Package pal.statistics

Class GammaDistribution

  • Direct Known Subclasses:
    ChiSquareDistribution, ExponentialDistribution
    public class GammaDistribution
extends java.lang.Object
    gamma distribution. (Parameters: shape, scale; mean: scale*shape; variance: scale^2*shape)
    Version:
    $Id: GammaDistribution.java,v 1.3 2001/07/13 14:39:13 korbinian Exp $
    Author:
    Korbinian Strimmer

    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static double cdf​(double x, double shape, double scale)
      cumulative density function of the Gamma distribution
      static double mean​(double shape, double scale)
      mean of the Gamma distribution
      static double pdf​(double x, double shape, double scale)
      probability density function of the Gamma distribution
      static double quantile​(double y, double shape, double scale)
      quantile (inverse cumulative density function) of the Gamma distribution
      static double variance​(double shape, double scale)
      variance of the Gamma distribution

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • GammaDistribution

        public GammaDistribution()

    • Method Detail

      • pdf

        public static double pdf​(double x,
                         double shape,
                         double scale)
        probability density function of the Gamma distribution
        Parameters:
        x - argument
        shape - shape parameter
        scale - scale parameter
        Returns:
        pdf value

      • cdf

        public static double cdf​(double x,
                         double shape,
                         double scale)
        cumulative density function of the Gamma distribution
        Parameters:
        x - argument
        shape - shape parameter
        scale - scale parameter
        Returns:
        cdf value

      • quantile

        public static double quantile​(double y,
                              double shape,
                              double scale)
        quantile (inverse cumulative density function) of the Gamma distribution
        Parameters:
        y - argument
        shape - shape parameter
        scale - scale parameter
        Returns:
        icdf value

      • mean

        public static double mean​(double shape,
                          double scale)
        mean of the Gamma distribution
        Parameters:
        shape - shape parameter
        scale - scale parameter
        Returns:
        mean

      • variance

        public static double variance​(double shape,
                              double scale)
        variance of the Gamma distribution
        Parameters:
        shape - shape parameter
        scale - scale parameter
        Returns:
        variance