public class MaximaDistribution extends Object implements UnivariateEVD
evd::dextreme
, evd::pextreme
, evd::qextreme
, evd::rextreme
.Constructor and Description |
---|
MaximaDistribution(ProbabilityDistribution dist,
int nIIDs)
Create an instance with the probability distribution of \(X\), and the number of iid samples
to be drawn.
|
Modifier and Type | Method and Description |
---|---|
double |
cdf(double x)
The cumulative distribution function.
|
double |
density(double x)
The probability density function.
|
double |
entropy()
Gets the entropy of this distribution.
|
double |
kurtosis()
Gets the excess kurtosis of this distribution.
|
double |
logDensity(double x)
Get the logarithm of the probability density function at \(x\), that is, \(\log(f(x))\).
|
double |
mean()
Gets the mean of this distribution.
|
double |
median()
Gets the median of this distribution.
|
double |
moment(double x)
The moment generating function is the expected value of etX.
|
double |
quantile(double p)
Gets the quantile, the inverse of the cumulative distribution function.
|
double |
skew()
Gets the skewness of this distribution.
|
double |
variance()
Gets the variance of this distribution.
|
public MaximaDistribution(ProbabilityDistribution dist, int nIIDs)
dist
- the distribution of \(X\)nIIDs
- the number of independent samplespublic double density(double x)
density
in interface ProbabilityDistribution
x
- \(x\)public double logDensity(double x)
UnivariateEVD
logDensity
in interface UnivariateEVD
x
- \(x\)public double cdf(double x)
cdf
in interface ProbabilityDistribution
x
- \(x\)public double quantile(double p)
ProbabilityDistribution
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile
in interface ProbabilityDistribution
p
- u
, a quantilepublic double mean()
ProbabilityDistribution
mean
in interface ProbabilityDistribution
public double moment(double x)
ProbabilityDistribution
E(etX)This may not always exist.
moment
in interface ProbabilityDistribution
x
- tpublic double skew()
ProbabilityDistribution
skew
in interface ProbabilityDistribution
public double variance()
ProbabilityDistribution
variance
in interface ProbabilityDistribution
public double median()
ProbabilityDistribution
median
in interface ProbabilityDistribution
public double kurtosis()
ProbabilityDistribution
kurtosis
in interface ProbabilityDistribution
public double entropy()
ProbabilityDistribution
entropy
in interface ProbabilityDistribution
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.