public class KolmogorovDistribution extends Object implements ProbabilityDistribution
| Constructor and Description |
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KolmogorovDistribution(int n)
Construct a Kolmogorov distribution for a sample size n.
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KolmogorovDistribution(int n,
int bigN,
boolean rightTailApproximation)
Construct a Kolmogorov distribution for a sample size n.
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| Modifier and Type | Method and Description |
|---|---|
static double |
asymptoticCDF(double x)
This is the asymptotic distribution of the Kolmogorov distribution.
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double |
cdf(double d)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
Deprecated.
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double |
entropy()
Deprecated.
|
double |
kurtosis()
Deprecated.
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double |
mean()
Deprecated.
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double |
median()
Deprecated.
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double |
moment(double x)
Deprecated.
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double |
quantile(double u)
Deprecated.
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double |
skew()
Deprecated.
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double |
variance()
Deprecated.
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public KolmogorovDistribution(int n,
int bigN,
boolean rightTailApproximation)
n - the number of observationsbigN - the threshold to use the asymptotic distribution when n > bigNrightTailApproximation - true if we use the right tail approximation; the accuracy is up to 7 digitspublic KolmogorovDistribution(int n)
n - the number of observations@Deprecated public double mean()
ProbabilityDistributionmean in interface ProbabilityDistribution@Deprecated public double median()
ProbabilityDistributionmedian in interface ProbabilityDistribution@Deprecated public double variance()
ProbabilityDistributionvariance in interface ProbabilityDistribution@Deprecated public double skew()
ProbabilityDistributionskew in interface ProbabilityDistribution@Deprecated public double kurtosis()
ProbabilityDistributionkurtosis in interface ProbabilityDistribution@Deprecated public double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionpublic double cdf(double d)
ProbabilityDistributioncdf in interface ProbabilityDistributiond - xpublic static double asymptoticCDF(double x)
x - a critical value@Deprecated public double quantile(double u)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionu - u, a quantile@Deprecated 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 - x@Deprecated public double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.