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package org.apache.commons.math3.distribution;

import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.OutOfRangeException;

Base interface for distributions on the reals.
Since:3.0
/** * Base interface for distributions on the reals. * * @since 3.0 */
public interface RealDistribution {
For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.
Params:
  • x – the point at which the PMF is evaluated
Returns:the value of the probability mass function at point x
/** * For a random variable {@code X} whose values are distributed according * to this distribution, this method returns {@code P(X = x)}. In other * words, this method represents the probability mass function (PMF) * for the distribution. * * @param x the point at which the PMF is evaluated * @return the value of the probability mass function at point {@code x} */
double probability(double x);
Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the CDF. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.
Params:
  • x – the point at which the PDF is evaluated
Returns:the value of the probability density function at point x
/** * Returns the probability density function (PDF) of this distribution * evaluated at the specified point {@code x}. In general, the PDF is * the derivative of the {@link #cumulativeProbability(double) CDF}. * If the derivative does not exist at {@code x}, then an appropriate * replacement should be returned, e.g. {@code Double.POSITIVE_INFINITY}, * {@code Double.NaN}, or the limit inferior or limit superior of the * difference quotient. * * @param x the point at which the PDF is evaluated * @return the value of the probability density function at point {@code x} */
double density(double x);
For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.
Params:
  • x – the point at which the CDF is evaluated
Returns:the probability that a random variable with this distribution takes a value less than or equal to x
/** * For a random variable {@code X} whose values are distributed according * to this distribution, this method returns {@code P(X <= x)}. In other * words, this method represents the (cumulative) distribution function * (CDF) for this distribution. * * @param x the point at which the CDF is evaluated * @return the probability that a random variable with this * distribution takes a value less than or equal to {@code x} */
double cumulativeProbability(double x);
For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1).
Params:
  • x0 – the exclusive lower bound
  • x1 – the inclusive upper bound
Throws:
Returns:the probability that a random variable with this distribution takes a value between x0 and x1, excluding the lower and including the upper endpoint
Deprecated:As of 3.1. In 4.0, this method will be renamed probability(double x0, double x1).
/** * For a random variable {@code X} whose values are distributed according * to this distribution, this method returns {@code P(x0 < X <= x1)}. * * @param x0 the exclusive lower bound * @param x1 the inclusive upper bound * @return the probability that a random variable with this distribution * takes a value between {@code x0} and {@code x1}, * excluding the lower and including the upper endpoint * @throws NumberIsTooLargeException if {@code x0 > x1} * * @deprecated As of 3.1. In 4.0, this method will be renamed * {@code probability(double x0, double x1)}. */
@Deprecated double cumulativeProbability(double x0, double x1) throws NumberIsTooLargeException;
Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is
  • inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
  • inf{x in R | P(X<=x) > 0} for p = 0.
Params:
  • p – the cumulative probability
Throws:
Returns:the smallest p-quantile of this distribution (largest 0-quantile for p = 0)
/** * Computes the quantile function of this distribution. For a random * variable {@code X} distributed according to this distribution, the * returned value is * <ul> * <li><code>inf{x in R | P(X<=x) >= p}</code> for {@code 0 < p <= 1},</li> * <li><code>inf{x in R | P(X<=x) > 0}</code> for {@code p = 0}.</li> * </ul> * * @param p the cumulative probability * @return the smallest {@code p}-quantile of this distribution * (largest 0-quantile for {@code p = 0}) * @throws OutOfRangeException if {@code p < 0} or {@code p > 1} */
double inverseCumulativeProbability(double p) throws OutOfRangeException;
Use this method to get the numerical value of the mean of this distribution.
Returns:the mean or Double.NaN if it is not defined
/** * Use this method to get the numerical value of the mean of this * distribution. * * @return the mean or {@code Double.NaN} if it is not defined */
double getNumericalMean();
Use this method to get the numerical value of the variance of this distribution.
Returns:the variance (possibly Double.POSITIVE_INFINITY as for certain cases in TDistribution) or Double.NaN if it is not defined
/** * Use this method to get the numerical value of the variance of this * distribution. * * @return the variance (possibly {@code Double.POSITIVE_INFINITY} as * for certain cases in {@link TDistribution}) or {@code Double.NaN} if it * is not defined */
double getNumericalVariance();
Access the lower bound of the support. This method must return the same value as inverseCumulativeProbability(0). In other words, this method must return

inf {x in R | P(X <= x) > 0}.

