pal.statistics
Class ExponentialDistribution

java.lang.Object
  extended by pal.statistics.GammaDistribution
      extended by 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
ExponentialDistribution()
           
 
Method Summary
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 Detail

ExponentialDistribution

public ExponentialDistribution()
Method Detail

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