edu.ucla.stat.SOCR.distributions
Class NormalDistribution

java.lang.Object
  edu.ucla.stat.SOCR.core.SOCRValueSettable
      edu.ucla.stat.SOCR.core.Distribution
          edu.ucla.stat.SOCR.distributions.NormalDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class NormalDistribution
extends Distribution

This class encapsulates the normal distribution with specified (mean, SD) parameters. http://mathworld.wolfram.com/NormalDistribution.html .

Field Summary

static double

C

Fields inherited from class edu.ucla.stat.SOCR.core.Distribution

applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name

Constructor Summary

NormalDistribution()
This default constructor creates a new standard normal distribution

NormalDistribution(double[] distData)

NormalDistribution(double[] distData, boolean calledByModeler)

NormalDistribution(double mu, double sigma)
This general constructor creates a new normal distribution with specified parameter values

NormalDistribution(double mu, double sigma, boolean calledByModeler)

NormalDistribution(float[] distData)

NormalDistribution(float[] distData, boolean calledByModeler)

Method Summary

static double	errorFunction(double value) Compute the Gauss Error Function http://en.wikipedia.org/wiki/Error_function.
static double	GaussErrorFunction(double value) Compute the Gauss Error Function http://en.wikipedia.org/wiki/Error_function.
double	getCDF(double x) This method computes the cumulative distribution function
double	getDensity(double x) This method defines the getDensity function
double	getMaxDensity() This method returns the maximum value of the getDensity function
double	getMean() These methods return the mean
double	getMedian() This method returns the median
double	getMGF(double t) Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.
double	getMu() This method returns the location parameter
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getSigma() This method gets the scale parameter
double	getVariance() These methods return the variance
void	initialize() used for some subclass to initialize before being used
double	inverseStdNormalCDF(double probability) Inverse of the cumulative Standar-Normal distribution function.
void	paramEstimate(double[] distData)
void	setMu(double m) This method sets the location parameter
void	setParameters(double m, double s) This method sets the parameters
void	setSigma(double s) This method sets the scale parameter
double	simulate() This method simulates a value from the distribution
void	valueChanged()

Methods inherited from class edu.ucla.stat.SOCR.core.Distribution

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMean, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, update, valueChanged

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

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

Field Detail

C

public static final double C

Constructor Detail

NormalDistribution

public NormalDistribution(double mu,
                          double sigma)

This general constructor creates a new normal distribution with specified parameter values

NormalDistribution

public NormalDistribution(double[] distData)

NormalDistribution

public NormalDistribution(float[] distData)

NormalDistribution

public NormalDistribution(double mu,
                          double sigma,
                          boolean calledByModeler)

NormalDistribution

public NormalDistribution(double[] distData,
                          boolean calledByModeler)

NormalDistribution

public NormalDistribution(float[] distData,
                          boolean calledByModeler)

NormalDistribution

public NormalDistribution()

This default constructor creates a new standard normal distribution

Method Detail

initialize

public void initialize()

Description copied from class: Distribution

used for some subclass to initialize before being used

Overrides:

initialize in class Distribution

valueChanged

public void valueChanged()

Overrides:

valueChanged in class Distribution

paramEstimate

public void paramEstimate(double[] distData)

Overrides:

paramEstimate in class Distribution

setParameters

public void setParameters(double m,
                          double s)

This method sets the parameters

getDensity

public double getDensity(double x)

This method defines the getDensity function

Specified by:

getDensity in class Distribution

getMaxDensity

public double getMaxDensity()

This method returns the maximum value of the getDensity function

Overrides:

getMaxDensity in class Distribution

getMedian

public double getMedian()

This method returns the median

Overrides:

getMedian in class Distribution

getMean

public double getMean()

These methods return the mean

Overrides:

getMean in class Distribution

getVariance

public double getVariance()

These methods return the variance

Overrides:

getVariance in class Distribution

simulate

public double simulate()

This method simulates a value from the distribution

Overrides:

simulate in class Distribution

getMu

public double getMu()

This method returns the location parameter

setMu

public void setMu(double m)

This method sets the location parameter

getSigma

public double getSigma()

This method gets the scale parameter

setSigma

public void setSigma(double s)

This method sets the scale parameter

getCDF

public double getCDF(double x)

This method computes the cumulative distribution function

Overrides:

getCDF in class Distribution

getMGF

public double getMGF(double t)

Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.

Overrides:

getMGF in class Distribution

inverseStdNormalCDF

public double inverseStdNormalCDF(double probability)

Inverse of the cumulative Standar-Normal distribution function.

Returns:

the value X for which P(x<X). Returns the inverse of the cdf of the normal distribution. Rational approximations giving 16 decimals of precision. J.M. Blair, C.A. Edwards, J.H. Johnson, "Rational Chebyshev approximations for the Inverse of the Error Function", in Mathematics of Computation, Vol. 30, 136, pp 827, (1976)

GaussErrorFunction

public static double GaussErrorFunction(double value)

Compute the Gauss Error Function http://en.wikipedia.org/wiki/Error_function.

errorFunction

public static double errorFunction(double value)

Compute the Gauss Error Function http://en.wikipedia.org/wiki/Error_function.

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution