Class TriangularDistribution
- java.lang.Object
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- org.apache.commons.statistics.distribution.AbstractContinuousDistribution
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- org.apache.commons.statistics.distribution.TriangularDistribution
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- All Implemented Interfaces:
ContinuousDistribution
public final class TriangularDistribution extends AbstractContinuousDistribution
Implementation of the triangular distribution.The probability density function of \( X \) is:
\[ f(x; a, b, c) = \begin{cases} \frac{2(x-a)}{(b-a)(c-a)} & \text{for } a \le x \lt c \\ \frac{2}{b-a} & \text{for } x = c \\ \frac{2(b-x)}{(b-a)(b-c)} & \text{for } c \lt x \le b \\ \end{cases} \]
for \( -\infty \lt a \le c \le b \lt \infty \) and \( x \in [a, b] \).
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.apache.commons.statistics.distribution.ContinuousDistribution
ContinuousDistribution.Sampler
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Field Summary
Fields Modifier and Type Field Description private doubleaLower limit of this distribution (inclusive).private doublebUpper limit of this distribution (inclusive).private doublecMode of this distribution.private doublecdfModeCumulative probability at the mode.private doubledivisor1Cached value ((b - a) * (c - a).private doubledivisor2Cached value ((b - a) * (b - c)).private doublesfModeSurvival probability at the mode.
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Constructor Summary
Constructors Modifier Constructor Description privateTriangularDistribution(double a, double c, double b)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doublecumulativeProbability(double x)For a random variableXwhose values are distributed according to this distribution, this method returnsP(X <= x).doubledensity(double x)Returns the probability density function (PDF) of this distribution evaluated at the specified pointx.doublegetMean()Gets the mean of this distribution.doublegetMode()Gets the mode parameter of this distribution.doublegetSupportLowerBound()Gets the lower bound of the support.doublegetSupportUpperBound()Gets the upper bound of the support.doublegetVariance()Gets the variance of this distribution.doubleinverseCumulativeProbability(double p)Computes the quantile function of this distribution.doubleinverseSurvivalProbability(double p)Computes the inverse survival probability function of this distribution.static TriangularDistributionof(double a, double c, double b)Creates a triangular distribution.doublesurvivalProbability(double x)For a random variableXwhose values are distributed according to this distribution, this method returnsP(X > x).-
Methods inherited from class org.apache.commons.statistics.distribution.AbstractContinuousDistribution
createSampler, getMedian, isSupportConnected, probability
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.statistics.distribution.ContinuousDistribution
logDensity
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Field Detail
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a
private final double a
Lower limit of this distribution (inclusive).
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b
private final double b
Upper limit of this distribution (inclusive).
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c
private final double c
Mode of this distribution.
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divisor1
private final double divisor1
Cached value ((b - a) * (c - a).
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divisor2
private final double divisor2
Cached value ((b - a) * (b - c)).
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cdfMode
private final double cdfMode
Cumulative probability at the mode.
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sfMode
private final double sfMode
Survival probability at the mode.
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Method Detail
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of
public static TriangularDistribution of(double a, double c, double b)
Creates a triangular distribution.- Parameters:
a- Lower limit of this distribution (inclusive).c- Mode of this distribution.b- Upper limit of this distribution (inclusive).- Returns:
- the distribution
- Throws:
java.lang.IllegalArgumentException- ifa >= b, ifc > bor ifc < a.
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getMode
public double getMode()
Gets the mode parameter of this distribution.- Returns:
- the mode.
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density
public double density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx. In general, the PDF is the derivative of the CDF. If the derivative does not exist atx, then an appropriate replacement should be returned, e.g.Double.POSITIVE_INFINITY,Double.NaN, or the limit inferior or limit superior of the difference quotient.- Parameters:
x- Point at which the PDF is evaluated.- Returns:
- the value of the probability density function at
x.
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cumulativeProbability
public double cumulativeProbability(double x)
For a random variableXwhose values are distributed according to this distribution, this method returnsP(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.- Parameters:
x- Point at which the CDF is evaluated.- Returns:
- the probability that a random variable with this
distribution takes a value less than or equal to
x.
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survivalProbability
public double survivalProbability(double x)
For a random variableXwhose values are distributed according to this distribution, this method returnsP(X > x). In other words, this method represents the complementary cumulative distribution function.By default, this is defined as
1 - cumulativeProbability(x), but the specific implementation may be more accurate.- Parameters:
x- Point at which the survival function is evaluated.- Returns:
- the probability that a random variable with this
distribution takes a value greater than
x.
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inverseCumulativeProbability
public double inverseCumulativeProbability(double p)
Computes the quantile function of this distribution. For a random variableXdistributed according to this distribution, the returned value is:\[ x = \begin{cases} \inf \{ x \in \mathbb R : P(X \le x) \ge p\} & \text{for } 0 \lt p \le 1 \\ \inf \{ x \in \mathbb R : P(X \le x) \gt 0 \} & \text{for } p = 0 \end{cases} \]
The default implementation returns:
ContinuousDistribution.getSupportLowerBound()forp = 0,ContinuousDistribution.getSupportUpperBound()forp = 1, or- the result of a search for a root between the lower and upper bound using
cumulativeProbability(x) - p. The bounds may be bracketed for efficiency.
- Specified by:
inverseCumulativeProbabilityin interfaceContinuousDistribution- Overrides:
inverseCumulativeProbabilityin classAbstractContinuousDistribution- Parameters:
p- Cumulative probability.- Returns:
- the smallest
p-quantile of this distribution (largest 0-quantile forp = 0).
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inverseSurvivalProbability
public double inverseSurvivalProbability(double p)
Computes the inverse survival probability function of this distribution. For a random variableXdistributed according to this distribution, the returned value is:\[ x = \begin{cases} \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\ \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1 \end{cases} \]
By default, this is defined as
inverseCumulativeProbability(1 - p), but the specific implementation may be more accurate.The default implementation returns:
ContinuousDistribution.getSupportLowerBound()forp = 1,ContinuousDistribution.getSupportUpperBound()forp = 0, or- the result of a search for a root between the lower and upper bound using
survivalProbability(x) - p. The bounds may be bracketed for efficiency.
- Specified by:
inverseSurvivalProbabilityin interfaceContinuousDistribution- Overrides:
inverseSurvivalProbabilityin classAbstractContinuousDistribution- Parameters:
p- Survival probability.- Returns:
- the smallest
(1-p)-quantile of this distribution (largest 0-quantile forp = 1).
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getMean
public double getMean()
Gets the mean of this distribution.For lower limit \( a \), upper limit \( b \), and mode \( c \), the mean is \( (a + b + c) / 3 \).
- Returns:
- the mean.
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getVariance
public double getVariance()
Gets the variance of this distribution.For lower limit \( a \), upper limit \( b \), and mode \( c \), the variance is \( (a^2 + b^2 + c^2 - ab - ac - bc) / 18 \).
- Returns:
- the variance.
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getSupportLowerBound
public double getSupportLowerBound()
Gets the lower bound of the support. It must return the same value asinverseCumulativeProbability(0), i.e. \( \inf \{ x \in \mathbb R : P(X \le x) \gt 0 \} \).The lower bound of the support is equal to the lower limit parameter
aof the distribution.- Returns:
- the lower bound of the support.
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getSupportUpperBound
public double getSupportUpperBound()
Gets the upper bound of the support. It must return the same value asinverseCumulativeProbability(1), i.e. \( \inf \{ x \in \mathbb R : P(X \le x) = 1 \} \).The upper bound of the support is equal to the upper limit parameter
bof the distribution.- Returns:
- the upper bound of the support.
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