com.hfg.math

Class StandardNormalDistribution

java.lang.Object

com.hfg.math.StandardNormalDistribution

public class StandardNormalDistribution
extends Object

For calculations related to standard normal distributions.

Constructor Summary

Constructors

Constructor and Description
StandardNormalDistribution()

Method Summary

Modifier and Type	Method and Description
Double	getMean()
double	getProbability(double inValue)
Double	getSampleStandardDeviation()
double	getValueThresholdForProbability(float inProbability) Given a probability P, it returns an approximation to the X satisfying P = Pr{Z <= X} where Z is a random variable from the standard normal distribution.
double	getZScore(double inValue)
StandardNormalDistribution	setMean(Double inValue)
StandardNormalDistribution	setSampleStandardDeviation(Double inValue)

Methods inherited from class java.lang.Object

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

Constructor Detail

StandardNormalDistribution

public StandardNormalDistribution()

Method Detail

setMean

public StandardNormalDistribution setMean(Double inValue)

getMean

public Double getMean()

setSampleStandardDeviation

public StandardNormalDistribution setSampleStandardDeviation(Double inValue)

getSampleStandardDeviation

public Double getSampleStandardDeviation()

getZScore

public double getZScore(double inValue)

getProbability

public double getProbability(double inValue)

getValueThresholdForProbability

public double getValueThresholdForProbability(float inProbability)

Given a probability P, it returns an approximation to the X satisfying P = Pr{Z <= X} where Z is a random variable from the standard normal distribution. Uses the lower tail quantile for standard normal distribution function from http://home.online.no/~pjacklam/notes/invnorm/.