com.imsl.stat

Class NormalDistribution

java.lang.Object

com.imsl.stat.NormalDistribution

All Implemented Interfaces:

Distribution, ProbabilityDistribution, Serializable

public class NormalDistribution
extends Object
implements ProbabilityDistribution, Serializable

Evaluates the normal (Gaussian) probability density for a given set of data.

NormalDistribution evaluates the normal probability density of a given set of data, xData. If parameters are not supplied, the eval method fits the normal probability density function to the data by first calculating the mean and standard deviation of xData. The normal probability density function is defined as: $$ f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{\frac{{-(x - \mu)}^2}{{2 \sigma}^2}} $$ where \(\mu\) and \(\sigma\) are the mean and standard deviation.

The DataMining package class NaiveBayesClassifier uses NormalDistribution as the default method to train continuous data.

See Also:

Example, Serialized Form

Constructor Summary

Constructors

Constructor and Description
NormalDistribution()

Method Summary

Modifier and Type	Method and Description
double[]	eval(double[] xData) Fits a normal (Gaussian) probability distribution to xData and returns the probability density at each value.
double[]	eval(double[] xData, Object[] parameters) Evaluates a normal (Gaussian) probability distribution with the given parameters at each point in xData and returns the probability density at each value.
double	eval(double xData, Object[] parameters) Evaluates a normal (Gaussian) probability density at a given point xData.
double	getMean() Returns the population mean of xData.
Object[]	getParameters() Returns the current parameters of the normal probability density function.
double	getStandardDeviation() Returns the population standard deviation.

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalDistribution

public NormalDistribution()

Method Detail

eval

public double[] eval(double[] xData)

Fits a normal (Gaussian) probability distribution to xData and returns the probability density at each value.

Specified by:

eval in interface Distribution

Parameters:

xData - a double array representing the points at which the normal probability distribution function is to be evaluated

Returns:

a double array representing the normal probability density at each value in xData

eval

public double[] eval(double[] xData,
                     Object[] parameters)

Evaluates a normal (Gaussian) probability distribution with the given parameters at each point in xData and returns the probability density at each value.

Specified by:

eval in interface ProbabilityDistribution

Parameters:

xData - a double array representing the points at which the normal probability distribution function is to be evaluated

parameters - an Object array representing the parameters used to evaluate the normal probability density function, see method getParameters

Returns:

a double array representing the normal probability density of each value in xData

eval

public double eval(double xData,
                   Object[] parameters)

Evaluates a normal (Gaussian) probability density at a given point xData.

Specified by:

eval in interface ProbabilityDistribution

Parameters:

xData - a double containing the point at which the normal probability density function is to be evaluated

parameters - an Object array representing the parameters used to evaluate the normal probability density, see method getParameters

Returns:

a double representing the normal probability density at xData

getParameters

public Object[] getParameters()

Returns the current parameters of the normal probability density function.

Specified by:

getParameters in interface ProbabilityDistribution

Returns:

an Object array containing the parameters resulting from the last invocation of the (Distribution) eval method with the following signature, double[] eval(double[] xData). This Object array can be used as input to the eval methods that require an Object array of distribution parameters as input.

getMean

public double getMean()

Returns the population mean of xData.

Returns:

a double representing the population mean of xData

getStandardDeviation

public double getStandardDeviation()

Returns the population standard deviation.

Returns:

a double representing the population standard devation of xData