SSJ
V. 1.2.0.

umontreal.iro.lecuyer.probdist
Class ContinuousDistribution2Dim

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution2Dim

public abstract class ContinuousDistribution2Dim
extends Object

Classes implementing 2-dimensionnal continuous distributions should inherit from this class. Such distributions are characterized by a density function f (x, y), thus the signature of a density method is supplied here. This class also provides a default implementation of bar(F)(x, y), the upper CDF. The inverse function F-1(u) represents a curve y = h(x) of constant u. Thus it is not implemented here. The integer decPrec defines the target number of decimals of precision when approximating a distribution function, but there is no guarantee that this target is always attained.


Field Summary
 int decPrec
           
 
Constructor Summary
ContinuousDistribution2Dim()
           
 
Method Summary
 double barF(double x, double y)
          .
abstract  double cdf(double x, double y)
          .
abstract  double density(double x, double y)
          Returns f (x, y), the density of (X, Y) evaluated at (x, y).
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

decPrec

public int decPrec
Constructor Detail

ContinuousDistribution2Dim

public ContinuousDistribution2Dim()
Method Detail

density

public abstract double density(double x,
                               double y)
Returns f (x, y), the density of (X, Y) evaluated at (x, y).

Parameters:
x - value x at which the density is evaluated
y - value y at which the density is evaluated
Returns:
density function evaluated at (x, y)

cdf

public abstract double cdf(double x,
                           double y)
. Computes and returns the distribution function F(x, y):

F(x, y) = P[X <= x, Y <= y] = ∫-∞xds-∞ydt f (s, t).

Parameters:
x - value x at which the distribution function is evaluated
y - value y at which the distribution function is evaluated
Returns:
distribution function evaluated at (x, y)

barF

public double barF(double x,
                   double y)
. Returns the upper cumulative distribution function bar(F)(x, y):

bar(F)(x, y) = P[X >= x, Y >= y] = ∫xdsydt f (s, t).

The default implementation computes bar(F)(x, y) = 1 + F(x, y) - F(∞, y) - F(x,∞).

Parameters:
x - value x at which the upper distribution is evaluated
y - value y at which the upper distribution is evaluated
Returns:
upper distribution function evaluated at (x, y)

SSJ
V. 1.2.0.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.