/* 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); } }