org.apache.commons.math.distribution
Class WeibullDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.WeibullDistributionImpl
All Implemented Interfaces:
java.io.Serializable, ContinuousDistribution, Distribution, WeibullDistribution

public class WeibullDistributionImpl
extends AbstractContinuousDistribution
implements WeibullDistribution, java.io.Serializable

Default implementation of WeibullDistribution.

Since:
1.1
Version:
$Revision: 772119 $ $Date: 2009-05-06 05:43:28 -0400 (Wed, 06 May 2009) $
See Also:
Serialized Form

Constructor Summary
WeibullDistributionImpl(double alpha, double beta)
          Creates weibull distribution with the given shape and scale and a location equal to zero.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
 double getScale()
          Access the scale parameter.
 double getShape()
          Access the shape parameter.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setScale(double beta)
          Modify the scale parameter.
 void setShape(double alpha)
          Modify the shape parameter.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Constructor Detail

WeibullDistributionImpl

public WeibullDistributionImpl(double alpha,
                               double beta)
Creates weibull distribution with the given shape and scale and a location equal to zero.

Parameters:
alpha - the shape parameter.
beta - the scale parameter.
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x).

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF evaluted at x.

getShape

public double getShape()
Access the shape parameter.

Specified by:
getShape in interface WeibullDistribution
Returns:
the shape parameter.

getScale

public double getScale()
Access the scale parameter.

Specified by:
getScale in interface WeibullDistribution
Returns:
the scale parameter.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
java.lang.IllegalArgumentException - if p is not a valid probability.

setShape

public void setShape(double alpha)
Modify the shape parameter.

Specified by:
setShape in interface WeibullDistribution
Parameters:
alpha - the new shape parameter value.

setScale

public void setScale(double beta)
Modify the scale parameter.

Specified by:
setScale in interface WeibullDistribution
Parameters:
beta - the new scale parameter value.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value


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