org.apache.commons.math3.distribution

## Class ExponentialDistribution

- java.lang.Object
- - org.apache.commons.math3.distribution.AbstractRealDistribution
  - - org.apache.commons.math3.distribution.ExponentialDistribution

- All Implemented Interfaces:
    Serializable, RealDistribution

      public class ExponentialDistribution
      extends AbstractRealDistribution

  Implementation of the exponential distribution.
  Version:
    $Id: ExponentialDistribution.java 1534358 2013-10-21 20:13:52Z tn $
  See Also:
    Exponential distribution (Wikipedia), Exponential distribution (MathWorld), Serialized Form

- - ### Field Summary

    Fields
    Modifier and Type | Field and Description
    --- | ---
    `static double` | `DEFAULT_INVERSE_ABSOLUTE_ACCURACY` Default inverse cumulative probability accuracy.

    - ### Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution

      `random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY`

  - ### Constructor Summary

    Constructors
    Constructor and Description
    `ExponentialDistribution(double mean)` Create an exponential distribution with the given mean.
    `ExponentialDistribution(double mean, double inverseCumAccuracy)` Create an exponential distribution with the given mean.
    `ExponentialDistribution(RandomGenerator rng, double mean)` Creates an exponential distribution.
    `ExponentialDistribution(RandomGenerator rng, double mean, double inverseCumAccuracy)` Creates an exponential distribution.

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `double` | `cumulativeProbability(double x)` For a random variable `X` whose values are distributed according to this distribution, this method returns `P(X <= x)`.
    `double` | `density(double x)` Returns the probability density function (PDF) of this distribution evaluated at the specified point `x`.
    `double` | `getMean()` Access the mean.
    `double` | `getNumericalMean()` Use this method to get the numerical value of the mean of this distribution.
    `double` | `getNumericalVariance()` Use this method to get the numerical value of the variance of this distribution.
    `protected double` | `getSolverAbsoluteAccuracy()` Returns the solver absolute accuracy for inverse cumulative computation.
    `double` | `getSupportLowerBound()` Access the lower bound of the support.
    `double` | `getSupportUpperBound()` Access the upper bound of the support.
    `double` | `inverseCumulativeProbability(double p)` Computes the quantile function of this distribution.
    `boolean` | `isSupportConnected()` Use this method to get information about whether the support is connected, i.e.
    `boolean` | `isSupportLowerBoundInclusive()` Whether or not the lower bound of support is in the domain of the density function.
    `boolean` | `isSupportUpperBoundInclusive()` Whether or not the upper bound of support is in the domain of the density function.
    `double` | `logDensity(double x)` Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point `x`.
    `double` | `sample()` Generate a random value sampled from this distribution.

    - ### Methods inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution

      `cumulativeProbability, probability, probability, reseedRandomGenerator, sample`

    - ### Methods inherited from class java.lang.Object

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

- - ### Field Detail

    - #### DEFAULT_INVERSE_ABSOLUTE_ACCURACY

          public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY

      Default inverse cumulative probability accuracy.
      Since:
        2.1
      See Also:
        Constant Field Values

  - ### Constructor Detail

    - #### ExponentialDistribution

          public ExponentialDistribution(double mean)

      Create an exponential distribution with the given mean.
      Parameters:
        `mean` - mean of this distribution.

    - #### ExponentialDistribution

          public ExponentialDistribution(double mean,
                                 double inverseCumAccuracy)

      Create an exponential distribution with the given mean.
      Parameters:
        `mean` - Mean of this distribution.
        `inverseCumAccuracy` - Maximum absolute error in inverse cumulative probability estimates (defaults to `DEFAULT_INVERSE_ABSOLUTE_ACCURACY`).
      Throws:
        `NotStrictlyPositiveException` - if `mean <= 0`.
      Since:
        2.1

    - #### ExponentialDistribution

          public ExponentialDistribution(RandomGenerator rng,
                                 double mean)
                                  throws NotStrictlyPositiveException

      Creates an exponential distribution.
      Parameters:
        `rng` - Random number generator.
        `mean` - Mean of this distribution.
      Throws:
        `NotStrictlyPositiveException` - if `mean <= 0`.
      Since:
        3.3

