Class ExponentialDistribution

java.lang.Object
pal.statistics.GammaDistribution
pal.statistics.ExponentialDistribution

public class ExponentialDistribution extends GammaDistribution
exponential distribution. (Parameter: lambda; mean: 1/lambda; variance: 1/lambda^2) The exponential distribution is a special case of the Gamma distribution (shape parameter = 1.0, scale = 1/lambda).
Version:
$Id: ExponentialDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $
Author:
Korbinian Strimmer
  • Constructor Summary

    Constructors
    Constructor
    Description
     
  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    cdf(double x, double lambda)
    cumulative density function of the exponential distribution
    static double
    mean(double lambda)
    mean of the exponential distribution
    static double
    pdf(double x, double lambda)
    probability density function of the exponential distribution (mean = 1/lambda)
    static double
    quantile(double y, double lambda)
    quantile (inverse cumulative density function) of the exponential distribution
    static double
    variance(double lambda)
    variance of the exponential distribution

    Methods inherited from class pal.statistics.GammaDistribution

    cdf, mean, pdf, quantile, variance

    Methods inherited from class java.lang.Object

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

    • ExponentialDistribution

      public ExponentialDistribution()
  • Method Details

    • pdf

      public static double pdf(double x, double lambda)
      probability density function of the exponential distribution (mean = 1/lambda)
      Parameters:
      x - argument
      lambda - parameter of exponential distribution
      Returns:
      pdf value
    • cdf

      public static double cdf(double x, double lambda)
      cumulative density function of the exponential distribution
      Parameters:
      x - argument
      lambda - parameter of exponential distribution
      Returns:
      cdf value
    • quantile

      public static double quantile(double y, double lambda)
      quantile (inverse cumulative density function) of the exponential distribution
      Parameters:
      y - argument
      lambda - parameter of exponential distribution
      Returns:
      icdf value
    • mean

      public static double mean(double lambda)
      mean of the exponential distribution
      Parameters:
      lambda - parameter of exponential distribution
      Returns:
      mean
    • variance

      public static double variance(double lambda)
      variance of the exponential distribution
      Parameters:
      lambda - parameter of exponential distribution
      Returns:
      variance