JSci.maths.statistics.NormalDistribution Maven / Gradle / Ivy

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JSci is a set of open source Java packages. The aim is to encapsulate scientific methods/principles in the most natural way possible. As such they should greatly aid the development of scientific based software. It offers: abstract math interfaces, linear algebra (support for various matrix and vector types), statistics (including probability distributions), wavelets, newtonian mechanics, chart/graph components (AWT and Swing), MathML DOM implementation, ... Note: some packages, like javax.comm, for the astro and instruments package aren't listed as dependencies (not available).

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package JSci.maths.statistics;

import JSci.maths.*;

/**
* The NormalDistribution class provides an object for encapsulating normal distributions.
* @version 1.1
* @author Jaco van Kooten
*/
public final class NormalDistribution extends ProbabilityDistribution implements NumericalConstants {
        private double mean,variance;
        private double pdfDenominator,cdfDenominator;

        /**
        * Constructs the standard normal distribution (zero mean and unity variance).
        */
        public NormalDistribution() {
                this(0.0,1.0);
        }
        /**
        * Constructs a normal distribution.
        * @param mu the mean.
        * @param var the variance.
        */
        public NormalDistribution(double mu,double var) {
                mean=mu;
                if(var<=0.0) 
                        throw new OutOfRangeException("The variance should be (strictly) positive.");
                variance=var;
                pdfDenominator=SQRT2PI*Math.sqrt(variance);
                cdfDenominator=SQRT2*Math.sqrt(variance);
        }
        /**
        * Constructs a normal distribution from a data set.
        * @param array a sample.
        * @author Mark Hale
        */
        public NormalDistribution(double array[]) {
                double sumX=array[0];
                double sumX2=array[0]*array[0];
                for(int i=1;i