/*
* (c) Copyright 2010 by Volker Bergmann. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, is permitted under the terms of the
* GNU General Public License (GPL).
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* WITHOUT A WARRANTY OF ANY KIND. ALL EXPRESS OR IMPLIED CONDITIONS,
* REPRESENTATIONS AND WARRANTIES, INCLUDING ANY IMPLIED WARRANTY OF
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE OR NON-INFRINGEMENT, ARE
* HEREBY EXCLUDED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package org.databene.benerator.distribution.cumulative;
import org.databene.benerator.distribution.CumulativeDistributionFunction;
/**
* Inverse of the integral of the probability density f(x) = a e^{-ax} (x > 0),
* which resolves to F^{-1}(x) = - log(1 - x) / a.
* See <a href="http://www.stat.wisc.edu/~larget/math496/random2.html">Random
* Number Generation from Non-uniform Distributions</a>.<br/><br/>
* Created: 12.03.2010 15:41:21
* @since 0.6.0
* @author Volker Bergmann
*/
public class ExponentialDensityIntegral extends CumulativeDistributionFunction {
private double a;
public ExponentialDensityIntegral(double a) {
if (a <= 0)
throw new IllegalArgumentException("a must be greater than zero, but is " + a);
this.a = a;
}
@Override
public double cumulativeProbability(double value) {
return 1 - Math.exp(-a * value);
}
@Override
public double inverse(double probability) {
return - Math.log(1 - probability) / a;
}
}