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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;

/**
* The ProbabilityDistribution superclass provides an object for encapsulating probability distributions.
* @version 1.0
* @author Jaco van Kooten
*/
public abstract class ProbabilityDistribution extends Object {
        /**
        * Constructs a probability distribution.
        */
        public ProbabilityDistribution() {}
        /**
        * Probability density function.
        * @return the probability that a stochastic variable x has the value X, i.e. P(x=X).
        */
        public abstract double probability(double X);
        /**
        * Cumulative distribution function.
	* @return the probability that a stochastic variable x is less than or equal to X, i.e. P(x<=X).
        */
        public abstract double cumulative(double X);
        /**
	* Inverse of the cumulative distribution function.
        * @return the value X for which P(x<=X).
        */
        public abstract double inverse(double probability);
        /**
	* Check if the range of the argument of the distribution method is between lo and hi.
        * @exception OutOfRangeException If the argument is out of range.
        */
        protected final void checkRange(double x, double lo, double hi) {
                if(xhi)
                        throw new OutOfRangeException("The argument of the distribution method should be between "+lo+" and "+hi+".");
        }
        /**
	* Check if the range of the argument of the distribution method is between 0.0 and 1.0.
        * @exception OutOfRangeException If the argument is out of range.
        */
        protected final void checkRange(double x) {
        	if(x<0.0 || x>1.0)
        		throw new OutOfRangeException("The argument of the distribution method should be between 0.0 and 1.0.");
        }

        private static final double FINDROOT_ACCURACY = 1.0e-15;
        private static final int FINDROOT_MAX_ITERATIONS = 150;
        /**
        * This method approximates the value of X for which P(x<X)=prob.
        * It applies a combination of a Newton-Raphson procedure and bisection method
        * with the value guess as a starting point. Furthermore, to ensure convergency
        * and stability, one should supply an inverval [xLo,xHi] in which the probalility
        * distribution reaches the value prob. The method does no checking, it will produce
        * bad results if wrong values for the parameters are supplied - use it with care.
        */
        protected final double findRoot(double prob,double guess,double xLo,double xHi) {
                double x=guess,xNew=guess;
                double error,pdf,dx=1.0;
                int i=0;
                while(Math.abs(dx)>FINDROOT_ACCURACY && i++xHi || pdf==0.0) {
                                xNew=(xLo+xHi)/2.0;
                                dx=xNew-x;
                        }
                        x=xNew;
                }
                return x;
        }
}