ExponentialDistributionImpl (Commons Math 2.2 API)

java.lang.Object
- org.apache.commons.math.distribution.AbstractDistribution
- - org.apache.commons.math.distribution.AbstractContinuousDistribution
  - - org.apache.commons.math.distribution.ExponentialDistributionImpl

All Implemented Interfaces:

Serializable, ContinuousDistribution, Distribution, ExponentialDistribution, HasDensity<Double>
```
public class ExponentialDistributionImpl
extends AbstractContinuousDistribution
implements ExponentialDistribution, Serializable
```
The default implementation of ExponentialDistribution.

Version:

$Revision: 1055914 $ $Date: 2011-01-06 16:34:34 +0100 (jeu. 06 janv. 2011) $

See Also:
Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy
- Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
  randomData

Fields
Modifier and Type	Field and Description
`static double`	`DEFAULT_INVERSE_ABSOLUTE_ACCURACY` Default inverse cumulative probability accuracy

Constructor Summary

Constructors
Constructor and Description
`ExponentialDistributionImpl(double mean)` Create a exponential distribution with the given mean.
`ExponentialDistributionImpl(double mean, double inverseCumAccuracy)` Create a exponential distribution with the given mean.

Method Summary

Methods
Modifier and Type	Method and Description
`double`	`cumulativeProbability(double x)` For this distribution, X, this method returns P(X < x).
`double`	`density(double x)` Return the probability density for a particular point.
`double`	`density(Double x)` Deprecated. - use density(double)
`protected double`	`getDomainLowerBound(double p)` Access the domain value lower bound, based on `p`, used to bracket a CDF root.
`protected double`	`getDomainUpperBound(double p)` Access the domain value upper bound, based on `p`, used to bracket a CDF root.
`protected double`	`getInitialDomain(double p)` Access the initial domain value, based on `p`, used to bracket a CDF root.
`double`	`getMean()` Access the mean.
`double`	`getNumericalMean()` Returns the mean of the distribution.
`double`	`getNumericalVariance()` Returns the variance of the distribution.
`protected double`	`getSolverAbsoluteAccuracy()` Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
`double`	`getSupportLowerBound()` Returns the lower bound of the support for the distribution.
`double`	`getSupportUpperBound()` Returns the upper bound of the support for the distribution.
`double`	`inverseCumulativeProbability(double p)` For this distribution, X, this method returns the critical point x, such that P(X < x) = `p`.
`double`	`sample()` Generates a random value sampled from this distribution.
`void`	`setMean(double mean)` Deprecated. as of 2.1 (class will become immutable in 3.0)

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
reseedRandomGenerator, sample

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability

- Field Detail
  - DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
    Default inverse cumulative probability accuracy
    
    Since:
    
    2.1
    
    See Also:
    Constant Field Values
- Constructor Detail
  - ExponentialDistributionImpl
```
public ExponentialDistributionImpl(double mean)
```
    Create a exponential distribution with the given mean.
    
    Parameters:
    mean - mean of this distribution.
  - ExponentialDistributionImpl
```
public ExponentialDistributionImpl(double mean,
                           double inverseCumAccuracy)
```
    Create a exponential distribution with the given mean.
    
    Parameters:
    mean - mean of this distribution.
    inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
    Since:
    
    2.1
- Method Detail
  - setMean
```
@Deprecated
public void setMean(double mean)
```
    Deprecated. as of 2.1 (class will become immutable in 3.0)
    
    Modify the mean.
    
    Specified by:
    
    setMean in interface ExponentialDistribution
    
    Parameters:
    mean - the new mean.
    
    Throws:
    
    IllegalArgumentException - if mean is not positive.
  - getMean
```
public double getMean()
```
    Access the mean.
    
    Specified by:
    
    getMean in interface ExponentialDistribution
    
    Returns:
    the mean.
  - density
```
@Deprecated
public double density(Double x)
```
    Deprecated. - use density(double)
    
    Return the probability density for a particular point.
    
    Specified by:
    
    density in interface ExponentialDistribution
    
    Specified by:
    
    density in interface HasDensity<Double>
    
    Parameters:
    x - The point at which the density should be computed.
    
