DistLib
Class normal

java.lang.Object
  |
  +--DistLib.normal

public class normal
extends java.lang.Object


Constructor Summary
normal()
           
 
Method Summary
static double cumulative(double x, double mu, double sigma)
          DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W.
static double density(double x, double mu, double sigma)
          The Normal Density Function
static double quantile(double p, double mu, double sigma)
           
static double random_AhrensDieter(uniform PRNG)
           
static double random(double mu, double sigma, uniform PRNG)
           
static double random(uniform PRNG)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

normal

public normal()
Method Detail

density

public static double density(double x,
                             double mu,
                             double sigma)
The Normal Density Function

cumulative

public static double cumulative(double x,
                                double mu,
                                double sigma)
DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W. J. Cody, Math. Comp., 1969, 631-637. This transportable program uses rational functions that theoretically approximate the normal distribution function to at least 18 significant decimal digits. The accuracy achieved depends on the arithmetic system, the compiler, the intrinsic functions, and proper selection of the machine-dependent constants. REFERENCE Cody, W. D. (1993). ALGORITHM 715: SPECFUN - A Portable FORTRAN Package of Special Function Routines and Test Drivers". ACM Transactions on Mathematical Software. 19, 22-32.

quantile

public static double quantile(double p,
                              double mu,
                              double sigma)

random

public static double random(double mu,
                            double sigma,
                            uniform PRNG)

random_AhrensDieter

public static double random_AhrensDieter(uniform PRNG)

random

public static double random(uniform PRNG)