public class ParetoDistribution
extends java.lang.Object
Constructor | Description |
---|---|
ParetoDistribution() |
Modifier and Type | Method | Description |
---|---|---|
static double |
cdf(double x,
double k,
double m) |
cumulative density function of the Pareto distribution
|
static double |
mean(double k,
double m) |
mean of the Pareto distribution
|
static double |
moment(int n,
double k,
double m) |
moments E(X^n) of the Pareto distribution
|
static double |
pdf(double x,
double k,
double m) |
probability density function of the Pareto distribution
|
static double |
quantile(double p,
double k,
double m) |
quantile (inverse cumulative density function) of the Pareto distribution
|
static double |
variance(double k,
double m) |
variance of the Pareto distribution
|
public static double pdf(double x, double k, double m)
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")public static double cdf(double x, double k, double m)
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")public static double quantile(double p, double k, double m)
p
- argument (0 < p < 1)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")public static double mean(double k, double m)
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")public static double variance(double k, double m)
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")public static double moment(int n, double k, double m)
n
- momentk
- shape parameter (>0)m
- scale parameter (>0, "minimum income")