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SSJ  V. 2.6.  | 
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See:
          Description
| Class Summary | |
|---|---|
| BiNormalDist | Extends the class ContinuousDistribution2Dim for the bivariate 
 normal distribution. | 
| BiNormalDonnellyDist | Extends the class BiNormalDist for the bivariate 
   normal distribution
   using a translation of Donnelly's FORTRAN code. | 
| BiNormalGenzDist | Extends the class BiNormalDist for the bivariate
 normal distribution
    using Genz's algorithm as described in. | 
| BiStudentDist | Extends the class ContinuousDistribution2Dim for the  standard  bivariate Student's t distribution. | 
| ContinuousDistribution2Dim | Classes implementing 2-dimensional continuous distributions should inherit from this class. | 
| ContinuousDistributionMulti | Classes implementing continuous multi-dimensional distributions should inherit from this class. | 
| DirichletDist | Implements the abstract class ContinuousDistributionMulti for the
 Dirichlet distribution with parameters
 (α1,...,αd), 
 αi > 0. | 
| DiscreteDistributionIntMulti | Classes implementing multi-dimensional discrete distributions over the integers should inherit from this class. | 
| MultinomialDist | Implements the abstract class DiscreteDistributionIntMulti for the
 multinomial distribution with parameters n and
 (p1, ...,pd). | 
| MultiNormalDist | Implements the abstract class ContinuousDistributionMulti for the
 multinormal distribution with mean vector μ and covariance
 matrix 
 Σ. | 
| NegativeMultinomialDist | Implements the class DiscreteDistributionIntMulti for the
 negative multinomial distribution with parameters n > 0 and
 (
 p1,…, pd)  such that all 0 < pi < 1 and  
 ∑i=1dpi < 1. | 
This package contains Java classes providing methods to 
compute mass, density, distribution and complementary
distribution functions for some multi-dimensional discrete
and continuous probability distributions.
It does not generate random numbers for multivariate distributions;
for that, see the package randvarmulti.
We recall that the distribution function of a continuous random
vector 
X = {x1, x2,…, xd} with density 
f (x1, x2,…, xd) over the
 d-dimensional space Rd is
| F(x1, x2,…, xd) | = | P[X1 <= x1, X2 <= x2,…, Xd <= xd] | |
| = | ∫-∞x1∫-∞x2 ... ∫-∞xdf (s1, s2,…, sd) ds1ds2…dsd | 
| F(x1, x2,…, xd) | = | P[X1 <= x1, X2 <= x2,…, Xd <= xd] | |
| = | ∑i1 <= x1∑i2 <= x2 ... ∑id <= xdp(x1, x2,…, xd), | 
We define bar(F), the complementary distribution function of X, as
  | 
SSJ  V. 2.6.  | 
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