Returns:lower bound of the support (might be Double.NEGATIVE_INFINITY)
/** * Access the lower bound of the support. This method must return the same * value as {@code inverseCumulativeProbability(0)}. In other words, this * method must return * <p><code>inf {x in R | P(X <= x) > 0}</code>.</p> * * @return lower bound of the support (might be * {@code Double.NEGATIVE_INFINITY}) */
double getSupportLowerBound();
Access the upper bound of the support. This method must return the same value as inverseCumulativeProbability(1). In other words, this method must return

inf {x in R | P(X <= x) = 1}.

Returns:upper bound of the support (might be Double.POSITIVE_INFINITY)
/** * Access the upper bound of the support. This method must return the same * value as {@code inverseCumulativeProbability(1)}. In other words, this * method must return * <p><code>inf {x in R | P(X <= x) = 1}</code>.</p> * * @return upper bound of the support (might be * {@code Double.POSITIVE_INFINITY}) */
double getSupportUpperBound();
Whether or not the lower bound of support is in the domain of the density function. Returns true iff getSupporLowerBound() is finite and density(getSupportLowerBound()) returns a non-NaN, non-infinite value.
Returns:true if the lower bound of support is finite and the density function returns a non-NaN, non-infinite value there
Deprecated:to be removed in 4.0
/** * Whether or not the lower bound of support is in the domain of the density * function. Returns true iff {@code getSupporLowerBound()} is finite and * {@code density(getSupportLowerBound())} returns a non-NaN, non-infinite * value. * * @return true if the lower bound of support is finite and the density * function returns a non-NaN, non-infinite value there * @deprecated to be removed in 4.0 */
@Deprecated boolean isSupportLowerBoundInclusive();
Whether or not the upper bound of support is in the domain of the density function. Returns true iff getSupportUpperBound() is finite and density(getSupportUpperBound()) returns a non-NaN, non-infinite value.
Returns:true if the upper bound of support is finite and the density function returns a non-NaN, non-infinite value there
Deprecated:to be removed in 4.0
/** * Whether or not the upper bound of support is in the domain of the density * function. Returns true iff {@code getSupportUpperBound()} is finite and * {@code density(getSupportUpperBound())} returns a non-NaN, non-infinite * value. * * @return true if the upper bound of support is finite and the density * function returns a non-NaN, non-infinite value there * @deprecated to be removed in 4.0 */
@Deprecated boolean isSupportUpperBoundInclusive();
Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support.
Returns:whether the support is connected or not
/** * Use this method to get information about whether the support is connected, * i.e. whether all values between the lower and upper bound of the support * are included in the support. * * @return whether the support is connected or not */
boolean isSupportConnected();
Reseed the random generator used to generate samples.
Params:
  • seed – the new seed
/** * Reseed the random generator used to generate samples. * * @param seed the new seed */
void reseedRandomGenerator(long seed);
Generate a random value sampled from this distribution.
Returns:a random value.
/** * Generate a random value sampled from this distribution. * * @return a random value. */
double sample();
Generate a random sample from the distribution.
Params:
  • sampleSize – the number of random values to generate
Throws:
Returns:an array representing the random sample
/** * Generate a random sample from the distribution. * * @param sampleSize the number of random values to generate * @return an array representing the random sample * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException * if {@code sampleSize} is not positive */
double[] sample(int sampleSize); }