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java.lang.Object umontreal.iro.lecuyer.probdist.ContinuousDistribution umontreal.iro.lecuyer.probdist.AndersonDarlingDist
public class AndersonDarlingDist
Extends the class ContinuousDistribution
for the
Anderson-Darling distribution (see).
Given a sample of n independent uniforms Ui over (0, 1),
the Anderson-Darling statistic An2 is defined by
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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AndersonDarlingDist(int n)
Constructs an Anderson-Darling distribution for a sample of size n. |
Method Summary | |
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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 Anderson-Darling distribution function Fn(x), with parameter n, using Marsaglia's and al. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density of the Anderson-Darling distribution with parameter n. |
int |
getN()
Returns the parameter n of this object. |
double[] |
getParams()
Return an array containing the parameter n of the current distribution. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Computes the inverse x = Fn-1(u) of the Anderson-Darling 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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getMean, getStandardDeviation, getVariance, getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public AndersonDarlingDist(int n)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- 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 Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
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 int getN()
public void setN(int n)
public double[] getParams()
public String toString()
toString
in class Object
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