Package org.drip.measure.gamma

Class ExponentialFamilyRepresentation

java.lang.Object
org.drip.measure.gamma.ExponentialFamilyRepresentation
public class ExponentialFamilyRepresentation
extends java.lang.Object
ExponentialFamilyRepresentation represents the Natural Parameters and the Natural Statistics of the R1 Exponential Family of Distributions. The References are:

  • Devroye, L. (1986): Non-Uniform Random Variate Generation Springer-Verlag New York
  • Gamma Distribution (2019): Gamma Distribution https://en.wikipedia.org/wiki/Chi-squared_distribution
  • Louzada, F., P. L. Ramos, and E. Ramos (2019): A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations The American Statistician 73 (2) 195-199
  • Minka, T. (2002): Estimating a Gamma distribution https://tminka.github.io/papers/minka-gamma.pdf
  • Ye, Z. S., and N. Chen (2017): Closed-Form Estimators for the Gamma Distribution Derived from Likelihood Equations The American Statistician 71 (2) 177-181


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ExponentialFamilyRepresentation​(double[] naturalParametersArray, double[] naturalStatisticsArray)
    ExponentialFamilyRepresentation Constructor

  • Method Summary

    Modifier and Type Method Description
    double[] naturalParametersArray()
    Retrieve the Array of Natural Parameters
    double[] naturalStatisticsArray()
    Retrieve the Array of Natural Statistics

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ExponentialFamilyRepresentation

      public ExponentialFamilyRepresentation​(double[] naturalParametersArray, double[] naturalStatisticsArray) throws java.lang.Exception
      ExponentialFamilyRepresentation Constructor
      Parameters:
      naturalParametersArray - Array of Natural Parameters
      naturalStatisticsArray - Array of Natural Statistics
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • naturalParametersArray

      public double[] naturalParametersArray()
      Retrieve the Array of Natural Parameters
      Returns:
      The Array of Natural Parameters

    • naturalStatisticsArray

      public double[] naturalStatisticsArray()
      Retrieve the Array of Natural Statistics
      Returns:
      The Array of Natural Statistics