Package org.drip.measure.chisquare

Chi-Square Distribution Implementation/Properties
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    R1Central
    R1Central implements the Probability Density Function for the R1 Central Chi-Square Distribution.
    R1CentralCLTProxy
    R1CentralCLTProxy implements the N (0, 1) CLT Proxy Version for the R1 Chi-Square Distribution.
    R1CentralFisherProxy
    R1CentralFisherProxy implements the Univariate Normal Proxy Version using the Fisher Transformation for the R1 Chi-Square Distribution.
    R1CentralWilsonHilferty
    R1CentralWilsonHilferty implements the Normal Proxy Version for the R1 Chi-Square Distribution using the Wilson-Hilferty Transfomation.
    R1NonCentral
    R1NonCentral implements the Distribution Table for the R1 Non-central Chi-Square Distribution.
    R1NonCentralAbdelAty
    R1NonCentralAbdelAty implements the Abdel-Aty (1954) Wilson-Haferty Approximation for the R1 Non-central Chi-Square Distribution.
    R1NonCentralCLTProxy
    R1NonCentralCLTProxy implements the CLT Proxy Distribution for the R1 Non-central Chi-Square Distribution.
    R1NonCentralComposite
    R1NonCentralComposite implements Composite R1 Non-central Chi-Square Distributions.
    R1NonCentralCumulantInvariant
    R1NonCentralCumulantInvariant implements the Cumulant Invariant Transformation for the R1 Non-central Chi-Square Distribution.
    R1NonCentralParameters
    R1NonCentralParameters holds the Parameters used in the R1 Non-central Chi-Square Distribution.
    R1NonCentralSankaran
    R1NonCentralSankaran implements the Sankaran (1959, 1963) Wilson-Haferty Approximation for the R1 Non-central Chi-Square Distribution.
    R1NonCentralWilsonHaferty
    R1NonCentralWilsonHaferty implements the Wilson-Haferty Transform for the R1 Non-central Chi-Square Distribution.
    R1WilsonHilferty
    R1CentralWilsonHilferty implements the Normal Proxy Version for the R1 Chi-Square Distribution using the Wilson-Hilferty Transformation.