de.lmu.ifi.dbs.elki.math.statistics.distribution

Class ChiSquaredDistribution

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.GammaDistribution

de.lmu.ifi.dbs.elki.math.statistics.distribution.ChiSquaredDistribution

All Implemented Interfaces:

Distribution, DistributionWithRandom

public class ChiSquaredDistribution
extends GammaDistribution

Chi-Squared distribution (a specialization of the Gamma distribution).

Nested Class Summary

Nested classes/interfaces inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.GammaDistribution

GammaDistribution.ChoiWetteEstimator, GammaDistribution.MADEstimator, GammaDistribution.NaiveEstimator

Field Summary

Fields inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.GammaDistribution

CHOI_WETTE_ESTIMATOR, EULERS_CONST, LANCZOS, MAD_ESTIMATOR, MAX_ITERATIONS, NAIVE_ESTIMATOR, NUM_PRECISION

Constructor Summary

Constructors

Constructor and Description
ChiSquaredDistribution(double dof) Constructor.

Method Summary

Methods

Modifier and Type	Method and Description
static double	cdf(double val, double dof) The CDF, static version.
static double	pdf(double x, double dof) Chi-Squared distribution PDF (with 0.0 for x < 0)
static double	quantile(double x, double dof) Return the quantile function for this distribution Reference: Algorithm AS 91: The percentage points of the $\chi$^2 distribution D.J.

Methods inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.GammaDistribution

cdf, cdf, chisquaredProbitApproximation, digamma, gamma, gammaQuantileNewtonRefinement, getK, getTheta, logcdf, logGamma, logpdf, logregularizedGammaP, nextRandom, nextRandom, pdf, pdf, quantile, quantile, regularizedGammaP, regularizedGammaQ, toString, trigamma

Methods inherited from class java.lang.Object

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

Constructor Detail

ChiSquaredDistribution

public ChiSquaredDistribution(double dof)

Constructor.

Parameters:

dof - Degrees of freedom.

Method Detail

cdf

public static double cdf(double val,
         double dof)

The CDF, static version.

Parameters:

val - Value

dof - Degrees of freedom.

Returns:

cdf value

pdf

public static double pdf(double x,
         double dof)

Chi-Squared distribution PDF (with 0.0 for x < 0)

Parameters:

x - query value

dof - Degrees of freedom.

Returns:

probability density

quantile

@Reference(title="Algorithm AS 91: The percentage points of the $\\chi^2$ distribution",
           authors="D.J. Best, D. E. Roberts",
           booktitle="Journal of the Royal Statistical Society. Series C (Applied Statistics)")
public static double quantile(double x,
                                             double dof)

Return the quantile function for this distribution Reference:

Algorithm AS 91: The percentage points of the $\chi$^2 distribution
D.J. Best, D. E. Roberts
Journal of the Royal Statistical Society. Series C (Applied Statistics)

Parameters:

x - Quantile

dof - Degrees of freedom

Returns:

quantile position