Package org.drip.measure.distribution

Class I1ContinuousUniform

java.lang.Object

org.drip.measure.distribution.R1Continuous

org.drip.measure.distribution.I1ContinuousUniform

public class I1ContinuousUniform
extends R1Continuous

I1ContinuousUniform implements the Univariate Bounded Uniform Integer Distribution, with the Integer being generated between a (n inclusive) lower and an upper Bound. It provides the following Functionality:

• Construct a Univariate Bounded Uniform Integer Distribution
• Retrieve the Start
• Retrieve the Finish
• Lay out the Support of the PDF Range
• Compute the cumulative under the distribution to the given value
• Compute the Incremental under the Distribution between the 2 variates
• Compute the inverse cumulative under the distribution corresponding to the given value
• Compute the Density under the Distribution at the given Variate
• Retrieve the Mean of the Distribution
• Retrieve the Variance of the Distribution
• Retrieve the Univariate Weighted Histogram

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	R1 and Rd Continuous Random Measure

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
I1ContinuousUniform(int start, int finish)	Construct a Univariate Bounded Uniform Integer Distribution

Method Summary

Modifier and Type	Method	Description
double	cumulative(double x)	Compute the cumulative under the distribution to the given value
double	density(double x)	Compute the Density under the Distribution at the given Variate
int	finish()	Retrieve the Finish
Array2D	histogram()	Retrieve the Univariate Weighted Histogram
double	incremental(double xLeft, double xRight)	Compute the Incremental under the Distribution between the 2 variates
double	invCumulative(double y)	Compute the inverse cumulative under the distribution corresponding to the given value
double	mean()	Retrieve the Mean of the Distribution
int	start()	Retrieve the Start
double[]	support()	Lay out the Support of the PDF Range
double	variance()	Retrieve the Variance of the Distribution

Methods inherited from class org.drip.measure.distribution.R1Continuous

bPOE, centralMoment, cvar, differentialEntropy, excessKurtosis, expectedShortfall, fisherInformation, iqr, kullbackLeiblerDivergence, median, mode, nonCentralMoment, populationCentralMeasures, probabilityGeneratingFunction, quadratureEstimator, quantile, random, randomArray, skewness, supported, tukeyAnomaly, tukeyCriterion

Methods inherited from class java.lang.Object

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

Constructor Details

I1ContinuousUniform

public I1ContinuousUniform(int start,
int finish)
                    throws java.lang.Exception

Construct a Univariate Bounded Uniform Integer Distribution

Parameters:

start - The Starting Integer

finish - The Finishing Integer

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Details

start

public int start()

Retrieve the Start

Returns:

The Start

finish

public int finish()

Retrieve the Finish

Returns:

The Finish

support

public double[] support()

Lay out the Support of the PDF Range

Specified by:

support in class R1Continuous

Returns:

Support of the PDF Range

cumulative

public double cumulative(double x)
                  throws java.lang.Exception

Compute the cumulative under the distribution to the given value

Overrides:

cumulative in class R1Continuous

Parameters:

x - Variate to which the cumulative is to be computed

Returns:

The cumulative

Throws:

java.lang.Exception - Thrown if the inputs are invalid

incremental

public double incremental(double xLeft,
double xRight)
                   throws java.lang.Exception

Compute the Incremental under the Distribution between the 2 variates

Overrides:

incremental in class R1Continuous

Parameters:

xLeft - Left Variate to which the cumulative is to be computed

xRight - Right Variate to which the cumulative is to be computed

Returns:

The Incremental under the Distribution between the 2 variates

Throws:

java.lang.Exception - Thrown if the inputs are invalid

invCumulative

public double invCumulative(double y)
                     throws java.lang.Exception

Compute the inverse cumulative under the distribution corresponding to the given value

Overrides:

invCumulative in class R1Continuous

Parameters:

y - Value corresponding to which the inverse cumulative is to be computed

Returns:

The inverse cumulative

Throws:

java.lang.Exception - Thrown if the Input is invalid

density

public double density(double x)
               throws java.lang.Exception

Compute the Density under the Distribution at the given Variate

Specified by:

density in class R1Continuous

Parameters:

x - Variate at which the Density needs to be computed

Returns:

The Density

Throws:

java.lang.Exception - Thrown if the input is invalid

mean

public double mean()

Retrieve the Mean of the Distribution

Overrides:

mean in class R1Continuous

Returns:

The Mean of the Distribution

Throws:

java.lang.Exception - Thrown if the Mean cannot be estimated

variance

public double variance()

Retrieve the Variance of the Distribution

Overrides:

variance in class R1Continuous

Returns:

The Variance of the Distribution

Throws:

java.lang.Exception - Thrown if the Variance cannot be estimated

histogram

public Array2D histogram()

Retrieve the Univariate Weighted Histogram

Overrides:

histogram in class R1Continuous

Returns:

The Univariate Weighted Histogram