Top Description Fields Constructors Methods
org.apache.commons.math3.distribution

public Class UniformRealDistribution

extends AbstractRealDistribution
Class Inheritance
Imports
org.apache.commons.math3.exception.NumberIsTooLargeException, .OutOfRangeException, org.apache.commons.math3.exception.util.LocalizedFormats, org.apache.commons.math3.random.RandomGenerator, .Well19937c
Implementation of the uniform real distribution.
Since
3.0
See Also
Uniform distribution (continuous), at Wikipedia

Field Summary

Modifier and TypeField and Description
public static final double
DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Deprecated as of 3.2 not used anymore, will be removed in 4.0
Default inverse cumulative probability accuracy.
private final double
lower

Lower bound of this distribution (inclusive).

private static final long
serialVersionUID

Hides org.apache.commons.math3.distribution.AbstractRealDistribution.serialVersionUID.

Serializable version identifier.
private final double
upper

Upper bound of this distribution (exclusive).

Inherited from org.apache.commons.math3.distribution.AbstractRealDistribution:
randomrandomDataSOLVER_DEFAULT_ABSOLUTE_ACCURACY

Constructor Summary

AccessConstructor and Description
public
UniformRealDistribution()

Create a standard uniform real distribution with lower bound (inclusive) equal to zero and upper bound (exclusive) equal to one.

public
UniformRealDistribution(double
Lower bound of this distribution (inclusive).
lower, double
Upper bound of this distribution (exclusive).
upper)

Create a uniform real distribution using the given lower and upper bounds.

public
UniformRealDistribution(double
Lower bound of this distribution (inclusive).
lower, double
Upper bound of this distribution (exclusive).
upper, double
Inverse cumulative probability accuracy.
inverseCumAccuracy)
Deprecated as of 3.2, inverse CDF is now calculated analytically, use UniformRealDistribution(double, double) instead.

Create a uniform distribution.

public
UniformRealDistribution(RandomGenerator
Random number generator.
rng, double
Lower bound of this distribution (inclusive).
lower, double
Upper bound of this distribution (exclusive).
upper, double
Inverse cumulative probability accuracy.
inverseCumAccuracy)
Deprecated as of 3.2, inverse CDF is now calculated analytically, use UniformRealDistribution(RandomGenerator, double, double) instead.

Creates a uniform distribution.

public
UniformRealDistribution(RandomGenerator
Random number generator.
rng, double
Lower bound of this distribution (inclusive).
lower, double
Upper bound of this distribution (exclusive).
upper)

Creates a uniform distribution.

Method Summary

Modifier and TypeMethod and Description
public double
cumulativeProbability(double
the point at which the CDF is evaluated
x)

Implements org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability.

For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x).

public double
density(double
the point at which the PDF is evaluated
x)

Implements org.apache.commons.math3.distribution.RealDistribution.density.

Returns the probability density function (PDF) of this distribution evaluated at the specified point x.

public double
getNumericalMean()

Implements org.apache.commons.math3.distribution.RealDistribution.getNumericalMean.

Use this method to get the numerical value of the mean of this distribution.

public double
getNumericalVariance()

Implements org.apache.commons.math3.distribution.RealDistribution.getNumericalVariance.

Use this method to get the numerical value of the variance of this distribution.

public double

Returns:

lower bound of the support
getSupportLowerBound()

Implements org.apache.commons.math3.distribution.RealDistribution.getSupportLowerBound.

Access the lower bound of the support.

public double

Returns:

upper bound of the support
getSupportUpperBound()

Implements org.apache.commons.math3.distribution.RealDistribution.getSupportUpperBound.

Access the upper bound of the support.

public double
inverseCumulativeProbability(final double
the cumulative probability
p)

Overrides org.apache.commons.math3.distribution.AbstractRealDistribution.inverseCumulativeProbability.

Implements org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

Computes the quantile function of this distribution.

public boolean

Returns:

true
isSupportConnected()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportConnected.

Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support.

public boolean
isSupportLowerBoundInclusive()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportLowerBoundInclusive.

Whether or not the lower bound of support is in the domain of the density function.

public boolean
isSupportUpperBoundInclusive()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportUpperBoundInclusive.

Whether or not the upper bound of support is in the domain of the density function.

public double
sample()

Overrides org.apache.commons.math3.distribution.AbstractRealDistribution.sample.

