net.maizegenetics.stats.statistics.ExponentialDistribution Maven / Gradle / Ivy
// ExponentialDistribution.java
//
// (c) 1999-2001 PAL Development Core Team
//
// This package may be distributed under the
// terms of the Lesser GNU General Public License (LGPL)
package net.maizegenetics.stats.statistics;
/**
* exponential distribution.
*
* (Parameter: lambda; mean: 1/lambda; variance: 1/lambda^2)
*
* The exponential distribution is a special case of the Gamma distribution
* (shape parameter = 1.0, scale = 1/lambda).
*
* @version $Id: ExponentialDistribution.java,v 1.1 2007/01/12 03:26:16 tcasstevens Exp $
*
* @author Korbinian Strimmer
*/
public class ExponentialDistribution extends GammaDistribution
{
//
// Public stuff
//
/**
* probability density function of the exponential distribution
* (mean = 1/lambda)
*
* @param x argument
* @param lambda parameter of exponential distribution
*
* @return pdf value
*/
public static double pdf(double x, double lambda)
{
return lambda*Math.exp(-lambda*x);
//return pdf(x, 1.0, 1/lambda);
}
/**
* cumulative density function of the exponential distribution
*
* @param x argument
* @param lambda parameter of exponential distribution
*
* @return cdf value
*/
public static double cdf(double x, double lambda)
{
return 1.0-Math.exp(-lambda*x);
//return cdf(x, 1.0, 1/lambda);
}
/**
* quantile (inverse cumulative density function) of the exponential distribution
*
* @param y argument
* @param lambda parameter of exponential distribution
*
* @return icdf value
*/
public static double quantile(double y, double lambda)
{
return -(1.0/lambda)*Math.log(1.0-y);
//return quantile(y, 1.0, 1/lambda);
}
/**
* mean of the exponential distribution
*
* @param lambda parameter of exponential distribution
*
* @return mean
*/
public static double mean(double lambda)
{
return 1.0/(lambda);
}
/**
* variance of the exponential distribution
*
* @param lambda parameter of exponential distribution
*
* @return variance
*/
public static double variance(double lambda)
{
return 1.0/(lambda*lambda);
}
}