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