inverseF(double u)`
Description copied from interface: `Distribution`
Computes and returns the inverse distribution function F-1(u), defined in.

Specified by:
`inverseF` in interface `Distribution`
Parameters:
`u` - value in the interval (0, 1) for which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

### inverseBisection

`public double inverseBisection(double u)`

SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.