R1NonCentralWilsonHaferty

java.lang.Object

org.drip.measure.continuous.R1Univariate

org.drip.measure.chisquare.R1WilsonHilferty

org.drip.measure.chisquare.R1NonCentralWilsonHaferty

Direct Known Subclasses:: R1NonCentralAbdelAty, R1NonCentralCLTProxy, R1NonCentralSankaran

public abstract class R1NonCentralWilsonHaferty
extends R1WilsonHilferty

R1NonCentralWilsonHaferty implements the Wilson-Haferty Transform for the R¹ Non-central Chi-Square Distribution. The References are:

Johnson, N. L., S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions 2^nd Edition John Wiley and Sons
Muirhead, R. (2005): Aspects of Multivariate Statistical Theory 2^nd 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

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = Chi-Square Distribution Implementation/Properties

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type Method Description

R1NonCentralParameters parameters()
Retrieve the R¹ Non-Central Parameters

Methods inherited from class org.drip.measure.chisquare.R1WilsonHilferty
cumulative, degreesOfFreedom, density, excessKurtosis, invCumulative, inverseTransform, mean, median, mode, momentGeneratingFunction, probabilityGeneratingFunction, r1UnivariateNormal, skewness, support, transform, variance

Methods inherited from class org.drip.measure.continuous.R1Univariate
bPOE, centralMoment, cvar, differentialEntropy, expectedShortfall, fisherInformation, histogram, incremental, iqr, kullbackLeiblerDivergence, nonCentralMoment, populationCentralMeasures, quantile, random, randomArray, supported, tukeyAnomaly, tukeyCriterion

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details
- parameters
  
  public R1NonCentralParameters parameters()
  
  Retrieve the R¹ Non-Central Parameters
  
  Returns:
  
  The R¹ Non-Central Parameters