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java.lang.Objectpal.statistics.ParetoDistribution
public class ParetoDistribution
Pareto distribution (scale-free distribution without characteristic length scale). Parameters: shape parameter k>0, scale parameter m>0 ("minimum income")
Constructor Summary | |
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ParetoDistribution()
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Method Summary | |
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static double |
cdf(double x,
double k,
double m)
cumulative density function of the Pareto distribution |
static double |
mean(double k,
double m)
mean of the Pareto distribution |
static double |
moment(int n,
double k,
double m)
moments E(X^n) of the Pareto distribution |
static double |
pdf(double x,
double k,
double m)
probability density function of the Pareto distribution |
static double |
quantile(double p,
double k,
double m)
quantile (inverse cumulative density function) of the Pareto distribution |
static double |
variance(double k,
double m)
variance of the Pareto distribution |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public ParetoDistribution()
Method Detail |
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public static double pdf(double x, double k, double m)
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
public static double cdf(double x, double k, double m)
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
public static double quantile(double p, double k, double m)
p
- argument (0 < p < 1)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
public static double mean(double k, double m)
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
public static double variance(double k, double m)
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
public static double moment(int n, double k, double m)
n
- momentk
- shape parameter (>0)m
- scale parameter (>0, "minimum income")
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