SSJ
V. 1.2.5.

umontreal.iro.lecuyer.probdist
Class FatigueLifeDist

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.FatigueLifeDist
All Implemented Interfaces:
Distribution

public class FatigueLifeDist
extends ContinuousDistribution

Extends the class ContinuousDistribution for the Fatigue Life distribution with location parameter μ, scale parameter β and shape parameter γ. Its density is

f (x) = [(((x - μ)/β)1/2 + (β/(x - μ))1/2)/(2γ(x - μ))]φ((((x - μ)/β)1/2 - (β/(x - μ))1/2)/γ),        for x > μ,

where φ is the probability density of the standard normal distribution. The distribution function is given by

F(x) = Φ((((x - μ)/β)1/2 - (β/(x - μ))1/2)/γ),        for x > μ,

where Φ is the standard normal distribution function. Restrictions: β > 0, γ > 0.

The non-static versions of the methods cdf, barF, and inverseF call the static version of the same name.


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
FatigueLifeDist(double mu, double beta, double gamma)
          Constructs a fatigue life distribution with parameters μ, β and γ.
 
Method Summary
 double barF(double x)
          Returns bar(F)(x) = 1 - F(x).
static double barF(double mu, double beta, double gamma, double x)
          Computes the complementary distribution function of the fatigue life distribution with parameters μ, β and γ.
 double cdf(double x)
          Computes and returns the distribution function F(x).
static double cdf(double mu, double beta, double gamma, double x)
          Computes the fatigue life distribution function with parameters μ, β and γ.
 double density(double x)
          Returns f (x), the density of X evaluated at x.
static double density(double mu, double beta, double gamma, double x)
          Computes the density for the fatigue life distribution with parameters μ, β and γ.
 double getBeta()
          Returns the parameter β of this object.
 double getGamma()
          Returns the parameter γ of this object.
static double[] getMaximumLikelihoodEstimate(double[] x, int n, double mu)
          Estimates and returns the parameters [ hat(β), hat(γ)] of the fatigue life distribution using the maximum likelihood method based on the n observations in table x[i], i = 0, 1,…, n - 1.
 double getMean()
          Returns the mean of the distribution function.
static double getMean(double mu, double beta, double gamma)
          Computes and returns the mean E[X] = μ + β(1 + γ2/2) of the fatigue life distribution with parameters μ, β and γ.
 double getMu()
          Returns the parameter μ of this object.
 double getStandardDeviation()
          Returns the standard deviation of the distribution function.
static double getStandardDeviation(double mu, double beta, double gamma)
          Computes and returns the standard deviation of the fatigue life distribution with parameters μ, β and γ.
 double getVariance()
          Returns the variance of the distribution function.
static double getVariance(double mu, double beta, double gamma)
          Computes and returns the variance Var[X] = β2γ2(1 + 5γ2/4) of the fatigue life distribution with parameters μ, β and γ.
 double inverseF(double u)
          Computes and returns the inverse distribution function F-1(u), defined in.
static double inverseF(double mu, double beta, double gamma, double u)
          Computes the inverse of the fatigue life distribution with parameters μ, β and γ.
 void setParams(double mu, double beta, double gamma)
          Sets the parameters μ, β and γ of this object.
 
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
inverseBisection, inverseBrent
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

FatigueLifeDist

public FatigueLifeDist(double mu,
                       double beta,
                       double gamma)
Constructs a fatigue life distribution with parameters μ, β and γ.

Method Detail

density

public double density(double x)
Description copied from class: ContinuousDistribution
Returns f (x), the density of X evaluated at x.

Specified by:
density in class ContinuousDistribution
Parameters:
x - value at which the density is evaluated
Returns:
density function evaluated at x

cdf

public double cdf(double x)
Description copied from interface: Distribution
Computes and returns the distribution function F(x).

Parameters:
x - value at which the distribution function is evaluated
Returns:
distribution function evaluated at x

barF

public double barF(double x)
Description copied from interface: Distribution
Returns bar(F)(x) = 1 - F(x).

Specified by:
barF in interface Distribution
Overrides:
barF in class ContinuousDistribution
Parameters:
x - value at which the complementary distribution function is evaluated
Returns:
complementary distribution function evaluated at x

inverseF

public double inverseF(double u)
Description copied from interface: Distribution
Computes and returns the inverse distribution function F-1(u), defined in.

Specified by:
inverseF in interface Distribution
Overrides:
inverseF in class ContinuousDistribution
Parameters:
u - value in the interval (0, 1) for which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

getMean

public double getMean()
Description copied from interface: Distribution
Returns the mean of the distribution function.


getVariance

public double getVariance()
Description copied from interface: Distribution
Returns the variance of the distribution function.


getStandardDeviation

public double getStandardDeviation()
Description copied from interface: Distribution
Returns the standard deviation of the distribution function.


density

public static double density(double mu,
                             double beta,
                             double gamma,
                             double x)
Computes the density for the fatigue life distribution with parameters μ, β and γ.


cdf

public static double cdf(double mu,
                         double beta,
                         double gamma,
                         double x)
Computes the fatigue life distribution function with parameters μ, β and γ.


barF

public static double barF(double mu,
                          double beta,
                          double gamma,
                          double x)
Computes the complementary distribution function of the fatigue life distribution with parameters μ, β and γ.


inverseF

public static double inverseF(double mu,
                              double beta,
                              double gamma,
                              double u)
Computes the inverse of the fatigue life distribution with parameters μ, β and γ.


getMaximumLikelihoodEstimate

public static double[] getMaximumLikelihoodEstimate(double[] x,
                                                    int n,
                                                    double mu)
Estimates and returns the parameters [ hat(β), hat(γ)] of the fatigue life distribution using the maximum likelihood method based on the n observations in table x[i], i = 0, 1,…, n - 1.

Parameters:
x - the list of observations to use to evaluate parameters
n - the number of observations to use to evaluate parameters
mu - the location parameter
Returns:
returns the parameters [ hat(β), hat(γ)]

getMean

public static double getMean(double mu,
                             double beta,
                             double gamma)
Computes and returns the mean E[X] = μ + β(1 + γ2/2) of the fatigue life distribution with parameters μ, β and γ.

Returns:
the mean of the fatigue life distribution

getVariance

public static double getVariance(double mu,
                                 double beta,
                                 double gamma)
Computes and returns the variance Var[X] = β2γ2(1 + 5γ2/4) of the fatigue life distribution with parameters μ, β and γ.

Returns:
the variance of the fatigue life distribution

getStandardDeviation

public static double getStandardDeviation(double mu,
                                          double beta,
                                          double gamma)
Computes and returns the standard deviation of the fatigue life distribution with parameters μ, β and γ.

Returns:
the standard deviation of the fatigue life distribution

getBeta

public double getBeta()
Returns the parameter β of this object.


getGamma

public double getGamma()
Returns the parameter γ of this object.


getMu

public double getMu()
Returns the parameter μ of this object.


setParams

public void setParams(double mu,
                      double beta,
                      double gamma)
Sets the parameters μ, β and γ of this object.


SSJ
V. 1.2.5.

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