Package pal.statistics
Class ChiSquareDistribution
java.lang.Object
pal.statistics.GammaDistribution
pal.statistics.ChiSquareDistribution
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).
- Version:
- $Id: ChiSquareDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $
- Author:
- Korbinian Strimmer
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic double
cdf
(double x, double n) cumulative density function of the chi-square distributionstatic double
mean
(double n) mean of the chi-square distributionstatic double
pdf
(double x, double n) probability density function of the chi-square distributionstatic double
quantile
(double y, double n) quantile (inverse cumulative density function) of the chi-square distributionstatic double
variance
(double n) variance of the chi-square distribution
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Constructor Details
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ChiSquareDistribution
public ChiSquareDistribution()
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Method Details
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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
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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
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quantile
public static double quantile(double y, double n) quantile (inverse cumulative density function) of the chi-square distribution- Parameters:
n
- degrees of freedomx
- argument- Returns:
- icdf value
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mean
public static double mean(double n) mean of the chi-square distribution- Parameters:
n
- degrees of freedom- Returns:
- mean
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variance
public static double variance(double n) variance of the chi-square distribution- Parameters:
n
- degrees of freedom- Returns:
- variance
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