/* Copyright (C) 2001 Kyle Siegrist, Dawn Duehring This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ package distributions; /**This class encapsulates the normal distribution with specified parameters*/ public class NormalDistribution extends Distribution{ //Paramters public final static double C = Math.sqrt(2 * Math.PI); private double mu, sigma, cSigma; /**This general constructor creates a new normal distribution with specified parameter values*/ public NormalDistribution(double mu, double sigma){ setParameters(mu, sigma); } /**This default constructor creates a new standard normal distribution*/ public NormalDistribution(){ this(0, 1); } /**This method sets the parameters*/ public void setParameters(double m, double s){ double lower, upper, width; //Correct for invalid sigma if (s < 0) s = 1; mu = m; sigma = s; cSigma = C * sigma; upper = mu + 4 * sigma; lower = mu - 4 * sigma; width = (upper - lower) / 100; super.setParameters(lower, upper, width, CONTINUOUS); } /**This method defines the getDensity function*/ public double getDensity(double x){ double z = (x - mu) / sigma; return Math.exp(- z * z / 2) / cSigma; } /**This method returns the maximum value of the getDensity function*/ public double getMaxDensity(){ return getDensity(mu); } /**This method returns the median*/ public double getMedian(){ return mu; } /**This method returns the mean*/ public double getMean(){ return mu; } /**This method returns the variance*/ public double getVariance(){ return sigma * sigma; } /**This method simulates a value from the distribution*/ public double simulate(){ double r = Math.sqrt(-2 * Math.log(RNG.nextDouble())); double theta = 2 * Math.PI * RNG.nextDouble(); return mu + sigma * r * Math.cos(theta); } /**This method returns the location parameter*/ public double getMu(){ return mu; } /**This method sets the location parameter*/ public void setMu(double m){ setParameters(m, sigma); } /**This method gets the scale parameter*/ public double getSigma(){ return sigma; } /**This method sets the scale parameter*/ public void setSigma(double s){ setParameters(mu, s); } /**This method computes the cumulative distribution function*/ public double getCDF(double x){ double z = (x - mu) / sigma; if (z >= 0) return 0.5 + 0.5 * gammaCDF(z * z / 2, 0.5); else return 0.5 - 0.5 * gammaCDF(z * z / 2, 0.5); } public String toString() { String str=super.toString(); str+=" mean "+mu+" sigma = "+sigma; return str; } }