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bungee view » JSci » maths » statistics » ChiSqrDistribution.java
package JSci.maths.statistics;

import JSci.maths.SpecialMath;

/**
* The ChiSqrDistribution class provides an object for encapsulating chi-squared distributions.
* @version 1.0
* @author Jaco van Kooten
*/
public final class ChiSqrDistribution extends ProbabilityDistribution {
        private double r;
// The ChiSqr and Gamma distributions are closely related.
        private GammaDistribution gamma;

        /**
        * Constructs a chi-squared distribution.
        * @param dgr degrees of freedom.
        */
        public ChiSqrDistribution(double dgr) {
                if(dgr<=0.0)
                        throw new OutOfRangeException("The degrees of freedom must be greater than zero.");
                r=dgr;
                gamma=new GammaDistribution(0.5*r);
        }
        /**
        * Returns the degrees of freedom.
        */
        public double getDegreesOfFreedom() {
                return r;
        }
        /**
        * Probability density function of a chi-squared distribution.
        * @return the probability that a stochastic variable x has the value X, i.e. P(x=X).
        */
        public double probability(double X) {
                return 0.5*gamma.probability(0.5*X);
        }
        /**
        * Cumulative chi-squared distribution function.
  * @return the probability that a stochastic variable x is less then X, i.e. P(x&lt;X).
        */
        public double cumulative(double X) {
                checkRange(X,0.0,Double.MAX_VALUE);
                return SpecialMath.incompleteGamma(0.5*r,0.5*X);
        }
        /**
  * Inverse of the cumulative chi-squared distribution function.
        * @return the value X for which P(x&lt;X).
        */
        public double inverse(double probability) {
                if(probability==1.0)
                        return Double.MAX_VALUE;
                else
                        return 2.0*gamma.inverse(probability);
        }
}
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