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 |
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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.
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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 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()
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 d)
ProbabilityDistribution
cdf
in interface ProbabilityDistribution
d
- xpublic static double asymptoticCDF(double x)
x
- a critical value@Deprecated public double quantile(double u)
ProbabilityDistribution
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile
in interface ProbabilityDistribution
u
- 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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