Class GammaDistribution

java.lang.Object
pal.statistics.GammaDistribution
Direct Known Subclasses:
ChiSquareDistribution, ExponentialDistribution

public class GammaDistribution extends Object
gamma distribution. (Parameters: shape, scale; mean: scale*shape; variance: scale^2*shape)
Version:
$Id: GammaDistribution.java,v 1.3 2001/07/13 14:39:13 korbinian Exp $
Author:
Korbinian Strimmer
  • Constructor Summary

    Constructors
    Constructor
    Description
     
  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    cdf(double x, double shape, double scale)
    cumulative density function of the Gamma distribution
    static double
    mean(double shape, double scale)
    mean of the Gamma distribution
    static double
    pdf(double x, double shape, double scale)
    probability density function of the Gamma distribution
    static double
    quantile(double y, double shape, double scale)
    quantile (inverse cumulative density function) of the Gamma distribution
    static double
    variance(double shape, double scale)
    variance of the Gamma distribution

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • GammaDistribution

      public GammaDistribution()
  • Method Details

    • pdf

      public static double pdf(double x, double shape, double scale)
      probability density function of the Gamma distribution
      Parameters:
      x - argument
      shape - shape parameter
      scale - scale parameter
      Returns:
      pdf value
    • cdf

      public static double cdf(double x, double shape, double scale)
      cumulative density function of the Gamma distribution
      Parameters:
      x - argument
      shape - shape parameter
      scale - scale parameter
      Returns:
      cdf value
    • quantile

      public static double quantile(double y, double shape, double scale)
      quantile (inverse cumulative density function) of the Gamma distribution
      Parameters:
      y - argument
      shape - shape parameter
      scale - scale parameter
      Returns:
      icdf value
    • mean

      public static double mean(double shape, double scale)
      mean of the Gamma distribution
      Parameters:
      shape - shape parameter
      scale - scale parameter
      Returns:
      mean
    • variance

      public static double variance(double shape, double scale)
      variance of the Gamma distribution
      Parameters:
      shape - shape parameter
      scale - scale parameter
      Returns:
      variance