julian::ProbabilityDistribution Class Reference

Class implements an interface of random number distribution. More...

#include <probabilityDistribution.hpp>

Inheritance diagram for julian::ProbabilityDistribution:

Public Member Functions
virtual double	CDF (double)=0
	calculates value of Cumulative Distribution Function More...
virtual double	PDF (double)=0
	calculates value of Probability Distribution Function More...
virtual double	invCDF (double)=0
	calculates quantile More...
virtual void	estimate (std::vector< double >)=0
	estimates parameters of random variables More...
virtual double	mean ()=0
	returns mean More...
virtual double	variance ()=0
	returns variance More...
virtual ProbabilityDistribution *	clone () const
	virtual copy constructor More...
virtual	~ProbabilityDistribution ()
	destructor More...

Detailed Description

Class implements an interface of random number distribution.

To define probability distribution we will use:

1) Cumulative distribution function of random variable X

2) Probability distribution function of random variable X

Constructor & Destructor Documentation

virtual julian::ProbabilityDistribution::~ProbabilityDistribution ( )

inlinevirtual

destructor

Member Function Documentation

virtual double julian::ProbabilityDistribution::CDF ( double  )

pure virtual

calculates value of Cumulative Distribution Function

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

virtual ProbabilityDistribution* julian::ProbabilityDistribution::clone ( ) const

virtual

virtual copy constructor

Reimplemented in julian::UniformDistribution, julian::NormalDistribution, and julian::ScaleLocationDistribution.

virtual void julian::ProbabilityDistribution::estimate ( std::vector< double >  )

pure virtual

estimates parameters of random variables

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

virtual double julian::ProbabilityDistribution::invCDF ( double  )

pure virtual

calculates quantile

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

virtual double julian::ProbabilityDistribution::mean ( )

pure virtual

returns mean

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

virtual double julian::ProbabilityDistribution::PDF ( double  )

pure virtual

calculates value of Probability Distribution Function

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

virtual double julian::ProbabilityDistribution::variance ( )

pure virtual

returns variance

Implemented in julian::UniformDistribution, and julian::NormalDistribution.

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The documentation for this class was generated from the following file:

• C:/Unix/home/OEM/jULIAN/src/mathematics/distributions/probabilityDistribution.hpp