Package DistLib

Class normal


  • public class normal
    extends java.lang.Object
    • Constructor Summary

      Constructors 
      Constructor Description
      normal()  
    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static double cumulative​(double x, double mu, double sigma)
      DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W.
      static double density​(double x, double mu, double sigma)
      The Normal Density Function
      static double quantile​(double p, double mu, double sigma)  
      static double random​(double mu, double sigma, uniform PRNG)  
      static double random​(uniform PRNG)  
      static double random_AhrensDieter​(uniform PRNG)  
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • normal

        public normal()
    • Method Detail

      • density

        public static double density​(double x,
                                     double mu,
                                     double sigma)
        The Normal Density Function
      • cumulative

        public static double cumulative​(double x,
                                        double mu,
                                        double sigma)
        DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W. J. Cody, Math. Comp., 1969, 631-637. This transportable program uses rational functions that theoretically approximate the normal distribution function to at least 18 significant decimal digits. The accuracy achieved depends on the arithmetic system, the compiler, the intrinsic functions, and proper selection of the machine-dependent constants. REFERENCE Cody, W. D. (1993). ALGORITHM 715: SPECFUN - A Portable FORTRAN Package of Special Function Routines and Test Drivers". ACM Transactions on Mathematical Software. 19, 22-32.
      • quantile

        public static double quantile​(double p,
                                      double mu,
                                      double sigma)
      • random

        public static double random​(double mu,
                                    double sigma,
                                    uniform PRNG)
      • random_AhrensDieter

        public static double random_AhrensDieter​(uniform PRNG)
      • random

        public static double random​(uniform PRNG)