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| ExponentialDistFromMean (double mean) |
| Constructs a new exponential distribution with mean mean . More...
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void | setMean (double mean) |
| Calls umontreal.ssj.probdist.ExponentialDist.setLambda(double) with argument 1/mean to change the mean of this distribution. More...
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| ExponentialDist () |
| Constructs an ExponentialDist object with parameter \(\lambda\) = 1.
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| ExponentialDist (double lambda) |
| Constructs an ExponentialDist object with parameter \(\lambda\) = lambda .
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double | density (double x) |
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double | cdf (double x) |
| Returns the distribution function \(F(x)\). More...
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double | barF (double x) |
| Returns \(\bar{F}(x) = 1 - F(x)\). More...
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double | inverseF (double u) |
| Returns the inverse distribution function \(F^{-1}(u)\), defined in ( inverseF ). More...
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double | getMean () |
| Returns the mean of the distribution function.
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double | getVariance () |
| Returns the variance of the distribution function.
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double | getStandardDeviation () |
| Returns the standard deviation of the distribution function.
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double | getLambda () |
| Returns the value of \(\lambda\) for this object.
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void | setLambda (double lambda) |
| Sets the value of \(\lambda\) for this object.
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double [] | getParams () |
| Return a table containing the parameters of the current distribution.
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String | toString () |
| Returns a String containing information about the current distribution.
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abstract double | density (double x) |
| Returns \(f(x)\), the density evaluated at \(x\). More...
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double | barF (double x) |
| Returns the complementary distribution function. More...
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double | inverseBrent (double a, double b, double u, double tol) |
| Computes the inverse distribution function \(x = F^{-1}(u)\), using the Brent-Dekker method. More...
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double | inverseBisection (double u) |
| Computes and returns the inverse distribution function \(x = F^{-1}(u)\), using bisection. More...
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double | inverseF (double u) |
| Returns the inverse distribution function \(x = F^{-1}(u)\). More...
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double | getMean () |
| Returns the mean. More...
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double | getVariance () |
| Returns the variance. More...
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double | getStandardDeviation () |
| Returns the standard deviation. More...
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double | getXinf () |
| Returns \(x_a\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
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double | getXsup () |
| Returns \(x_b\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
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void | setXinf (double xa) |
| Sets the value \(x_a=\) xa , such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
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void | setXsup (double xb) |
| Sets the value \(x_b=\) xb , such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
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static double | density (double lambda, double x) |
| Computes the density function.
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static double | cdf (double lambda, double x) |
| Computes the distribution function.
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static double | barF (double lambda, double x) |
| Computes the complementary distribution function.
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static double | inverseF (double lambda, double u) |
| Computes the inverse distribution function.
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static double [] | getMLE (double[] x, int n) |
| Estimates the parameter \(\lambda\) of the exponential distribution using the maximum likelihood method, from the \(n\) observations \(x[i]\), \(i = 0, 1,…, n-1\). More...
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static ExponentialDist | getInstanceFromMLE (double[] x, int n) |
| Creates a new instance of an exponential distribution with parameter \(\lambda\) estimated using the maximum likelihood method based on the \(n\) observations \(x[i]\), \(i = 0, 1, …, n-1\). More...
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static double | getMean (double lambda) |
| Computes and returns the mean, \(E[X] = 1/\lambda\), of the exponential distribution with parameter \(\lambda\). More...
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static double | getVariance (double lambda) |
| Computes and returns the variance, \(\mbox{Var}[X] = 1/\lambda^2\), of the exponential distribution with parameter \(\lambda\). More...
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static double | getStandardDeviation (double lambda) |
| Computes and returns the standard deviation of the exponential distribution with parameter \(\lambda\). More...
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int | decPrec = 15 |
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double | supportA = Double.NEGATIVE_INFINITY |
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double | supportB = Double.POSITIVE_INFINITY |
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static final double | XBIG = 100.0 |
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static final double | XBIGM = 1000.0 |
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static final double [] | EPSARRAY |
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Extends the ExponentialDist class with a constructor accepting as argument the mean \(1/\lambda\) instead of the rate \(\lambda\).