Package org.djutils.stats

Class DistNormalTable

java.lang.Object

org.djutils.stats.DistNormalTable

public final class DistNormalTable
extends Object

The Normal distribution. For more information on this distribution see http://mathworld.wolfram.com/NormalDistribution.html

Copyright (c) 2002-2021 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See for project information https://simulation.tudelft.nl. The DSOL project is distributed under a three-clause BSD-style license, which can be found at https://simulation.tudelft.nl/dsol/3.0/license.html.

Author:

Peter Jacobs , Alexander Verbraeck

Field Summary

Fields

Modifier and Type	Field	Description
static double[]	CUMULATIVE_NORMAL_PROBABILITIES	CUMULATIVE_NORMAL_PROBABILITIES represents the NORMAL DISTRIBUTION FUNCTION TABLE.
static double	CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE	CUMULATIVE_NORMAL_PROBABILITIES table runs from 0 * sigma to CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE * sigma.

Method Summary

Modifier and Type	Method	Description
static double	getCumulativeProbability(double mu, double sigma, double x)	Returns the cumulative probability of the x-value.
static double	getInverseCumulativeProbability(double mu, double sigma, double cumulativeProbability)	Returns the x-value of the given cumulativePropability.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE

public static final double CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE

CUMULATIVE_NORMAL_PROBABILITIES table runs from 0 * sigma to CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE * sigma.

See Also:

Constant Field Values

CUMULATIVE_NORMAL_PROBABILITIES

public static final double[] CUMULATIVE_NORMAL_PROBABILITIES

CUMULATIVE_NORMAL_PROBABILITIES represents the NORMAL DISTRIBUTION FUNCTION TABLE. In order to keep this table as fast as possible no x values are stored. The range of the table is {0.00,0.01,0.02,...,CUMULATIVE_NORMAL_PROBABILITIES_TABLE_RANGE}, but accuracy is severely lacking after 6.00

Method Detail

getCumulativeProbability

public static double getCumulativeProbability(double mu,
                                              double sigma,
                                              double x)

Returns the cumulative probability of the x-value.

Parameters:

mu - double; mean value

sigma - double; standard deviation

x - double; the observation x

Returns:

double the cumulative probability

Throws:

IllegalArgumentException - when sigma less than 0

getInverseCumulativeProbability

public static double getInverseCumulativeProbability(double mu,
                                                     double sigma,
                                                     double cumulativeProbability)

Returns the x-value of the given cumulativePropability. Result range is limited to approximately 6 sigma.

Parameters:

mu - double; mean value

sigma - double; standard deviation

cumulativeProbability - double; the cumulative probability

Returns:

double the x-value that corresponds closely to the given cumulative probability

Throws:

IllegalArgumentException - when sigma less than 0, or when cumulative probability not between 0 and 1 (inclusive)