gov.sandia.cognition.statistics
Interface InvertibleCumulativeDistributionFunction<NumberType extends Number>

Type Parameters:
NumberType - Type of Number used as the domain.
All Superinterfaces:
Cloneable, CloneableSerializable, CumulativeDistributionFunction<NumberType>, Distribution<NumberType>, DistributionWithMean<NumberType>, Evaluator<NumberType,Double>, Serializable, UnivariateDistribution<NumberType>
All Known Implementing Classes:
ExponentialDistribution.CDF, LaplaceDistribution.CDF, LogisticDistribution.CDF, ParetoDistribution.CDF, StudentizedRangeDistribution.CDF, StudentTDistribution.CDF, UniformDistribution.CDF, UnivariateGaussian.CDF

public interface InvertibleCumulativeDistributionFunction<NumberType extends Number>
extends CumulativeDistributionFunction<NumberType>

A cumulative distribution function that is empirically invertible.

Since:
3.0
Author:
Kevin R. Dixon

Method Summary
 NumberType inverse(double probability)
          Computes the inverse of the CDF for the given probability.
 
Methods inherited from interface gov.sandia.cognition.statistics.UnivariateDistribution
getCDF, getMaxSupport, getMinSupport, getVariance
 
Methods inherited from interface gov.sandia.cognition.statistics.DistributionWithMean
getMean
 
Methods inherited from interface gov.sandia.cognition.statistics.Distribution
sample, sample
 
Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable
clone
 
Methods inherited from interface gov.sandia.cognition.evaluator.Evaluator
evaluate
 

Method Detail

inverse

NumberType inverse(double probability)
Computes the inverse of the CDF for the given probability. That is, compute the value "x" such that p=CDF(x).

Parameters:
probability - Probability to invert.
Returns:
Inverse of the CDF for the given probability.