Package com.imsl.test.example.stat

Class InverseCdfEx1

java.lang.Object

com.imsl.test.example.stat.InverseCdfEx1

All Implemented Interfaces:

CdfFunction

public class InverseCdfEx1
extends Object
implements CdfFunction

Computes the inverse of a user-supplied CDF at a probability value.

In this example, InverseCdf is used to compute the point such that the probability is 0.9 that a standard normal random variable is less than or equal to the computed point.

See Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
InverseCdfEx1()

Method Summary

Modifier and Type	Method	Description
double	cdf(double x)	Public interface for the user-supplied cumulative distribution function to be used by InverseCdf.
static void	main(String[] args)

Methods inherited from class java.lang.Object

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

Constructor Details

InverseCdfEx1

public InverseCdfEx1()

Method Details

cdf

public double cdf(double x)

Description copied from interface: CdfFunction

Public interface for the user-supplied cumulative distribution function to be used by InverseCdf.

Specified by:

cdf in interface CdfFunction

Parameters:

x - a double scalar value representing the point at which the inverse CDF is desired.

Returns:

a double scalar value representing the probability that a random variable for this CDF takes a value less than or equal to this value is p.

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception