Package jdistlib.finance

Class OrderStatisticDistribution

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.finance.OrderStatisticDistribution

All Implemented Interfaces:

SupportedDistribution

public final class OrderStatisticDistribution
extends GenericDistribution
implements SupportedDistribution

Exact minimum or maximum of independent identically distributed variables.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Method Summary

Modifier and Type	Method	Description
double	cumulative(double x, boolean lowerTail, boolean logP)
double	density(double x, boolean log)
double	getLowerBound()
double	getUpperBound()
static OrderStatisticDistribution	maximum(GenericDistribution base, int count)
static OrderStatisticDistribution	minimum(GenericDistribution base, int count)
double	quantile(double p, boolean lowerTail, boolean logP)
double	random()

Methods inherited from class jdistlib.generic.GenericDistribution

copyBackward, cumulative, cumulative, cumulative, cumulative_hazard, cumulative_hazard, cumulativeInto, density, density, densityInto, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, quantileInto, random, random, randomInto, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

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

Method Details

maximum

public static OrderStatisticDistribution maximum(GenericDistribution base,
 int count)

minimum

public static OrderStatisticDistribution minimum(GenericDistribution base,
 int count)

density

public double density(double x,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double x,
 boolean lowerTail,
 boolean logP)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double p,
 boolean lowerTail,
 boolean logP)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution

getLowerBound

public double getLowerBound()

Specified by:

getLowerBound in interface SupportedDistribution

getUpperBound

public double getUpperBound()

Specified by:

getUpperBound in interface SupportedDistribution