broad.core.math.Distribution Class Reference

Static Public Member Functions
static double	noncentralChiSquareDensity (double x, double nu, double lambda)
static double	noncentralChiSquareCdf (double x, double nu, double lambda)
static double	skellamDensity (int k, double lambda1, double lambda2)
static double	skellamCdf (int k, double lambda1, double lambda2)
static double	skellamPvalue (int k, double lambda1, double lambda2)
static double	skellamLeftTail (int k, double lambda1, double lambda2)
static double	skellamRightTail (int k, double lambda1, double lambda2)

Detailed Description

Author

prussell Statistical distributions

Member Function Documentation

static double broad.core.math.Distribution.noncentralChiSquareCdf ( double  x, double  nu, double  lambda  )

static

Compute the cdf of a noncentral chi square distribution

Parameters

x	Value of random variable
nu	Degrees of freedom
lambda	Noncentrality parameter

Returns

The cdf of the noncentral chi square distribution with the specified parameters, evaluated at the specified value

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static double broad.core.math.Distribution.noncentralChiSquareDensity ( double  x, double  nu, double  lambda  )

static

Compute the pdf of a noncentral chi square distribution

Parameters

x	Value of random variable
nu	Degrees of freedom
lambda	Noncentrality parameter

Returns

The pdf of the noncentral chi square distribution with the specified parameters, evaluated at the specified value

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static double broad.core.math.Distribution.skellamCdf ( int  k, double  lambda1, double  lambda2  )

static

Compute the cdf of a Skellam distribution, the distribution of the difference of two Poisson random variables

Parameters

k	Value of random variable
lambda1	Poisson parameter for distribution 1
lambda2	Poisson parameter for distribution 2

Returns

Probability that the difference (variable1 minus variable2) is less than or equal to the specified value

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static double broad.core.math.Distribution.skellamDensity ( int  k, double  lambda1, double  lambda2  )

static

Compute the pdf of a Skellam distribution, the distribution of the difference of two Poisson random variables

Parameters

k	Value of random variable
lambda1	Poisson parameter for distribution 1
lambda2	Poisson parameter for distribution 2

Returns

Probability that the difference (variable1 minus variable2) is equal to the specified value

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static double broad.core.math.Distribution.skellamLeftTail ( int  k, double  lambda1, double  lambda2  )

static

Compute the left tail of a Skellam distribution, the distribution of the difference of two Poisson random variables

Parameters

k	Value of random variable
lambda1	Poisson parameter for distribution 1
lambda2	Poisson parameter for distribution 2

Returns

The probability of observing at most this value under the null hypothesis of a Skellam-distributed random variable

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static double broad.core.math.Distribution.skellamPvalue ( int  k, double  lambda1, double  lambda2  )

static

Compute the one-tailed P-value of a Skellam distribution, the distribution of the difference of two Poisson random variables

Parameters

k	Value of random variable
lambda1	Poisson parameter for distribution 1
lambda2	Poisson parameter for distribution 2

Returns

The probability of observing at least as extreme a value under the null hypothesis of a Skellam-distributed random variable (whichever tail is smaller)

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static double broad.core.math.Distribution.skellamRightTail ( int  k, double  lambda1, double  lambda2  )

static

Compute the right tail of a Skellam distribution, the distribution of the difference of two Poisson random variables

Parameters

k	Value of random variable
lambda1	Poisson parameter for distribution 1
lambda2	Poisson parameter for distribution 2

Returns

The probability of observing at least this value under the null hypothesis of a Skellam-distributed random variable

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

• java/broad/core/math/Distribution.java