pal.statistics

Class GammaDistribution

java.lang.Object

pal.statistics.GammaDistribution

Direct Known Subclasses:

ChiSquareDistribution, ExponentialDistribution

public class GammaDistribution
extends java.lang.Object

gamma distribution. (Parameters: shape, scale; mean: scale*shape; variance: scale^2*shape)

Version:

$Id: GammaDistribution.java,v 1.3 2001/07/13 14:39:13 korbinian Exp $

Author:

Korbinian Strimmer

Constructor Summary

Constructors

Constructor and Description
GammaDistribution()

Method Summary

Methods

Modifier and Type	Method and Description
static double	cdf(double x, double shape, double scale) cumulative density function of the Gamma distribution
static double	mean(double shape, double scale) mean of the Gamma distribution
static double	pdf(double x, double shape, double scale) probability density function of the Gamma distribution
static double	quantile(double y, double shape, double scale) quantile (inverse cumulative density function) of the Gamma distribution
static double	variance(double shape, double scale) variance of the Gamma distribution

Methods inherited from class java.lang.Object

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

Constructor Detail

GammaDistribution

public GammaDistribution()

Method Detail

pdf

public static double pdf(double x,
         double shape,
         double scale)

probability density function of the Gamma distribution

Parameters:

x - argument

shape - shape parameter

scale - scale parameter

Returns:

pdf value

cdf

public static double cdf(double x,
         double shape,
         double scale)

cumulative density function of the Gamma distribution

Parameters:

x - argument

shape - shape parameter

scale - scale parameter

Returns:

cdf value

quantile

public static double quantile(double y,
              double shape,
              double scale)

quantile (inverse cumulative density function) of the Gamma distribution

Parameters:

y - argument

shape - shape parameter

scale - scale parameter

Returns:

icdf value

mean

public static double mean(double shape,
          double scale)

mean of the Gamma distribution

Parameters:

shape - shape parameter

scale - scale parameter

Returns:

mean

variance

public static double variance(double shape,
              double scale)

variance of the Gamma distribution

Parameters:

shape - shape parameter

scale - scale parameter

Returns:

variance