com.github.signaflo.math.stats.distributions

Interface Distribution

All Known Implementing Classes:

Normal, StudentsT, Uniform

public interface Distribution

A probability distribution.

Method Summary

Modifier and Type	Method and Description
double	quantile(double prob) Compute the value of the quantile function at the given probability.
double	rand() Generate a random value from the distribution.

Method Detail

rand

double rand()

Generate a random value from the distribution.

Returns:

a random value from the distribution.

quantile

double quantile(double prob)

Compute the value of the quantile function at the given probability. See quantile function.

Parameters:

prob - the probability that the random variable X ≤ q, where q is the quantile value.

Returns:

the value of the quantile function at the given probability.