math.stats.distribution.Uniform Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of finwhale Show documentation

Statistical distributions library (in statu nascendi)

The newest version!

/*
 * Copyright 2017 SPZ
 *
 * Licensed 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 math.stats.distribution;

import math.rng.DefaultRng;
import math.rng.PseudoRandom;

/**
 * TODO
 * 
 * https://en.wikipedia.org/wiki/Uniform_distribution_(continuous)
 */
public class Uniform extends AbstractContinuousDistribution {

    private final double a;
    private final double b;

    public Uniform(PseudoRandom prng, double a, double b) {
        super(prng);
        if (b <= a) {
            throw new IllegalArgumentException("b <= a");
        }
        this.a = a;
        this.b = b;
    }

    public Uniform(double a, double b) {
        this(DefaultRng.newPseudoRandom(), a, b);
    }

    public Uniform() {
        this(DefaultRng.newPseudoRandom());
    }

    public Uniform(PseudoRandom prng) {
        this(prng, 0.0, 1.0);
    }

    @Override
    public double pdf(double x) {
        if (x < a || x > b) {
            return 0.0;
        }
        return 1.0 / (b - a);
    }

    @Override
    public double cdf(double x) {
        if (x <= a) {
            return 0.0;
        }
        if (x >= b) {
            return 1.0;
        }
        return (x - a) / (b - a);
    }

    @Override
    public double sample() {
        return a + ((b - a) * prng.nextDouble());
    }

    @Override
    public double mean() {
        return (a + b) / 2.0;
    }

    @Override
    public double variance() {
        return ((b - a) * (b - a)) / 12.0;
    }

    @Override
    public String toString() {
        return getSimpleName(a, b);
    }
}