pal.statistics
Class ChiSquareDistribution
java.lang.Object
|
+--pal.statistics.GammaDistribution
|
+--pal.statistics.ChiSquareDistribution
- public class ChiSquareDistribution
- extends GammaDistribution
chi-square distribution
(distribution of sum of squares of n uniform random variables)
(Parameter: n; mean: n; variance: 2*n)
The chi-square distribution is a special case of the Gamma distribution
(shape parameter = n/2.0, scale = 2.0).
Method Summary |
static double |
cdf(double x,
double n)
cumulative density function of the chi-square distribution |
static double |
mean(double n)
mean of the chi-square distribution |
static double |
pdf(double x,
double n)
probability density function of the chi-square distribution |
static double |
quantile(double y,
double n)
quantile (inverse cumulative density function) of the chi-square distribution |
static double |
variance(double n)
variance of the chi-square distribution |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
ChiSquareDistribution
public ChiSquareDistribution()
pdf
public static double pdf(double x,
double n)
- probability density function of the chi-square distribution
- Parameters:
x
- argumentn
- degrees of freedom- Returns:
- pdf value
cdf
public static double cdf(double x,
double n)
- cumulative density function of the chi-square distribution
- Parameters:
x
- argumentn
- degrees of freedom- Returns:
- cdf value
quantile
public static double quantile(double y,
double n)
- quantile (inverse cumulative density function) of the chi-square distribution
- Parameters:
x
- argumentn
- degrees of freedom- Returns:
- icdf value
mean
public static double mean(double n)
- mean of the chi-square distribution
- Parameters:
n
- degrees of freedom- Returns:
- mean
variance
public static double variance(double n)
- variance of the chi-square distribution
- Parameters:
n
- degrees of freedom- Returns:
- variance