public class KolmogorovOneSidedDistribution extends Object implements ProbabilityDistribution
Pn(ε) = Pr{F(x) < min{Fn(x) + ε, 1}}
| Constructor and Description |
|---|
KolmogorovOneSidedDistribution(int n)
Construct a one-sided Kolmogorov distribution.
|
KolmogorovOneSidedDistribution(int n,
int bigN)
Construct a one-sided Kolmogorov distribution.
|
| Modifier and Type | Method and Description |
|---|---|
static double |
asymptoticCDF(double m,
double x)
This is the asymptotic distribution of the one-sided Kolmogorov distribution.
|
double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
|
double |
density(double x)
Deprecated.
|
double |
entropy()
Deprecated.
|
double |
kurtosis()
Deprecated.
|
double |
mean()
Deprecated.
|
double |
median()
Deprecated.
|
double |
moment(double x)
Deprecated.
|
double |
quantile(double q)
Gets the quantile, the inverse of the cumulative distribution function.
|
double |
skew()
Deprecated.
|
double |
variance()
Deprecated.
|
public KolmogorovOneSidedDistribution(int n,
int bigN)
n - the number of observationsbigN - the threshold to use the asymptotic distribution when n > bigNpublic KolmogorovOneSidedDistribution(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 x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - xpublic static double asymptoticCDF(double m,
double x)
m - a scaling factor; usually a function of the size of the sample(s)x - xpublic double quantile(double q)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionq - 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.