pal.statistics
Class ChiSquareDistribution

java.lang.Object
  extended by pal.statistics.GammaDistribution
      extended by pal.statistics.ChiSquareDistribution

public class ChiSquareDistribution
extends GammaDistribution

chi-square distribution (distribution of sum of squares of n uniform random variables) (Parameter: n; mean: n; variance: 2*n) The chi-square distribution is a special case of the Gamma distribution (shape parameter = n/2.0, scale = 2.0).

Version:
$Id: ChiSquareDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $
Author:
Korbinian Strimmer

Constructor Summary
ChiSquareDistribution()
           
 
Method Summary
static double cdf(double x, double n)
          cumulative density function of the chi-square distribution
static double mean(double n)
          mean of the chi-square distribution
static double pdf(double x, double n)
          probability density function of the chi-square distribution
static double quantile(double y, double n)
          quantile (inverse cumulative density function) of the chi-square distribution
static double variance(double n)
          variance of the chi-square 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

ChiSquareDistribution

public ChiSquareDistribution()
Method Detail

pdf

public static double pdf(double x,
                         double n)
probability density function of the chi-square distribution

Parameters:
x - argument
n - degrees of freedom
Returns:
pdf value

cdf

public static double cdf(double x,
                         double n)
cumulative density function of the chi-square distribution

Parameters:
x - argument
n - degrees of freedom
Returns:
cdf value

quantile

public static double quantile(double y,
                              double n)
quantile (inverse cumulative density function) of the chi-square distribution

Parameters:
x - argument
n - degrees of freedom
Returns:
icdf value

mean

public static double mean(double n)
mean of the chi-square distribution

Parameters:
n - degrees of freedom
Returns:
mean

variance

public static double variance(double n)
variance of the chi-square distribution

Parameters:
n - degrees of freedom
Returns:
variance