public class KolmogorovOneSidedDistribution extends Object implements ProbabilityDistribution
Pn(ε) = Pr{F(x) < min{Fn(x) + ε, 1}}
Constructor and Description |
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KolmogorovOneSidedDistribution(int n)
Construct a one-sided Kolmogorov distribution.
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KolmogorovOneSidedDistribution(int n,
int bigN)
Construct a one-sided Kolmogorov distribution.
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Modifier and Type | Method and Description |
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static double |
asymptoticCDF(double m,
double x)
This is the asymptotic distribution of the one-sided Kolmogorov distribution.
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double |
cdf(double x)
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.
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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 q)
Gets the quantile, the inverse of the cumulative distribution function.
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double |
skew()
Deprecated.
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double |
variance()
Deprecated.
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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()
ProbabilityDistribution
mean
in interface ProbabilityDistribution
@Deprecated public double median()
ProbabilityDistribution
median
in interface ProbabilityDistribution
@Deprecated public double variance()
ProbabilityDistribution
variance
in interface ProbabilityDistribution
@Deprecated public double skew()
ProbabilityDistribution
skew
in interface ProbabilityDistribution
@Deprecated public double kurtosis()
ProbabilityDistribution
kurtosis
in interface ProbabilityDistribution
@Deprecated public double entropy()
ProbabilityDistribution
entropy
in interface ProbabilityDistribution
public double cdf(double x)
ProbabilityDistribution
cdf
in interface ProbabilityDistribution
x
- 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)
ProbabilityDistribution
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile
in interface ProbabilityDistribution
q
- u
, a quantile@Deprecated public double density(double x)
ProbabilityDistribution
f(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 ProbabilityDistribution
x
- x@Deprecated public double moment(double x)
ProbabilityDistribution
E(etX)This may not always exist.
moment
in interface ProbabilityDistribution
x
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