public class OrderStatisticsDistribution extends Object implements UnivariateEVD
evd::dorder, evd::porder, evd::rorder.| Constructor and Description |
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OrderStatisticsDistribution(ProbabilityDistribution dist,
int nIIDs,
int order)
Create an instance with the probability distribution of \(X\), the number of iid samples
to be drawn, and the order statistic.
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| Modifier and Type | Method and Description |
|---|---|
double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
The density function, which, if exists, is the derivative of F.
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double |
entropy()
Gets the entropy of this distribution.
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double |
kurtosis()
Gets the excess kurtosis of this distribution.
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double |
logDensity(double x)
Get the logarithm of the probability density function at \(x\), that is, \(\log(f(x))\).
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double |
mean()
Gets the mean of this distribution.
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double |
median()
Gets the median of this distribution.
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double |
moment(double x)
The moment generating function is the expected value of etX.
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double |
quantile(double x)
Gets the quantile, the inverse of the cumulative distribution function.
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double |
skew()
Gets the skewness of this distribution.
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double |
variance()
Gets the variance of this distribution.
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public OrderStatisticsDistribution(ProbabilityDistribution dist, int nIIDs, int order)
dist - the probability distributionnIIDs - the number of independent variablesorder - the order statistic (largest) (1 means smallest, n means largest)public double density(double x)
ProbabilityDistributionf(x) = dF(X) / dxThis may not always exist. For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.
density in interface ProbabilityDistributionx - xpublic double logDensity(double x)
UnivariateEVDlogDensity in interface UnivariateEVDx - \(x\)public double cdf(double x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - xpublic double quantile(double x)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionx - u, a quantilepublic double mean()
ProbabilityDistributionmean in interface ProbabilityDistributionpublic double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tpublic double skew()
ProbabilityDistributionskew in interface ProbabilityDistributionpublic double variance()
ProbabilityDistributionvariance in interface ProbabilityDistributionpublic double median()
ProbabilityDistributionmedian in interface ProbabilityDistributionpublic double kurtosis()
ProbabilityDistributionkurtosis in interface ProbabilityDistributionpublic double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.