com.opengamma.strata.math.impl.statistics.distribution

Interface ProbabilityDistribution<T>

Type Parameters:

T - Type of the parameters of the distribution

All Known Implementing Classes:

BivariateNormalDistribution, ChiSquareDistribution, GammaDistribution, GeneralizedExtremeValueDistribution, GeneralizedParetoDistribution, LaplaceDistribution, NonCentralChiSquaredDistribution, NormalDistribution, StudentTDistribution

public interface ProbabilityDistribution<T>

Interface for probability distributions.

Method Summary

Modifier and Type	Method and Description
double	getCDF(T x) Returns the cumulative distribution function for a value
double	getInverseCDF(T p) Given a probability, return the value that returns this cdf
double	getPDF(T x) Return the probability density function for a value
double	nextRandom()

Method Detail

nextRandom

double nextRandom()

Returns:

The next random number from this distribution

getPDF

double getPDF(T x)

Return the probability density function for a value

Parameters:

x - The value, not null

Returns:

The pdf

getCDF

double getCDF(T x)

Returns the cumulative distribution function for a value

Parameters:

x - The value, not null

Returns:

The cdf

getInverseCDF

double getInverseCDF(T p)

Given a probability, return the value that returns this cdf

Parameters:

p - The probability, not null. $0 \geq p \geq 1$

Returns:

The inverse cdf