public class MaximaDistribution extends Object implements UnivariateEVD
evd::dextreme, evd::pextreme, evd::qextreme, evd::rextreme.| Constructor and Description |
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MaximaDistribution(ProbabilityDistribution dist,
int nIIDs)
Create an instance with the probability distribution of \(X\), and the number of iid samples
to be drawn.
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| Modifier and Type | Method and Description |
|---|---|
double |
cdf(double x)
The cumulative distribution function.
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double |
density(double x)
The probability density function.
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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 p)
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 MaximaDistribution(ProbabilityDistribution dist, int nIIDs)
dist - the distribution of \(X\)nIIDs - the number of independent samplespublic double density(double x)
density in interface ProbabilityDistributionx - \(x\)public double logDensity(double x)
UnivariateEVDlogDensity in interface UnivariateEVDx - \(x\)public double cdf(double x)
cdf in interface ProbabilityDistributionx - \(x\)public double quantile(double p)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionp - 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.