Package 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:

  • Constructor Summary

    Constructors
    Constructor
    Description
    NormalDistribution()
     

  • Method Summary

    Modifier and Type
    Method
    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 Details

    • NormalDistribution

      public NormalDistribution()

  • Method Details

    • 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