Interface ProbabilityDistribution

All Superinterfaces:
ContinuousFunction<Real,Real>, Function<Real,Real>, Function<Real,Real>, Relation<Real,Real>
All Known Implementing Classes:
BetaDistribution, BinomialDistribution, CauchyDistribution, ChiSquareDistribution, ContinuousDistribution, DiscreteDistribution, ExponentialDistribution, GammaDistribution, GeometricDistribution, LogNormalDistribution, NormalDistribution, PoissonDistribution, StudentTDistribution, UniformDistribution, WeibullDistribution
public interface ProbabilityDistribution extends ContinuousFunction<Real,Real>
A probability distribution P(X ≤ x). This is a mathematical function from ℝ → [0, 1].

Since:
1.0
Author:
Silvere Martin-Michiellot, Gemini AI (Google DeepMind)

  • Method Details

    • density

      Real density(Real x)
      Probability density function (PDF) or probability mass function (PMF). f(x) = dP/dx for continuous, P(X = x) for discrete.
      Parameters:
      x - the value to evaluate density at
      Returns:
      the probability density or mass

    • cdf

      Real cdf(Real x)
      Cumulative distribution function (CDF). F(x) = P(X ≤ x)
      Parameters:
      x - the value to evaluate CDF at
      Returns:
      the cumulative probability

    • quantile

      Real quantile(Real p)
      Quantile function (inverse CDF). Q(p) = F⁻¹(p)
      Parameters:
      p - the cumulative probability (0 to 1)
      Returns:
      the value x such that P(X ≤ x) = p

    • sample

      Real sample()
      Generate random sample from this distribution.
      Returns:
      a random sample

    • mean

      Real mean()
      Returns the mean (expected value) of this distribution.
      Returns:
      the mean

    • variance

      Real variance()
      Returns the variance of this distribution.
      Returns:
      the variance

    • standardDeviation

      default Real standardDeviation()
      Returns the standard deviation of this distribution.
      Returns:
      the standard deviation

    • evaluate

      default Real evaluate(Real x)
      Function interface - delegates to CDF.
      Specified by:
      evaluate in interface Function<Real,Real>
      Parameters:
      x - the input point
      Returns:
      the value of the function at x

    • isDiscrete

      boolean isDiscrete()
      Is this a discrete or continuous distribution?
      Returns:
      true if discrete, false if continuous