pal.statistics
Class ExponentialDistribution

java.lang.Object
  pal.statistics.GammaDistribution
      pal.statistics.ExponentialDistribution

public class ExponentialDistribution
extends GammaDistribution

exponential distribution. (Parameter: lambda; mean: 1/lambda; variance: 1/lambda^2) The exponential distribution is a special case of the Gamma distribution (shape parameter = 1.0, scale = 1/lambda).

Version:

$Id: ExponentialDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $

Author:

Korbinian Strimmer

Constructor Summary

ExponentialDistribution()

Method Summary

static double	cdf(double x, double lambda) cumulative density function of the exponential distribution
static double	mean(double lambda) mean of the exponential distribution
static double	pdf(double x, double lambda) probability density function of the exponential distribution (mean = 1/lambda)
static double	quantile(double y, double lambda) quantile (inverse cumulative density function) of the exponential distribution
static double	variance(double lambda) variance of the exponential distribution

Methods inherited from class pal.statistics.GammaDistribution

cdf, mean, pdf, quantile, variance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExponentialDistribution

public ExponentialDistribution()

Method Detail

pdf

public static double pdf(double x,
                         double lambda)

probability density function of the exponential distribution (mean = 1/lambda)

Parameters:

x - argument

lambda - parameter of exponential distribution

Returns:

pdf value

cdf

public static double cdf(double x,
                         double lambda)

cumulative density function of the exponential distribution

Parameters:

x - argument

lambda - parameter of exponential distribution

Returns:

cdf value

quantile

public static double quantile(double y,
                              double lambda)

quantile (inverse cumulative density function) of the exponential distribution

Parameters:

y - argument

lambda - parameter of exponential distribution

Returns:

icdf value

mean

public static double mean(double lambda)

mean of the exponential distribution

Parameters:

lambda - parameter of exponential distribution

Returns:

mean

variance

public static double variance(double lambda)

variance of the exponential distribution

Parameters:

lambda - parameter of exponential distribution

Returns:

variance