SSJ
V. 2.6.

umontreal.iro.lecuyer.probdist
Class StudentDistQuick

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

public class StudentDistQuick
extends StudentDist

Extends the class StudentDist for the Student t-distribution. Uses methods that are faster but less precise than StudentDist.


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
StudentDistQuick(int n)
          Constructs a StudentDistQuick object with n degrees of freedom.
 
Method Summary
 double barF(double x)
          Returns the complementary distribution function.
static double barF(int n, double x)
          Computes the complementary distribution function bar(F)(x).
 double cdf(double x)
          Returns the distribution function F(x).
static double cdf(int n, double x)
          Returns an approximation of the Student t-distribution function with n degrees of freedom.
 double inverseF(double u)
          Returns the inverse distribution function x = F-1(u).
static double inverseF(int n, double u)
          Returns an approximation of F-1(u), where F is the Student t-distribution function with n degrees of freedom.
 
Methods inherited from class umontreal.iro.lecuyer.probdist.StudentDist
cdf2, density, density, getInstanceFromMLE, getMean, getMean, getMLE, getN, getParams, getStandardDeviation, getStandardDeviation, getVariance, getVariance, setN, toString
 
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

StudentDistQuick

public StudentDistQuick(int n)
Constructs a StudentDistQuick object with n degrees of freedom.

Method Detail

cdf

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

Specified by:
cdf in interface Distribution
Overrides:
cdf in class StudentDist
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 class: ContinuousDistribution
Returns the complementary distribution function. The default implementation computes bar(F)(x) = 1 - F(x).

Specified by:
barF in interface Distribution
Overrides:
barF in class StudentDist
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 class: ContinuousDistribution
Returns the inverse distribution function x = F-1(u). Restrictions: u∈[0, 1].

Specified by:
inverseF in interface Distribution
Overrides:
inverseF in class StudentDist
Parameters:
u - value at which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

cdf

public static double cdf(int n,
                         double x)
Returns an approximation of the Student t-distribution function with n degrees of freedom. Is very poor in the tails but good in the central part of the range.


barF

public static double barF(int n,
                          double x)
Computes the complementary distribution function bar(F)(x).


inverseF

public static double inverseF(int n,
                              double u)
Returns an approximation of F-1(u), where F is the Student t-distribution function with n degrees of freedom. Gives at least 5 decimal digits of precision when n >= 3 . Uses exact formulae for n = 1 and n = 2.


SSJ
V. 2.6.

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