/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math.distribution; import java.io.Serializable; import org.apache.commons.math.MathException; /** * The default implementation of {@link ExponentialDistribution}. * * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $ */ public class ExponentialDistributionImpl extends AbstractContinuousDistribution implements ExponentialDistribution, Serializable { /** Serializable version identifier */ private static final long serialVersionUID = 2401296428283614780L; /** The mean of this distribution. */ private double mean; /** * Create a exponential distribution with the given mean. * @param mean mean of this distribution. */ public ExponentialDistributionImpl(double mean) { super(); setMean(mean); } /** * Modify the mean. * @param mean the new mean. * @throws IllegalArgumentException if mean is not positive. */ public void setMean(double mean) { if (mean <= 0.0) { throw new IllegalArgumentException("mean must be positive."); } this.mean = mean; } /** * Access the mean. * @return the mean. */ public double getMean() { return mean; } /** * For this disbution, X, this method returns P(X < x). * * The implementation of this method is based on: * * * @param x the value at which the CDF is evaluated. * @return CDF for this distribution. * @throws MathException if the cumulative probability can not be * computed due to convergence or other numerical errors. */ public double cumulativeProbability(double x) throws MathException{ double ret; if (x <= 0.0) { ret = 0.0; } else { ret = 1.0 - Math.exp(-x / getMean()); } return ret; } /** * For this distribution, X, this method returns the critical point x, such * that P(X < x) = p. *

* Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

* * @param p the desired probability * @return x, such that P(X < x) = p * @throws MathException if the inverse cumulative probability can not be * computed due to convergence or other numerical errors. * @throws IllegalArgumentException if p < 0 or p > 1. */ public double inverseCumulativeProbability(double p) throws MathException { double ret; if (p < 0.0 || p > 1.0) { throw new IllegalArgumentException ("probability argument must be between 0 and 1 (inclusive)"); } else if (p == 1.0) { ret = Double.POSITIVE_INFINITY; } else { ret = -getMean() * Math.log(1.0 - p); } return ret; } /** * Access the domain value lower bound, based on p, used to * bracket a CDF root. * * @param p the desired probability for the critical value * @return domain value lower bound, i.e. * P(X < lower bound) < p */ protected double getDomainLowerBound(double p) { return 0; } /** * Access the domain value upper bound, based on p, used to * bracket a CDF root. * * @param p the desired probability for the critical value * @return domain value upper bound, i.e. * P(X < upper bound) > p */ protected double getDomainUpperBound(double p) { // NOTE: exponential is skewed to the left // NOTE: therefore, P(X < μ) > .5 if (p < .5) { // use mean return getMean(); } else { // use max return Double.MAX_VALUE; } } /** * Access the initial domain value, based on p, used to * bracket a CDF root. * * @param p the desired probability for the critical value * @return initial domain value */ protected double getInitialDomain(double p) { // TODO: try to improve on this estimate // Exponential is skewed to the left, therefore, P(X < μ) > .5 if (p < .5) { // use 1/2 mean return getMean() * .5; } else { // use mean return getMean(); } } }