org.apache.commons.math.distribution.Distribution Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of commons-math Show documentation

The Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

There is a newer version: 2.2

Show newest version

/*
 * 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: 670469 $ $Date: 2008-06-23 04:01:38 -0400 (Mon, 23 Jun 2008) $
 */
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;
}