Package org.drip.measure.exponential

R1 Exponential Distribution Implementation/Properties
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    IIDComposite
    IIDComposite generates Metrics for a Composite Set of i.i.d.
    R1RateDistribution
    R1RateDistribution implements the Rate Parameterization of the R1 Exponential Distribution.
    R1ScaledDistribution
    R1ScaledDistribution implements the Probability Density Function for the Scaled R1 Exponential Function.
    RealizedMinimaR1RateDistribution
    RealizedMinimaR1RateDistribution implements the Rate Parameterization of the Realized Minimum among the Set of R1 Exponential Distributions.
    TwoIIDSum
    TwoIIDSum implements the PDF of the Sum of Two IID Exponential Random Variables.