Package org.drip.sample.exponential

Class R1MinimumRateDistribution

java.lang.Object
org.drip.sample.exponential.R1MinimumRateDistribution
public class R1MinimumRateDistribution
extends java.lang.Object
R1MinimumRateDistribution shows the Construction and Usage of the realized Minimum R1 Variate from a Set of Exponential Distributions. The References are:

  • Devroye, L. (1986): Non-Uniform Random Variate Generation Springer-Verlag New York
  • Exponential Distribution (2019): Exponential Distribution https://en.wikipedia.org/wiki/Exponential_distribution
  • Norton, M., V. Khokhlov, and S. Uryasev (2019): Calculating CVaR and bPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation Annals of Operations Research 299 (1-2) 1281-1315
  • Ross, S. M. (2009): Introduction to Probability and Statistics for Engineers and Scientists 4th Edition Associated Press New York, NY
  • Schmidt, D. F., and D. Makalic (2009): Universal Models for the Exponential Distribution IEEE Transactions on Information Theory 55 (7) 3087-3090


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    R1MinimumRateDistribution()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • R1MinimumRateDistribution

      public R1MinimumRateDistribution()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation