Package pal.statistics

Class ChiSquareDistribution

java.lang.Object
pal.statistics.GammaDistribution
pal.statistics.ChiSquareDistribution
public class ChiSquareDistribution extends GammaDistribution
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

  • Constructor Summary

    Constructors
    Constructor
    Description
    ChiSquareDistribution()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    cdf(double x, double n)
    cumulative density function of the chi-square distribution
    static double
    mean(double n)
    mean of the chi-square distribution
    static double
    pdf(double x, double n)
    probability density function of the chi-square distribution
    static double
    quantile(double y, double n)
    quantile (inverse cumulative density function) of the chi-square distribution
    static double
    variance(double n)
    variance of the chi-square distribution

    Methods inherited from class pal.statistics.GammaDistribution

    cdf, mean, pdf, quantile, variance

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ChiSquareDistribution

      public ChiSquareDistribution()

  • Method Details

    • pdf

      public static double pdf(double x, double n)
      probability density function of the chi-square distribution
      Parameters:
      x - argument
      n - degrees of freedom
      Returns:
      pdf value

    • cdf

      public static double cdf(double x, double n)
      cumulative density function of the chi-square distribution
      Parameters:
      x - argument
      n - degrees of freedom
      Returns:
      cdf value

    • quantile

      public static double quantile(double y, double n)
      quantile (inverse cumulative density function) of the chi-square distribution
      Parameters:
      x - argument
      n - degrees of freedom
      Returns:
      icdf value

    • mean

      public static double mean(double n)
      mean of the chi-square distribution
      Parameters:
      n - degrees of freedom
      Returns:
      mean

    • variance

      public static double variance(double n)
      variance of the chi-square distribution
      Parameters:
      n - degrees of freedom
      Returns:
      variance