umontreal.iro.lecuyer.gof
Class FDist

java.lang.Object
  umontreal.iro.lecuyer.gof.FDist

public class FDist
extends Object

This class provides methods to compute (or approximate) the distribution functions of special types of goodness-of-fit test statistics.

Method Summary

static double	kolmogorovSmirnovPlusJumpOne(int N, double a, double x) Similar to KolmogorovSmirnovPlusDist but for the case where the distribution function F has a jump of size a at a given point x0, is zero at the left of x0, and is continuous at the right of x0.
static double	scan(int N, double d, int m) Returns F(m), the distribution function of the scan statistic with parameters N and d, evaluated at m.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

kolmogorovSmirnovPlusJumpOne

public static double kolmogorovSmirnovPlusJumpOne(int N,
                                                  double a,
                                                  double x)

Similar to KolmogorovSmirnovPlusDist but for the case where the distribution function F has a jump of size a at a given point x₀, is zero at the left of x₀, and is continuous at the right of x₀. Restriction: 0 < a < 1.

Parameters:

N - sample size

a - size of the jump

x - positive or negative Kolmogorov-Smirnov statistic

Returns:

the distribution function of the statistic evaluated at x

scan

public static double scan(int N,
                          double d,
                          int m)

Returns F(m), the distribution function of the scan statistic with parameters N and d, evaluated at m. For a description of this statistic and its distribution, see scan, which computes its complementary distribution bar(F)(m) = 1 - F(m - 1).

Parameters:

N - sample size ( >= 2)

d - length of the test interval (∈(0, 1))

m - scan statistic

Returns:

the distribution function of the statistic evaluated at m