Author: psteitz Date: Sat May 24 21:21:59 2014 New Revision: 1597357 URL: http://svn.apache.org/r1597357 Log: Added some info on sampling.
Modified: commons/proper/math/trunk/src/site/xdoc/userguide/distribution.xml Modified: commons/proper/math/trunk/src/site/xdoc/userguide/distribution.xml URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/distribution.xml?rev=1597357&r1=1597356&r2=1597357&view=diff ============================================================================== --- commons/proper/math/trunk/src/site/xdoc/userguide/distribution.xml (original) +++ commons/proper/math/trunk/src/site/xdoc/userguide/distribution.xml Sat May 24 21:21:59 2014 @@ -28,7 +28,16 @@ <subsection name="8.1 Overview" href="overview"> <p> The distributions package provides a framework and implementations for some commonly used - probability distributions. + probability distributions. Continuous univariate distributions are represented by implementations of + the <a href="../apidocs/org/apache/commons/math3/distribution/RealDistribution.html">RealDistribution</a> + interface. Discrete distributions implement + <a href="../apidocs/org/apache/commons/math3/distribution/IntegerDistribution.html">IntegerDistribution</a> + (values must be mapped to integers) and there is an + <a href="../apidocs/org/apache/commons/math3/distribution/EnumeratedDistribution.html">EnumeratedDistribution</a> + class representing discrete distributions with a finite, enumerated set of values. Finally, multivariate + real-valued distributions can be represented via the + <a href="../apidocs/org/apache/commons/math3/distribution/MultiVariateRealDistribution.html">MultivariateRealDistribution</a> + interface. </p> <p> An overview of available continuous distributions:<br/> @@ -42,7 +51,8 @@ (<code>probability(·)</code>) and distribution functions (<code>cumulativeProbability(·)</code>) for both discrete (integer-valued) and continuous probability distributions. - The framework also allows for the computation of inverse cumulative probabilities. + The framework also allows for the computation of inverse cumulative probabilities + and sampling from distributions. </p> <p> For an instance <code>f</code> of a distribution <code>F</code>, @@ -63,6 +73,14 @@ double lowerTail = t.cumulativeProbability(-2.656); // P(T(29) <= -2.656) double upperTail = 1.0 - t.cumulativeProbability(2.75); // P(T(29) >= 2.75)</source> <p> + All distributions implement a <code>sample()</code> method to support random sampling from the + distribution. Implementation classes expose constructors allowing the default + <a href="../apidocs/org/apache/commons/math3/random/RandomGenerator.html">RandomGenerator</a> + used by the sampling algorithm to be overridden. If sampling is not going to be used, providing + a null <code>RandomGenerator</code> constructor argument will avoid the overhead of initializing + the default generator. + </p> + <p> Inverse distribution functions can be computed using the <code>inverseCumulativeProbability</code> methods. For continuous <code>f</code> and <code>p</code> a probability, <code>f.inverseCumulativeProbability(p)</code> returns