Class DiagonalDistribution

  • All Implemented Interfaces:
    java.io.Serializable, org.apache.commons.math3.distribution.RealDistribution

    public class DiagonalDistribution
    extends org.apache.commons.math3.distribution.AbstractRealDistribution
    A diagonal parallel to the line y = -x is defined by the sum of x and y.

    We cut through two independent distributions along the diagonal line y = xAndY - x. This distribution is an approximation using ApproximateDensityDistribution and is targeted at numerical analysis.

    Author:
    Andreas Rogge-Solti
    See Also:
    Serialized Form
    • Field Summary

      • Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution

        random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY
    • Constructor Summary

      Constructors 
      Constructor Description
      DiagonalDistribution​(org.apache.commons.math3.distribution.RealDistribution distX, org.apache.commons.math3.distribution.RealDistribution distY, double xAndY)
      Creates an approximation of the distribution along the diagonal y = xAndY - x of a joint probability distribution of P(X,Y) = P(X)P(Y)
    • Constructor Detail

      • DiagonalDistribution

        public DiagonalDistribution​(org.apache.commons.math3.distribution.RealDistribution distX,
                                    org.apache.commons.math3.distribution.RealDistribution distY,
                                    double xAndY)
        Creates an approximation of the distribution along the diagonal y = xAndY - x of a joint probability distribution of P(X,Y) = P(X)P(Y)
        Parameters:
        distX - a RealDistribution specifying P(X) - a marginal distribution of P(X,Y)
        distY - a RealDistribution specifying P(Y) - a marginal distribution of P(X,Y)
        xAndY - the constraint that specifies the position of the diagonal line (x+y)
    • Method Detail

      • cumulativeProbability

        public double cumulativeProbability​(double x)
      • density

        public double density​(double x)
        Density calculation assumes INDEPENDENCE of distX and distY!
      • getNumericalMean

        public double getNumericalMean()
      • getNumericalVariance

        public double getNumericalVariance()
      • getSupportLowerBound

        public double getSupportLowerBound()
      • getSupportUpperBound

        public double getSupportUpperBound()
      • isSupportConnected

        public boolean isSupportConnected()
      • isSupportLowerBoundInclusive

        public boolean isSupportLowerBoundInclusive()
      • isSupportUpperBoundInclusive

        @Deprecated
        public boolean isSupportUpperBoundInclusive()
        Deprecated.