    - #### ExponentialDistribution

          public ExponentialDistribution(RandomGenerator rng,
                                 double mean,
                                 double inverseCumAccuracy)
                                  throws NotStrictlyPositiveException

      Creates an exponential distribution.
      Parameters:
        `rng` - Random number generator.
        `mean` - Mean of this distribution.
        `inverseCumAccuracy` - Maximum absolute error in inverse cumulative probability estimates (defaults to `DEFAULT_INVERSE_ABSOLUTE_ACCURACY`).
      Throws:
        `NotStrictlyPositiveException` - if `mean <= 0`.
      Since:
        3.1

  - ### Method Detail

    - #### getMean

          public double getMean()

      Access the mean.
      Returns:
        the mean.

    - #### density

          public double density(double x)

      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` - the point at which the PDF is evaluated
      Returns:
        the value of the probability density function at point `x`

    - #### logDensity

          public double logDensity(double x)

      Returns the natural logarithm of 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. Note that due to the floating point precision and under/overflow issues, this method will for some distributions be more precise and faster than computing the logarithm of `RealDistribution.density(double)`. The default implementation simply computes the logarithm of `density(x)`.
      Overrides:
        `logDensity` in class `AbstractRealDistribution`
      Parameters:
        `x` - the point at which the PDF is evaluated
      Returns:
        the logarithm of the value of the probability density function at point `x`

    - #### cumulativeProbability

          public double cumulativeProbability(double x)

      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. The implementation of this method is based on:
      - Exponential Distribution, equation (1).
      Parameters:
        `x` - the point at which the CDF is evaluated
      Returns:
        the probability that a random variable with this distribution takes a value less than or equal to `x`

    - #### inverseCumulativeProbability

          public double inverseCumulativeProbability(double p)
                                              throws OutOfRangeException

      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
      - `RealDistribution.getSupportLowerBound()` for `p = 0`,
      - `RealDistribution.getSupportUpperBound()` for `p = 1`.
      Returns `0` when `p= = 0` and `Double.POSITIVE_INFINITY` when `p == 1`.
      Specified by:
        `inverseCumulativeProbability` in interface `RealDistribution`
      Overrides:
        `inverseCumulativeProbability` in class `AbstractRealDistribution`
      Parameters:
        `p` - the cumulative probability
      Returns:
        the smallest `p`-quantile of this distribution (largest 0-quantile for `p = 0`)
      Throws:
        `OutOfRangeException` - if `p < 0` or `p > 1`

    - #### sample

          public double sample()

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

      Algorithm Description: this implementation uses the Inversion Method to generate exponentially distributed random values from uniform deviates.

      Specified by:
        `sample` in interface `RealDistribution`
      Overrides:
        `sample` in class `AbstractRealDistribution`
      Returns:
        a random value.
      Since:
        2.2

    - #### getSolverAbsoluteAccuracy

          protected double getSolverAbsoluteAccuracy()

      Returns the solver absolute accuracy for inverse cumulative computation. You can override this method in order to use a Brent solver with an absolute accuracy different from the default.
      Overrides:
        `getSolverAbsoluteAccuracy` in class `AbstractRealDistribution`
      Returns:
        the maximum absolute error in inverse cumulative probability estimates

    - #### getNumericalMean

          public double getNumericalMean()

      Use this method to get the numerical value of the mean of this distribution. For mean parameter `k`, the mean is `k`.
      Returns:
        the mean or `Double.NaN` if it is not defined

    - #### getNumericalVariance

          public double getNumericalVariance()

      Use this method to get the numerical value of the variance of this distribution. For mean parameter `k`, the variance is `k^2`.
      Returns:
        the variance (possibly `Double.POSITIVE_INFINITY` as for certain cases in `TDistribution`) or `Double.NaN` if it is not defined

    - #### getSupportLowerBound

          public double 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 always 0 no matter the mean parameter.
      Returns:
        lower bound of the support (always 0)

    - #### getSupportUpperBound

          public double 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 always positive infinity no matter the mean parameter.
      Returns:
        upper bound of the support (always Double.POSITIVE_INFINITY)

    - #### isSupportLowerBoundInclusive

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

    - #### isSupportUpperBoundInclusive

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

    - #### isSupportConnected

          public boolean 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:
        `true`

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