Package org.drip.measure.chisquare

Class R1NonCentralParameters

java.lang.Object
org.drip.measure.chisquare.R1NonCentralParameters
public class R1NonCentralParameters
extends java.lang.Object
R1NonCentralParameters holds the Parameters used in the R1 Non-central Chi-Square Distribution. The References are:

  • Johnson, N. L., S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions 2nd Edition John Wiley and Sons
  • Muirhead, R. (2005): Aspects of Multivariate Statistical Theory 2nd Edition Wiley
  • Non-central Chi-Squared Distribution (2019): Chi-Squared Function https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
  • Sankaran, M. (1963): Approximations to the Non-Central Chi-Square Distribution Biometrika 50 (1-2) 199-204
  • Young, D. S. (2010): tolerance: An R Package for Estimating Tolerance Intervals Journal of Statistical Software 36 (5) 1-39


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    R1NonCentralParameters​(double degreesOfFreedom, double nonCentralityParameter)
    R1NonCentralParameters Constructor

  • Method Summary

    Modifier and Type Method Description
    double degreesOfFreedom()
    Retrieve the Degrees of Freedom
    double nonCentralityParameter()
    Retrieve the Non-centrality Parameter

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • R1NonCentralParameters

      public R1NonCentralParameters​(double degreesOfFreedom, double nonCentralityParameter) throws java.lang.Exception
      R1NonCentralParameters Constructor
      Parameters:
      degreesOfFreedom - Degrees of Freedom
      nonCentralityParameter - Non-centrality Parameter
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • degreesOfFreedom

      public double degreesOfFreedom()
      Retrieve the Degrees of Freedom
      Returns:
      The Degrees of Freedom

    • nonCentralityParameter

      public double nonCentralityParameter()
      Retrieve the Non-centrality Parameter
      Returns:
      The Non-centrality Parameter