/*
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 models the Pareto distribution with a specified parameter*/
public class ParetoDistribution extends Distribution{
//Variable
private double parameter;
/**This general constructor creates a new Pareto distribuiton with a
specified parameter*/
public ParetoDistribution(double a){
setParameter(a);
}
/**The default constructor creates a new Pareto distribution with parameter 1*/
public ParetoDistribution(){
this(1);
}
/**This method sets the parameter and computes the default interval*/
public void setParameter(double a){
if (a <= 0) a = 1;
parameter = a;
double upper = 20 / parameter;
double width = (upper - 1) / 100;
super.setParameters(1, upper, width, CONTINUOUS);
}
/**This method returns the parameter*/
public double getParameter(){
return parameter;
}
/**This method computes the getDensity function*/
public double getDensity(double x){
if (x < 1) return 0;
else return parameter / Math.pow(x, parameter + 1);
}
/**This method returns the maximum value of the getDensity function*/
public double getMaxDensity(){
return parameter;
}
/**This method computes the mean*/
public double getMean(){
if (parameter > 1) return parameter / (parameter - 1);
else return Double.POSITIVE_INFINITY;
}
/**This method computes the variance*/
public double getVariance(){
if (parameter > 2) return parameter / ((parameter - 1) * (parameter - 1) * (parameter - 2));
else if (parameter > 1) return Double.POSITIVE_INFINITY;
else return Double.NaN;
}
/**This method comptues the cumulative distribution function*/
public double getCDF(double x){
return 1 - Math.pow(1 / x, parameter);
}
/**This method computes the getQuantile function*/
public double getQuantile(double p){
return 1 / Math.pow(1 - p, 1 / parameter);
}
}