Example usage for org.apache.commons.math3.distribution RealDistribution inverseCumulativeProbability

Introduction

In this page you can find the example usage for org.apache.commons.math3.distribution RealDistribution inverseCumulativeProbability.

Prototype

double inverseCumulativeProbability(double p) throws OutOfRangeException;

Source Link

Document

Computes the quantile function of this distribution.

Usage

From source file:lirmm.inria.fr.math.TestUtils.java

/**
 * Computes the 25th, 50th and 75th percentiles of the given distribution and returns
 * these values in an array.//from  ww w  .  j a  v a  2  s  .co  m
 */
public static double[] getDistributionQuartiles(RealDistribution distribution) {
    double[] quantiles = new double[3];
    quantiles[0] = distribution.inverseCumulativeProbability(0.25d);
    quantiles[1] = distribution.inverseCumulativeProbability(0.5d);
    quantiles[2] = distribution.inverseCumulativeProbability(0.75d);
    return quantiles;
}

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From source file:it.cnr.jatecs.indexing.tsr.ConfWeight.java

private ConfidenceInterval p(int xt, int n) {
    //this Z value is the result of phi.inverseCumulativeProbability(0.5+0.95/2.0);
    //on a normally distributed prob. mass function N(0,1)
    double Z2 = 3.84;
    RealDistribution phi = null;
    if (n < 30) {
        //the # degrees of freedom of a t-student is n-1
        //in the article is not specified what happens if n=1
        //I will here assume it becomes 1
        int degrees_freedom = Math.max(n - 1, 1);
        phi = new TDistribution(degrees_freedom);

        //Z for confindence interval of 0.95
        double Z = phi.inverseCumulativeProbability(0.5 + 0.95 / 2.0);
        Z2 = Z * Z;//from  www .  j  ava2  s  . c om
    }

    double p = (xt + 0.5 * Z2) / (n + Z2);

    double amplitude = 0.5 * Z2 * Math.sqrt((p * (1.0 - p)) / (n + Z2));

    ConfidenceInterval interval = new ConfidenceInterval();
    interval.center = p;
    interval.amplitude = amplitude;
    interval.range_min = p - amplitude;
    interval.range_max = p + amplitude;

    return interval;
}

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From source file:prm4jeval.dataanalysis.ConfidenceInterval.java

public static double getConfidenceIntervalWidth(StatisticalSummary summaryStatistics, double significance) {
    RealDistribution tDist = new TDistribution(summaryStatistics.getN() - 1);
    double t = tDist.inverseCumulativeProbability(1.0 - significance / 2);
    return 2 * t * summaryStatistics.getStandardDeviation() / Math.sqrt(summaryStatistics.getN());
}

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