    Returns:
    The pdf at point x.
  - density
```
public double density(double x)
```
    Return the probability density for a particular point.
    
    Overrides:
    
    density in class AbstractContinuousDistribution
    
    Parameters:
    x - The point at which the density should be computed.
    
    Returns:
    The pdf at point x.
    Since:
    
    2.1
  - cumulativeProbability
```
public double cumulativeProbability(double x)
                             throws MathException
```
    For this distribution, X, this method returns P(X < x). The implementation of this method is based on:
    - Exponential Distribution, equation (1).
    Specified by:
    
    cumulativeProbability in interface Distribution
    
    Parameters:
    x - the value at which the CDF is evaluated.
    
    Returns:
    CDF for this distribution.
    
    Throws:
    
    MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.
  - inverseCumulativeProbability
```
public double inverseCumulativeProbability(double p)
                                    throws MathException
```
    For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
    Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.
    
    Specified by:
    
    inverseCumulativeProbability in interface ContinuousDistribution
    
    Overrides:
    
    inverseCumulativeProbability in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability
    
    Returns:
    x, such that P(X < x) = p
    
    Throws:
    
    MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.
    
    IllegalArgumentException - if p < 0 or p > 1.
  - sample
```
public double sample()
              throws MathException
```
    Generates a random value sampled from this distribution.
    Algorithm Description: Uses the Inversion Method to generate exponentially distributed random values from uniform deviates.
    
    Overrides:
    
    sample in class AbstractContinuousDistribution
    
    Returns:
    random value
    
    Throws:
    
    MathException - if an error occurs generating the random value
    Since:
    
    2.2
  - getDomainLowerBound
```
protected double getDomainLowerBound(double p)
```
    Access the domain value lower bound, based on p, used to bracket a CDF root.
    
    Specified by:
    
    getDomainLowerBound in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    domain value lower bound, i.e. P(X < lower bound) < p
  - getDomainUpperBound
```
protected double getDomainUpperBound(double p)
```
    Access the domain value upper bound, based on p, used to bracket a CDF root.
    
    Specified by:
    
    getDomainUpperBound in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    domain value upper bound, i.e. P(X < upper bound) > p
  - getInitialDomain
```
protected double getInitialDomain(double p)
```
    Access the initial domain value, based on p, used to bracket a CDF root.
    
    Specified by:
    
    getInitialDomain in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    initial domain value
  - getSolverAbsoluteAccuracy
```
protected double getSolverAbsoluteAccuracy()
```
    Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
    
    Overrides:
    
    getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
    
    Returns:
    the solver absolute accuracy
    Since:
    
    2.1
  - getSupportLowerBound
```
public double getSupportLowerBound()
```
    Returns the lower bound of the support for the distribution. The lower bound of the support is always 0, regardless of the mean.
    
    Returns:
    lower bound of the support (always 0)
    Since:
    
    2.2
  - getSupportUpperBound
```
public double getSupportUpperBound()
```
    Returns the upper bound of the support for the distribution. The upper bound of the support is always positive infinity, regardless of the mean.
    
    Returns:
    upper bound of the support (always Double.POSITIVE_INFINITY)
    Since:
    
    2.2
  - getNumericalMean
```
public double getNumericalMean()
```
    Returns the mean of the distribution. For mean parameter k, the mean is k
    
    Returns:
    the mean
    Since:
    
    2.2
  - getNumericalVariance
```
public double getNumericalVariance()
```
    Returns the variance of the distribution. For mean parameter k, the variance is k^2
    
    Returns:
    the variance
    Since:
    
    2.2

Class ExponentialDistributionImpl

Field Summary

Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

Methods inherited from class java.lang.Object

Methods inherited from interface org.apache.commons.math.distribution.Distribution

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Constructor Detail

ExponentialDistributionImpl

ExponentialDistributionImpl

Method Detail

setMean

getMean

density

density

cumulativeProbability

inverseCumulativeProbability

sample

getDomainLowerBound

getDomainUpperBound

getInitialDomain

getSolverAbsoluteAccuracy

getSupportLowerBound

getSupportUpperBound

getNumericalMean

getNumericalVariance