Class OrderStatisticsDistribution

  • All Implemented Interfaces:
    ProbabilityDistribution, UnivariateEVD

    public class OrderStatisticsDistribution
    extends Object
    implements UnivariateEVD
    The asymptotic nondegenerate distributions of the r-th smallest (largest) order statistic.

    The R equivalent functions are evd::dorder, evd::porder, evd::rorder.

    • Constructor Summary

      Constructors 
      Constructor Description
      OrderStatisticsDistribution​(ProbabilityDistribution dist, int nIIDs, int order)
      Create an instance with the probability distribution of \(X\), the number of iid samples to be drawn, and the order statistic.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double cdf​(double x)
      Gets the cumulative probability F(x) = Pr(X ≤ x).
      double density​(double x)
      The density function, which, if exists, is the derivative of F.
      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 x)
      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.