edu.uah.math.distributions
Class ExtremeValueDistribution

java.lang.Object
  edu.uah.math.distributions.Distribution
      edu.uah.math.distributions.ExtremeValueDistribution

All Implemented Interfaces:

java.io.Serializable

public class ExtremeValueDistribution
extends Distribution
implements java.io.Serializable

This class models the exponential-type extreme value distribution. The version for maximums or the version for minimums can be specified.

Version:

May, 2004

Author:

Kyle Siegrist, Dawn Duehring

See Also:

Serialized Form

Field Summary

static int	MAXIMUM
static int	MINIMUM

Fields inherited from class edu.uah.math.distributions.Distribution

CONTINUOUS, DISCRETE, MIXED

Constructor Summary

ExtremeValueDistribution()
This default constructor creates a new ExtremeValueDistribution of type MAXIMUM.

ExtremeValueDistribution(int k)
This general constructor creates a new ExtremeValueDistribution of a specified type.

Method Summary

double	getCDF(double x) This method computes the cumulative distribution function.
double	getDensity(double x) This method computes the denstiy function.
double	getMaxDensity() This method returns the maximum value of the density function.
double	getMean() The method returns the mean of the distribution.
double	getOrder() This method returns the type parameter.
double	getQuantile(double p) This method returns the quantile function
double	getVariance() This method returns the variance of the distribution.
void	setOrder(int k) This method defines the type and the default domian..
java.lang.String	toString() This method returns a string that gives the name of the distribution and the value of the type parameter.

Methods inherited from class edu.uah.math.distributions.Distribution

getDomain, getFailureRate, getMedian, getMGF, getMoment, getMoment, getPGF, getSD, getType, setDomain, setDomain, simulate

Methods inherited from class java.lang.Object

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

Field Detail

MAXIMUM

public static final int MAXIMUM

See Also:

Constant Field Values

MINIMUM

public static final int MINIMUM

See Also:

Constant Field Values

Constructor Detail

ExtremeValueDistribution

public ExtremeValueDistribution(int k)

This general constructor creates a new ExtremeValueDistribution of a specified type.

Parameters:

k - the type (maximum or minimum)

ExtremeValueDistribution

public ExtremeValueDistribution()

This default constructor creates a new ExtremeValueDistribution of type MAXIMUM.

Method Detail

setOrder

public void setOrder(int k)

This method defines the type and the default domian..

Parameters:

k - the type parameter (maximum or minimum)

getDensity

public double getDensity(double x)

This method computes the denstiy function.

Specified by:

getDensity in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the probability density at x

getMaxDensity

public double getMaxDensity()

This method returns the maximum value of the density function.

Overrides:

getMaxDensity in class Distribution

Returns:

the maximum value of the probability density function

getMean

public double getMean()

The method returns the mean of the distribution.

Overrides:

getMean in class Distribution

Returns:

the mean

getVariance

public double getVariance()

This method returns the variance of the distribution.

Overrides:

getVariance in class Distribution

Returns:

the variance

getCDF

public double getCDF(double x)

This method computes the cumulative distribution function.

Overrides:

getCDF in class Distribution

Parameters:

x - a number in the domain of the distribution

Returns:

the cumulative distsribution at x.

getQuantile

public double getQuantile(double p)

This method returns the quantile function

Overrides:

getQuantile in class Distribution

Parameters:

p - a number in (0, 1)

Returns:

the quantile of order p

getOrder

public double getOrder()

This method returns the type parameter.

Returns:

the type parameter (maximum or minimum)

toString

public java.lang.String toString()

This method returns a string that gives the name of the distribution and the value of the type parameter.

Overrides:

toString in class Distribution

Returns:

a string giving the name of the distribution and the value of the type parameter