Implements org.apache.commons.math3.distribution.RealDistribution.sample.

Generate a random value sampled from this distribution.

Inherited from org.apache.commons.math3.distribution.AbstractRealDistribution:
cumulativeProbabilitygetSolverAbsoluteAccuracylogDensityprobabilityprobabilityreseedRandomGeneratorsample

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACYback to summary
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Deprecated

as of 3.2 not used anymore, will be removed in 4.0

Default inverse cumulative probability accuracy.

Annotations
@Deprecated
lowerback to summary
private final double lower

Lower bound of this distribution (inclusive).

serialVersionUIDback to summary
private static final long serialVersionUID

Hides org.apache.commons.math3.distribution.AbstractRealDistribution.serialVersionUID.

Serializable version identifier.

upperback to summary
private final double upper

Upper bound of this distribution (exclusive).

Constructor Detail

UniformRealDistributionback to summary
public UniformRealDistribution()

Create a standard uniform real distribution with lower bound (inclusive) equal to zero and upper bound (exclusive) equal to one.

Note

this constructor will implicitly create an instance of Well19937c as random generator to be used for sampling only (see sample() and sample(int)). In case no sampling is needed for the created distribution, it is advised to pass null as random generator via the appropriate constructors to avoid the additional initialisation overhead.

UniformRealDistributionback to summary
public UniformRealDistribution(double lower, double upper) throws NumberIsTooLargeException

Create a uniform real distribution using the given lower and upper bounds.

Note

this constructor will implicitly create an instance of Well19937c as random generator to be used for sampling only (see sample() and sample(int)). In case no sampling is needed for the created distribution, it is advised to pass null as random generator via the appropriate constructors to avoid the additional initialisation overhead.

Parameters
lower:double

Lower bound of this distribution (inclusive).

upper:double

Upper bound of this distribution (exclusive).

Exceptions
NumberIsTooLargeException:
if lower >= upper.
UniformRealDistributionback to summary
public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy) throws NumberIsTooLargeException

Deprecated

as of 3.2, inverse CDF is now calculated analytically, use UniformRealDistribution(double, double) instead.

Create a uniform distribution.

Parameters
lower:double

Lower bound of this distribution (inclusive).

upper:double

Upper bound of this distribution (exclusive).

inverseCumAccuracy:double

Inverse cumulative probability accuracy.

Annotations
@Deprecated
Exceptions
NumberIsTooLargeException:
if lower >= upper.
UniformRealDistributionback to summary
public UniformRealDistribution(RandomGenerator rng, double lower, double upper, double inverseCumAccuracy)

Deprecated

as of 3.2, inverse CDF is now calculated analytically, use UniformRealDistribution(RandomGenerator, double, double) instead.

Creates a uniform distribution.

Parameters
rng:RandomGenerator

Random number generator.

lower:double

Lower bound of this distribution (inclusive).

upper:double

Upper bound of this distribution (exclusive).

inverseCumAccuracy:double

Inverse cumulative probability accuracy.

Annotations
@Deprecated
Exceptions
NumberIsTooLargeException:
if lower >= upper.
Since
3.1
UniformRealDistributionback to summary
public UniformRealDistribution(RandomGenerator rng, double lower, double upper) throws NumberIsTooLargeException

Creates a uniform distribution.

Parameters
rng:RandomGenerator

Random number generator.

lower:double

Lower bound of this distribution (inclusive).

upper:double

Upper bound of this distribution (exclusive).

Exceptions
NumberIsTooLargeException:
if lower >= upper.
Since
3.1

Method Detail

cumulativeProbabilityback to summary
public double cumulativeProbability(double x)

Implements org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability.

Doc from org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability.

For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.

Parameters
x:double

the point at which the CDF is evaluated

Returns:double

the probability that a random variable with this distribution takes a value less than or equal to x

densityback to summary
public double density(double x)

Implements org.apache.commons.math3.distribution.RealDistribution.density.

Doc from org.apache.commons.math3.distribution.RealDistribution.density.

Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the CDF. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.

Parameters
x:double

the point at which the PDF is evaluated

Returns:double

the value of the probability density function at point x

getNumericalMeanback to summary
public double getNumericalMean()

Implements org.apache.commons.math3.distribution.RealDistribution.getNumericalMean.

Doc from org.apache.commons.math3.distribution.RealDistribution.getNumericalMean.

