pal.statistics
Class GammaDistribution

java.lang.Object
  extended by pal.statistics.GammaDistribution
Direct Known Subclasses:
ChiSquareDistribution, ExponentialDistribution

public class GammaDistribution
extends java.lang.Object

gamma distribution. (Parameters: shape, scale; mean: scale*shape; variance: scale^2*shape)

Version:
$Id: GammaDistribution.java,v 1.3 2001/07/13 14:39:13 korbinian Exp $
Author:
Korbinian Strimmer

Constructor Summary
GammaDistribution()
           
 
Method Summary
static double cdf(double x, double shape, double scale)
          cumulative density function of the Gamma distribution
static double mean(double shape, double scale)
          mean of the Gamma distribution
static double pdf(double x, double shape, double scale)
          probability density function of the Gamma distribution
static double quantile(double y, double shape, double scale)
          quantile (inverse cumulative density function) of the Gamma distribution
static double variance(double shape, double scale)
          variance of the Gamma distribution
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

GammaDistribution

public GammaDistribution()
Method Detail

pdf

public static double pdf(double x,
                         double shape,
                         double scale)
probability density function of the Gamma distribution

Parameters:
x - argument
shape - shape parameter
scale - scale parameter
Returns:
pdf value

cdf

public static double cdf(double x,
                         double shape,
                         double scale)
cumulative density function of the Gamma distribution

Parameters:
x - argument
shape - shape parameter
scale - scale parameter
Returns:
cdf value

quantile

public static double quantile(double y,
                              double shape,
                              double scale)
quantile (inverse cumulative density function) of the Gamma distribution

Parameters:
y - argument
shape - shape parameter
scale - scale parameter
Returns:
icdf value

mean

public static double mean(double shape,
                          double scale)
mean of the Gamma distribution

Parameters:
shape - shape parameter
scale - scale parameter
Returns:
mean

variance

public static double variance(double shape,
                              double scale)
variance of the Gamma distribution

Parameters:
shape - shape parameter
scale - scale parameter
Returns:
variance