org.apache.commons.math.distribution.Distribution Maven / Gradle / Ivy
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.distribution;
import org.apache.commons.math.MathException;
/**
* Base interface for probability distributions.
*
* @version $Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
*/
public interface Distribution {
/**
* For a random variable X whose values are distributed according
* to this distribution, this method returns P(X ≤ x). In other words,
* this method represents the (cumulative) distribution function, or
* CDF, for this distribution.
*
* @param x the value at which the distribution function is evaluated.
* @return the probability that a random variable with this
* distribution takes a value less than or equal to x
* @throws MathException if the cumulative probability can not be
* computed due to convergence or other numerical errors.
*/
double cumulativeProbability(double x) throws MathException;
/**
* For a random variable X whose values are distributed according
* to this distribution, this method returns P(x0 ≤ X ≤ x1).
*
* @param x0 the (inclusive) lower bound
* @param x1 the (inclusive) upper bound
* @return the probability that a random variable with this distribution
* will take a value between x0 and x1,
* including the endpoints
* @throws MathException if the cumulative probability can not be
* computed due to convergence or other numerical errors.
* @throws IllegalArgumentException if x0 > x1
*/
double cumulativeProbability(double x0, double x1) throws MathException;
}