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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.CramerVonMisesDist
public class CramerVonMisesDist
Extends the class ContinuousDistribution for the
Cramér-von Mises distribution (see).
Given a sample of n independent uniforms Ui over [0, 1],
the Cramér-von Mises statistic Wn2 is defined by
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
| Constructor Summary | |
|---|---|
CramerVonMisesDist(int n)
Constructs a Cramér-von Mises distribution for a sample of size n. |
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| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
Computes the complementary distribution function bar(F)n(x) with parameter n. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(int n,
double x)
Computes the Cramér-von Mises distribution function with parameter n. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density function for a Cramér-von Mises distribution with parameter n. |
double |
getMean()
Returns the mean. |
static double |
getMean(int n)
Returns the mean of the distribution with parameter n. |
int |
getN()
Returns the parameter n of this object. |
double[] |
getParams()
Return an array containing the parameter n of this object. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(int n)
Returns the standard deviation of the distribution with parameter n. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(int n)
Returns the variance of the distribution with parameter n. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Computes x = Fn-1(u), where Fn is the Cramér-von Mises distribution with parameter n. |
void |
setN(int n)
Sets the parameter n of this object. |
String |
toString()
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| Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
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public CramerVonMisesDist(int n)
| Method Detail |
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public double density(double x)
ContinuousDistribution
density in class ContinuousDistributionx - value at which the density is evaluated
public double cdf(double x)
Distribution
x - value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class ContinuousDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class ContinuousDistributionu - value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean in interface DistributiongetMean in class ContinuousDistributionpublic double getVariance()
ContinuousDistribution
getVariance in interface DistributiongetVariance in class ContinuousDistributionpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class ContinuousDistribution
public static double density(int n,
double x)
public static double cdf(int n,
double x)
public static double barF(int n,
double x)
public static double inverseF(int n,
double u)
public static double getMean(int n)
public static double getVariance(int n)
public static double getStandardDeviation(int n)
public int getN()
public void setN(int n)
public double[] getParams()
public String toString()
toString in class Object
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