Use this method to get the numerical value of the mean of this distribution. For lower bound lower and upper bound upper, the mean is 0.5 * (lower + upper).

Returns:double

the mean or Double.NaN if it is not defined

getNumericalVarianceback to summary
public double getNumericalVariance()

Implements org.apache.commons.math3.distribution.RealDistribution.getNumericalVariance.

Doc from org.apache.commons.math3.distribution.RealDistribution.getNumericalVariance.

Use this method to get the numerical value of the variance of this distribution. For lower bound lower and upper bound upper, the variance is (upper - lower)^2 / 12.

Returns:double

the variance (possibly Double.POSITIVE_INFINITY as for certain cases in TDistribution) or Double.NaN if it is not defined

getSupportLowerBoundback to summary
public double getSupportLowerBound()

Implements org.apache.commons.math3.distribution.RealDistribution.getSupportLowerBound.

Doc from org.apache.commons.math3.distribution.RealDistribution.getSupportLowerBound.

Access the lower bound of the support. This method must return the same value as inverseCumulativeProbability(0). In other words, this method must return

inf {x in R | P(X <= x) > 0}.

The lower bound of the support is equal to the lower bound parameter of the distribution.
Returns:double

lower bound of the support

getSupportUpperBoundback to summary
public double getSupportUpperBound()

Implements org.apache.commons.math3.distribution.RealDistribution.getSupportUpperBound.

Doc from org.apache.commons.math3.distribution.RealDistribution.getSupportUpperBound.

Access the upper bound of the support. This method must return the same value as inverseCumulativeProbability(1). In other words, this method must return

inf {x in R | P(X <= x) = 1}.

The upper bound of the support is equal to the upper bound parameter of the distribution.
Returns:double

upper bound of the support

inverseCumulativeProbabilityback to summary
public double inverseCumulativeProbability(final double p) throws OutOfRangeException

Overrides org.apache.commons.math3.distribution.AbstractRealDistribution.inverseCumulativeProbability.

Implements org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

Doc from org.apache.commons.math3.distribution.AbstractRealDistribution.inverseCumulativeProbability.

Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is

  • inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
  • inf{x in R | P(X<=x) > 0} for p = 0.
The default implementation returns
Parameters
p:double

Doc from org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

the cumulative probability

Returns:double

Doc from org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

the smallest p-quantile of this distribution (largest 0-quantile for p = 0)

Annotations
@Override
Exceptions
OutOfRangeException:

Doc from org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

if p < 0 or p > 1

isSupportConnectedback to summary
public boolean isSupportConnected()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportConnected.

Doc from org.apache.commons.math3.distribution.RealDistribution.isSupportConnected.

Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support. The support of this distribution is connected.

Returns:boolean

true

isSupportLowerBoundInclusiveback to summary
public boolean isSupportLowerBoundInclusive()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportLowerBoundInclusive.

Doc from org.apache.commons.math3.distribution.RealDistribution.isSupportLowerBoundInclusive.

Whether or not the lower bound of support is in the domain of the density function. Returns true iff getSupporLowerBound() is finite and density(getSupportLowerBound()) returns a non-NaN, non-infinite value.

Returns:boolean

true if the lower bound of support is finite and the density function returns a non-NaN, non-infinite value there

isSupportUpperBoundInclusiveback to summary
public boolean isSupportUpperBoundInclusive()

Implements org.apache.commons.math3.distribution.RealDistribution.isSupportUpperBoundInclusive.

Doc from org.apache.commons.math3.distribution.RealDistribution.isSupportUpperBoundInclusive.

Whether or not the upper bound of support is in the domain of the density function. Returns true iff getSupportUpperBound() is finite and density(getSupportUpperBound()) returns a non-NaN, non-infinite value.

Returns:boolean

true if the upper bound of support is finite and the density function returns a non-NaN, non-infinite value there

sampleback to summary
public double sample()

Overrides org.apache.commons.math3.distribution.AbstractRealDistribution.sample.

Implements org.apache.commons.math3.distribution.RealDistribution.sample.

Doc from org.apache.commons.math3.distribution.AbstractRealDistribution.sample.

Generate a random value sampled from this distribution. The default implementation uses the inversion method.

Returns:double

Doc from org.apache.commons.math3.distribution.RealDistribution.sample.

a random value.

Annotations
@Override