com.github.signaflo.math.stats.distributions

Class Normal

java.lang.Object

com.github.signaflo.math.stats.distributions.Normal

All Implemented Interfaces:

Distribution

public final class Normal
extends Object
implements Distribution

A Normal, or Gaussian, probability distribution.

Constructor Summary

Constructors

Constructor and Description
Normal() Create a new standard normal distribution with mean 0 and standard deviation 1.
Normal(double mean, double stdev) Create a new Normal distribution with the given mean and standard deviation.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object o)
int	hashCode()
double	quantile(double prob) Compute the value of the quantile function at the given probability.
double	rand() Generate a random value from the distribution.
String	toString()

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

Normal

public Normal(double mean,
              double stdev)

Create a new Normal distribution with the given mean and standard deviation.

Parameters:

mean - the mean of the distribution.

stdev - the standard deviation of the distribution.

Normal

public Normal()

Create a new standard normal distribution with mean 0 and standard deviation 1.

Method Detail

rand

public final double rand()

Description copied from interface: Distribution

Generate a random value from the distribution.

Specified by:

rand in interface Distribution

Returns:

a random value from the distribution.

quantile

public final double quantile(double prob)

Description copied from interface: Distribution

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

Specified by:

quantile in interface Distribution

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.

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object