Package com.opttek.optquest

Class COptQuestNormalDistribution

java.lang.Object
com.opttek.optquest.COptQuestNormalDistribution
All Implemented Interfaces:
com.opttek.optquest.IProbabilityDistribution
public class COptQuestNormalDistribution extends Object implements com.opttek.optquest.IProbabilityDistribution

  • Constructor Summary

    Constructors
    Constructor
    Description
    COptQuestNormalDistribution(double mean, double sigma)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(double x)
     
    static double
    CDF(double x)
    Computes the CDF of the standard normal distribution at x (mean=0, std=1).
    static double
    CDF(double x, double mean, double sigma)
    Computes the cumulative distribution function (CDF) of the normal distribution at x.
    double
    chaz(double x)
     
    static double
    CHAZ(double x)
    Computes the CHAZ of the standard normal distribution at x (mean=0, std=1).
    static double
    CHAZ(double x, double mean, double sigma)
    Computes the cumulative hazard function (CHAZ) of the normal distribution at x.
    double
    haz(double x)
     
    static double
    HAZ(double x)
    Computes the HAZ of the standard normal distribution at x (mean=0, std=1).
    static double
    HAZ(double x, double mean, double sigma)
    Computes the hazard function (HAZ) of the normal distribution at x.
    double
    pdf(double x)
     
    static double
    PDF(double x)
    Computes the PDF of the standard normal distribution at x (mean=0, std=1).
    static double
    PDF(double x, double mean, double sigma)
    Computes the probability density function (PDF) of the normal distribution at x.
    double
    ppf(double x)
     
    static double
    PPF(double p)
    Computes the PPF of the standard normal distribution for probability p (mean=0, std=1).
    static double
    PPF(double p, double mean, double sigma)
    Computes the percent point function (PPF, inverse CDF) of the normal distribution for probability p.
    double
    sf(double x)
     
    static double
    SF(double x)
    Computes the SF of the standard normal distribution at x (mean=0, std=1).
    static double
    SF(double x, double mean, double sigma)
    Computes the survival function (SF, 1 - CDF) of the normal distribution at x.

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • COptQuestNormalDistribution

      public COptQuestNormalDistribution(double mean, double sigma)

  • Method Details

    • pdf

      public double pdf(double x)
      Specified by:
      pdf in interface com.opttek.optquest.IProbabilityDistribution

    • cdf

      public double cdf(double x)
      Specified by:
      cdf in interface com.opttek.optquest.IProbabilityDistribution

    • ppf

      public double ppf(double x)
      Specified by:
      ppf in interface com.opttek.optquest.IProbabilityDistribution

    • sf

      public double sf(double x)
      Specified by:
      sf in interface com.opttek.optquest.IProbabilityDistribution

    • chaz

      public double chaz(double x)
      Specified by:
      chaz in interface com.opttek.optquest.IProbabilityDistribution

    • haz

      public double haz(double x)
      Specified by:
      haz in interface com.opttek.optquest.IProbabilityDistribution

    • CDF

      public static double CDF(double x, double mean, double sigma)
      Computes the cumulative distribution function (CDF) of the normal distribution at x.
      Parameters:
      x - the value at which to evaluate the CDF
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the CDF value

    • CDF

      public static double CDF(double x)
      Computes the CDF of the standard normal distribution at x (mean=0, std=1).
      Parameters:
      x - the value at which to evaluate the CDF
      Returns:
      the CDF value

    • CHAZ

      public static double CHAZ(double x, double mean, double sigma)
      Computes the cumulative hazard function (CHAZ) of the normal distribution at x.
      Parameters:
      x - the value at which to evaluate the CHAZ
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the CHAZ value

    • CHAZ

      public static double CHAZ(double x)
      Computes the CHAZ of the standard normal distribution at x (mean=0, std=1).
      Parameters:
      x - the value at which to evaluate the CHAZ
      Returns:
      the CHAZ value

    • HAZ

      public static double HAZ(double x, double mean, double sigma)
      Computes the hazard function (HAZ) of the normal distribution at x.
      Parameters:
      x - the value at which to evaluate the HAZ
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the HAZ value

    • HAZ

      public static double HAZ(double x)
      Computes the HAZ of the standard normal distribution at x (mean=0, std=1).
      Parameters:
      x - the value at which to evaluate the HAZ
      Returns:
      the HAZ value

    • PDF

      public static double PDF(double x, double mean, double sigma)
      Computes the probability density function (PDF) of the normal distribution at x.
      Parameters:
      x - the value at which to evaluate the PDF
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the PDF value

    • PDF

      public static double PDF(double x)
      Computes the PDF of the standard normal distribution at x (mean=0, std=1).
      Parameters:
      x - the value at which to evaluate the PDF
      Returns:
      the PDF value

    • PPF

      public static double PPF(double p, double mean, double sigma)
      Computes the percent point function (PPF, inverse CDF) of the normal distribution for probability p.
      Parameters:
      p - the probability (0 ≤ p ≤ 1)
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the PPF value

    • PPF

      public static double PPF(double p)
      Computes the PPF of the standard normal distribution for probability p (mean=0, std=1).
      Parameters:
      p - the probability (0 ≤ p ≤ 1)
      Returns:
      the PPF value

    • SF

      public static double SF(double x, double mean, double sigma)
      Computes the survival function (SF, 1 - CDF) of the normal distribution at x.
      Parameters:
      x - the value at which to evaluate the SF
      mean - the mean (location parameter) of the distribution
      sigma - the standard deviation (sigma parameter) of the distribution
      Returns:
      the SF value

    • SF

      public static double SF(double x)
      Computes the SF of the standard normal distribution at x (mean=0, std=1).
      Parameters:
      x - the value at which to evaluate the SF
      Returns:
      the SF value