public class NormalDistribution
extends java.lang.Object
Constructor and Description |
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NormalDistribution()
Default constructor.
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Modifier and Type | Method and Description |
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double |
getCumulatedProbability(double x)
Returns the accumulated probability for the given value.
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double |
getMean()
Returns the mean value of the distribution.
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double |
getProbability(double x)
Returns the probability for the given value.
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double |
getSigma()
Returns the sigma value of the distribution.
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double |
getTipifiedProbability(double z,
boolean upper)
Computes cumulative N(0,1) distribution.
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double |
inverseNormalDistribution(double p)
Returns the value with the probability given as parameter (inverse normal distribution function).
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void |
setMean(double value)
Sets the mean of the distribution.
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void |
setSigma(double value)
Sets the sigma of the distribution.
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public void setMean(double value)
value
- mean value to set.public void setSigma(double value)
value
- sigma value to set.public double getMean()
public double getSigma()
public double getProbability(double x)
x
- value to get its probability.public double getCumulatedProbability(double x)
x
- value to get its probability.public double getTipifiedProbability(double z, boolean upper)
Computes cumulative N(0,1) distribution. Based om Algorithm AS66 Applied Statistics (1973) vol22 no.3
z
- x valueupper
- A boolean value, if true the integral is evaluated from z to infinity, from minus infinity to z otherwisepublic double inverseNormalDistribution(double p)
p
- given probability.