public class JohnsonSBDistribution extends Distribution
applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name
Constructor and Description |
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JohnsonSBDistribution()
Default constructor: creates a beta distribution with xi and lambda
parameters equal to 1
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JohnsonSBDistribution(double _xi,
double _lambda,
double _gamma,
double _delta)
This general constructor creates a new JohnsonSBDistribution distribution with
specified parameters
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Modifier and Type | Method and Description |
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double |
getCDF(double x)
This method computes the cumulative distribution function
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double |
getDelta()
Get delta
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double |
getDensity(double x)
Define the beta getDensity function
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double |
getGamma()
Get gamma
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double |
getLambda()
Get lambda
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java.lang.String |
getOnlineDescription()
This method returns an online description of this distribution.
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double[] |
getParameters()
This method gets the 4 parameters
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double |
getXi() |
void |
initialize()
used for some subclass to initialize before being used
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double |
inverseCDF(double probability)
Computes the inverse Johnson SB CDF function
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void |
setDelta(double _delta)
This method sets Kurtosis
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void |
setGamma(double _gamma)
This method sets skewness
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void |
setLambda(double _lambda)
This method sets sigma
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void |
setParameters(double _xi,
double _lambda,
double _gamma,
double _delta)
This method sets the parameters, computes the default interval
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void |
setXi(double _xi)
This method sets mean
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double |
simulate()
This method simulates a value from the distribution
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void |
valueChanged(java.util.Observable o,
java.lang.Object arg) |
addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMaxDensity, getMean, getMean, getMedian, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, getVariance, logGamma, paramEstimate, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, update, valueChanged
createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters
public JohnsonSBDistribution(double _xi, double _lambda, double _gamma, double _delta)
xi
- = location meanlambda
- = scale SDgamma
- = shape skewnessdelta
- = shape kurtosispublic JohnsonSBDistribution()
public void initialize()
Distribution
initialize
in class Distribution
public void valueChanged(java.util.Observable o, java.lang.Object arg)
valueChanged
in class Distribution
public void setParameters(double _xi, double _lambda, double _gamma, double _delta)
_xi
- = location_lambda
- = scale_gamma
- = shape_delta
- = shapepublic double[] getParameters()
public double getXi()
public void setXi(double _xi)
public double getLambda()
public void setLambda(double _lambda)
public double getGamma()
public void setGamma(double _gamma)
public double getDelta()
public void setDelta(double _delta)
public double getDensity(double x)
getDensity
in class Distribution
public double getCDF(double x)
getCDF
in class Distribution
x
- = value to evaluate the CDF at
http://www.mathwave.com/articles/johnson_sb_distribution.htmlpublic double inverseCDF(double probability)
inverseCDF
in class Distribution
probability
- - a probability value in [0, 1]public double simulate()
simulate
in class Distribution
public java.lang.String getOnlineDescription()
getOnlineDescription
in class Distribution