Package org.drip.sequence.metrics

Class PoissonSequenceAgnosticMetrics

java.lang.Object

org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

org.drip.sequence.metrics.PoissonSequenceAgnosticMetrics

public class PoissonSequenceAgnosticMetrics
extends SingleSequenceAgnosticMetrics

PoissonSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Poisson Sequence.

• Module = Numerical Core Module
• Library = Statistical Learning Library
• Project = Sequence
• Package = Metrics

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
PoissonSequenceAgnosticMetrics(double[] adblSequence, double dblPopulationMean)	PoissonSequenceAgnosticMetrics Constructor

Method Summary

Modifier and Type	Method	Description
double	chernoffStirlingUpperBound(double dblLevel)	Compute the Chernoff-Stirling Upper Bound
double	populationMean()	Retrieve the Mean of the Underlying Distribution

Methods inherited from class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

centralMomentBound, chebyshevAssociationBound, chebyshevBound, chebyshevCantelliBound, empiricalAnchorMoment, empiricalCentralMoment, empiricalExpectation, empiricalRawMoment, empiricalVariance, functionSequenceMetrics, isPositive, markovUpperProbabilityBound, populationDistribution, populationVariance, sequence, weakLawAverageBounds

Methods inherited from class java.lang.Object

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

Constructor Details

PoissonSequenceAgnosticMetrics

public PoissonSequenceAgnosticMetrics(double[] adblSequence,
double dblPopulationMean)
                               throws java.lang.Exception

PoissonSequenceAgnosticMetrics Constructor

Parameters:

adblSequence - The Random Sequence

dblPopulationMean - The Mean of the Underlying Distribution

Throws:

java.lang.Exception - Thrown if PoissonSequenceAgnosticMetrics cannot be constructed

Method Details

populationMean

public double populationMean()

Retrieve the Mean of the Underlying Distribution

Overrides:

populationMean in class SingleSequenceAgnosticMetrics

Returns:

The Mean of the Underlying Distribution

chernoffStirlingUpperBound

public double chernoffStirlingUpperBound(double dblLevel)
                                  throws java.lang.Exception

Compute the Chernoff-Stirling Upper Bound

Parameters:

dblLevel - The Level at which the Bound is sought

Returns:

The Chernoff-Stirling Upper Bound

Throws:

java.lang.Exception - Thrown if the Chernoff-Stirling Upper Bound cannot be computed