Author: psteitz Date: Sun May 25 05:46:23 2014 New Revision: 909861 Log: Added some info on sampling.
Modified: websites/production/commons/content/proper/commons-math/userguide/distribution.html Modified: websites/production/commons/content/proper/commons-math/userguide/distribution.html ============================================================================== --- websites/production/commons/content/proper/commons-math/userguide/distribution.html (original) +++ websites/production/commons/content/proper/commons-math/userguide/distribution.html Sun May 25 05:46:23 2014 @@ -1,13 +1,13 @@ <!DOCTYPE html> <!-- - | Generated by Apache Maven Doxia at 15 May 2014 + | Generated by Apache Maven Doxia at 24 May 2014 | Rendered using Apache Maven Fluido Skin 1.3.0 --> <html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en"> <head> <meta charset="UTF-8" /> <meta name="viewport" content="width=device-width, initial-scale=1.0" /> - <meta name="Date-Revision-yyyymmdd" content="20140515" /> + <meta name="Date-Revision-yyyymmdd" content="20140524" /> <meta http-equiv="Content-Language" content="en" /> <title>Math - The Commons Math User Guide - Distributions</title> @@ -41,7 +41,7 @@ <a class="brand" href="http://commons.apache.org/proper/commons-math/">Apache Commons Math ™</a> <ul class="nav"> - <li id="publishDate">Last Published: 15 May 2014</li> + <li id="publishDate">Last Published: 24 May 2014</li> <li class="divider">|</li> <li id="projectVersion">Version: 3.3</li> </ul> <div class="pull-right"> <ul class="nav"> @@ -320,7 +320,16 @@ <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> @@ -338,7 +347,8 @@ (<tt>probability(·)</tt>) and distribution functions (<tt>cumulativeProbability(·)</tt>) 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> @@ -363,6 +373,15 @@ double lowerTail = t.cumulativeProbabili double upperTail = 1.0 - t.cumulativeProbability(2.75); // P(T(29) >= 2.75)</pre></div> <p> + All distributions implement a <tt>sample()</tt> 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 <tt>RandomGenerator</tt> constructor argument will avoid the overhead of initializing + the default generator. + </p> + +<p> Inverse distribution functions can be computed using the <tt>inverseCumulativeProbability</tt> methods. For continuous <tt>f</tt> and <tt>p</tt> a probability, <tt>f.inverseCumulativeProbability(p)</tt> returns @@ -417,4 +436,4 @@ double upperTail = 1.0 - t.cumulativePro </div> </body> -</html> \ No newline at end of file +</html>