Class UniformRealDistribution
- java.lang.Object
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- org.apache.commons.math3.distribution.AbstractRealDistribution
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- org.apache.commons.math3.distribution.UniformRealDistribution
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- All Implemented Interfaces:
java.io.Serializable
,RealDistribution
public class UniformRealDistribution extends AbstractRealDistribution
Implementation of the uniform real distribution.- Since:
- 3.0
- See Also:
- Uniform distribution (continuous), at Wikipedia, Serialized Form
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Field Summary
Fields Modifier and Type Field Description static double
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Deprecated.as of 3.2 not used anymore, will be removed in 4.0private double
lower
Lower bound of this distribution (inclusive).private static long
serialVersionUID
Serializable version identifier.private double
upper
Upper bound of this distribution (exclusive).-
Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY
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Constructor Summary
Constructors Constructor Description UniformRealDistribution()
Create a standard uniform real distribution with lower bound (inclusive) equal to zero and upper bound (exclusive) equal to one.UniformRealDistribution(double lower, double upper)
Create a uniform real distribution using the given lower and upper bounds.UniformRealDistribution(double lower, double upper, double inverseCumAccuracy)
Deprecated.as of 3.2, inverse CDF is now calculated analytically, useUniformRealDistribution(double, double)
instead.UniformRealDistribution(RandomGenerator rng, double lower, double upper)
Creates a uniform distribution.UniformRealDistribution(RandomGenerator rng, double lower, double upper, double inverseCumAccuracy)
Deprecated.as of 3.2, inverse CDF is now calculated analytically, useUniformRealDistribution(RandomGenerator, double, double)
instead.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
.double
density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
.double
getNumericalMean()
Use this method to get the numerical value of the mean of this distribution.double
getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution.double
getSupportLowerBound()
Access the lower bound of the support.double
getSupportUpperBound()
Access the upper bound of the support.double
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.boolean
isSupportConnected()
Use this method to get information about whether the support is connected, i.e.boolean
isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density function.boolean
isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density function.double
sample()
Generate a random value sampled from this distribution.-
Methods inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution
cumulativeProbability, getSolverAbsoluteAccuracy, logDensity, probability, probability, reseedRandomGenerator, sample
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Field Detail
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DEFAULT_INVERSE_ABSOLUTE_ACCURACY
@Deprecated public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Deprecated.as of 3.2 not used anymore, will be removed in 4.0Default inverse cumulative probability accuracy.- See Also:
- Constant Field Values
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serialVersionUID
private static final long serialVersionUID
Serializable version identifier.- See Also:
- Constant Field Values
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lower
private final double lower
Lower bound of this distribution (inclusive).
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upper
private final double upper
Upper bound of this distribution (exclusive).
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Constructor Detail
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UniformRealDistribution
public UniformRealDistribution()
Create a standard uniform real distribution with lower bound (inclusive) equal to zero and upper bound (exclusive) equal to one.Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (seesample()
andAbstractRealDistribution.sample(int)
). In case no sampling is needed for the created distribution, it is advised to passnull
as random generator via the appropriate constructors to avoid the additional initialisation overhead.
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UniformRealDistribution
public UniformRealDistribution(double lower, double upper) throws NumberIsTooLargeException
Create a uniform real distribution using the given lower and upper bounds.Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (seesample()
andAbstractRealDistribution.sample(int)
). In case no sampling is needed for the created distribution, it is advised to passnull
as random generator via the appropriate constructors to avoid the additional initialisation overhead.- Parameters:
lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).- Throws:
NumberIsTooLargeException
- iflower >= upper
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UniformRealDistribution
@Deprecated public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy) throws NumberIsTooLargeException
Deprecated.as of 3.2, inverse CDF is now calculated analytically, useUniformRealDistribution(double, double)
instead.Create a uniform distribution.- Parameters:
lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).inverseCumAccuracy
- Inverse cumulative probability accuracy.- Throws:
NumberIsTooLargeException
- iflower >= upper
.
