gov.sandia.cognition.statistics

Interface InvertibleCumulativeDistributionFunction<NumberType extends java.lang.Number>

Type Parameters:

NumberType - Type of Number used as the domain.

All Superinterfaces:

java.lang.Cloneable, CloneableSerializable, CumulativeDistributionFunction<NumberType>, Distribution<NumberType>, DistributionWithMean<NumberType>, Evaluator<NumberType,java.lang.Double>, java.io.Serializable, UnivariateDistribution<NumberType>

All Known Implementing Classes:

ExponentialDistribution.CDF, LaplaceDistribution.CDF, LogisticDistribution.CDF, ParetoDistribution.CDF, StudentizedRangeDistribution.CDF, StudentTDistribution.CDF, UniformDistribution.CDF, UnivariateGaussian.CDF

public interface InvertibleCumulativeDistributionFunction<NumberType extends java.lang.Number>
extends CumulativeDistributionFunction<NumberType>

A cumulative distribution function that is empirically invertible.

Since:

3.0

Author:

Kevin R. Dixon

Method Summary

Modifier and Type	Method and Description
NumberType	inverse(double probability) Computes the inverse of the CDF for the given probability.

Methods inherited from interface gov.sandia.cognition.statistics.UnivariateDistribution

getCDF, getMaxSupport, getMeanAsDouble, getMinSupport, getVariance

Methods inherited from interface gov.sandia.cognition.statistics.DistributionWithMean

getMean

Methods inherited from interface gov.sandia.cognition.statistics.Distribution

sample, sample, sampleInto

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Methods inherited from interface gov.sandia.cognition.evaluator.Evaluator

evaluate

Method Detail

inverse

NumberType inverse(double probability)

Computes the inverse of the CDF for the given probability. That is, compute the value "x" such that p=CDF(x).

Parameters:

probability - Probability to invert.

Returns:

Inverse of the CDF for the given probability.