org.databene.benerator.distribution.cumulative
Class ExponentialDensityIntegral

java.lang.Object
  org.databene.benerator.distribution.CumulativeDistributionFunction
      org.databene.benerator.distribution.cumulative.ExponentialDensityIntegral

All Implemented Interfaces:

Distribution

public class ExponentialDensityIntegral
extends CumulativeDistributionFunction

Inverse of the integral of the probability density f(x) = a e^{-ax} (x > 0), which resolves to F^{-1}(x) = - log(1 - x) / a. See Random Number Generation from Non-uniform Distributions.

Created: 12.03.2010 15:41:21

Since:

0.6.0

Author:

Volker Bergmann

Nested Class Summary

Nested classes/interfaces inherited from class org.databene.benerator.distribution.CumulativeDistributionFunction

CumulativeDistributionFunction.IPINumberGenerator<E extends java.lang.Number>

Constructor Summary

ExponentialDensityIntegral(double a)

Method Summary

double	cumulativeProbability(double value)
double	inverse(double probability)

Methods inherited from class org.databene.benerator.distribution.CumulativeDistributionFunction

applyTo, createGenerator, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

ExponentialDensityIntegral

public ExponentialDensityIntegral(double a)

Method Detail

cumulativeProbability

public double cumulativeProbability(double value)

Specified by:

cumulativeProbability in class CumulativeDistributionFunction

inverse

public double inverse(double probability)

Specified by:

inverse in class CumulativeDistributionFunction