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UniformRealDistribution
@Deprecated public UniformRealDistribution(RandomGenerator rng, double lower, double upper, double inverseCumAccuracy)
Deprecated.as of 3.2, inverse CDF is now calculated analytically, useUniformRealDistribution(RandomGenerator, double, double)
instead.Creates a uniform distribution.- Parameters:
rng
- Random number generator.lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).inverseCumAccuracy
- Inverse cumulative probability accuracy.- Throws:
NumberIsTooLargeException
- iflower >= upper
.- Since:
- 3.1
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UniformRealDistribution
public UniformRealDistribution(RandomGenerator rng, double lower, double upper) throws NumberIsTooLargeException
Creates a uniform distribution.- Parameters:
rng
- Random number generator.lower
- Lower bound of this distribution (inclusive).upper
- Upper bound of this distribution (exclusive).- Throws:
NumberIsTooLargeException
- iflower >= upper
.- Since:
- 3.1
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Method Detail
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density
public double density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
. In general, the PDF is the derivative of theCDF
. If the derivative does not exist atx
, then an appropriate replacement should be returned, e.g.Double.POSITIVE_INFINITY
,Double.NaN
, or the limit inferior or limit superior of the difference quotient.- Parameters:
x
- the point at which the PDF is evaluated- Returns:
- the value of the probability density function at point
x
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cumulativeProbability
public double cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
. In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.- Parameters:
x
- the point at which the CDF is evaluated- Returns:
- the probability that a random variable with this
distribution takes a value less than or equal to
x
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inverseCumulativeProbability
public double inverseCumulativeProbability(double p) throws OutOfRangeException
Computes the quantile function of this distribution. For a random variableX
distributed according to this distribution, the returned value isinf{x in R | P(X<=x) >= p}
for0 < p <= 1
,inf{x in R | P(X<=x) > 0}
forp = 0
.
RealDistribution.getSupportLowerBound()
forp = 0
,RealDistribution.getSupportUpperBound()
forp = 1
.
- Specified by:
inverseCumulativeProbability
in interfaceRealDistribution
- Overrides:
inverseCumulativeProbability
in classAbstractRealDistribution
- Parameters:
p
- the cumulative probability- Returns:
- the smallest
p
-quantile of this distribution (largest 0-quantile forp = 0
) - Throws:
OutOfRangeException
- ifp < 0
orp > 1
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getNumericalMean
public double getNumericalMean()
Use this method to get the numerical value of the mean of this distribution. For lower boundlower
and upper boundupper
, the mean is0.5 * (lower + upper)
.- Returns:
- the mean or
Double.NaN
if it is not defined
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getNumericalVariance
public double getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution. For lower boundlower
and upper boundupper
, the variance is(upper - lower)^2 / 12
.- Returns:
- the variance (possibly
Double.POSITIVE_INFINITY
as for certain cases inTDistribution
) orDouble.NaN
if it is not defined
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getSupportLowerBound
public double getSupportLowerBound()
Access the lower bound of the support. This method must return the same value asinverseCumulativeProbability(0)
. In other words, this method must return
The lower bound of the support is equal to the lower bound parameter of the distribution.inf {x in R | P(X <= x) > 0}
.- Returns:
- lower bound of the support
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getSupportUpperBound
public double getSupportUpperBound()
Access the upper bound of the support. This method must return the same value asinverseCumulativeProbability(1)
. In other words, this method must return
The upper bound of the support is equal to the upper bound parameter of the distribution.inf {x in R | P(X <= x) = 1}
.- Returns:
- upper bound of the support
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isSupportLowerBoundInclusive
public boolean isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density function. Returns true iffgetSupporLowerBound()
is finite anddensity(getSupportLowerBound())
returns a non-NaN, non-infinite value.- Returns:
- true if the lower bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportUpperBoundInclusive
public boolean isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density function. Returns true iffgetSupportUpperBound()
is finite anddensity(getSupportUpperBound())
returns a non-NaN, non-infinite value.- Returns:
- true if the upper bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportConnected
public boolean isSupportConnected()
Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support. The support of this distribution is connected.- Returns:
true
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sample
public double sample()
Generate a random value sampled from this distribution. The default implementation uses the inversion method.- Specified by:
sample
in interfaceRealDistribution
- Overrides:
sample
in classAbstractRealDistribution
- Returns:
- a random value.
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