Package org.drip.sample.exponential

R1 Exponential Distribution Run Sweep
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    R1BPoE
    R1DensityAndCumulative illustrates the Buffered Probability Of Exceedance generated from R1 Exponential Distribution.
    R1CVaR
    R1CVaR displays the Generation of the Conditional Value At Risk for the R1 Exponential Distribution.
    R1DensityAndCumulative
    R1DensityAndCumulative illustrates the Density and CDF Metrics Suite generated from R1 Exponential Distribution.
    R1KLDivergence
    R1KLDivergence illustrates the Kullback-Leibler Divergence generated from a pair of R1 Exponential Distributions.
    R1MinimumRateDistribution
    R1MinimumRateDistribution shows the Construction and Usage of the realized Minimum R1 Variate from a Set of Exponential Distributions.
    R1OrderStatisticsJointMoment
    R1OrderStatisticsJointMoment demonstrates the Calculation of the Joint First Moment for the Increasing Order Statistics among a pair of R1 Variates from a Set Following the Exponential Distributions.
    R1Quantiles
    R1Quantiles displays the Generation of Quantiles for the R1 Exponential Distribution.
    R1SignificantStatistics
    R1SignificantStatistics illustrates the Generation of Significant Statistics for the R1 Exponential Distribution.
    R1TwoIIDSignificantStatistics
    R1TwoIIDSignificantStatistics illustrates the Generation of Significant Statistics for the Sum of Two IID R1 Exponential Distributions.