Class PhaseTypeDistr

java.lang.Object

random.AbstractDistribution

random.PhaseTypeDistr

All Implemented Interfaces:

Distribution, StorableDistribution

public class PhaseTypeDistr
extends AbstractDistribution
implements Distribution

This is the Phase-Type distribution.

Copyright (c) 2017
Imperial Collge London - Department of Computing

Author:

Lulai Zhu

Field Summary

Fields inherited from class AbstractDistribution

engine

Constructor Summary

Constructors

Constructor	Description
PhaseTypeDistr()	This is the constructor.

Method Summary

Modifier and Type	Method	Description
double	cdf(double x, Parameter p)	This method is used to obtain from the distribution its cumulative distribution function evaluated where required by the user.
double	nextRand(Parameter p)	This method is used to obtain from the distribution the next number distributed according to the distribution parameter.
double	pdf(double x, Parameter p)	This method is used to obtain from the distribution its probability distribution function evaluated where required by the user.
double	theorMean(Parameter p)	This method is used to obtain from the distribution the value of its own theoretic mean.
double	theorVariance(Parameter p)	This method is used to obtain from the distribution the value of its own theoretic variance.

Methods inherited from class AbstractDistribution

setRandomEngine

Methods inherited from class Object

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

Methods inherited from interface Distribution

setRandomEngine

Constructor Details

PhaseTypeDistr

public PhaseTypeDistr()

This is the constructor. It creates a new phase-type distribution which is constituted by arbitrary exponential phases.

Method Details

pdf

public double pdf(double x,
 Parameter p)
           throws IncorrectDistributionParameterException

This method is used to obtain from the distribution its probability distribution function evaluated where required by the user.

Specified by:

pdf in interface Distribution

Parameters:

x - double indicating where to evaluate the pdf.

p - parameter of the phase-type distribution.

Returns:

double with the probability distribution function evaluated in x.

Throws:

IncorrectDistributionParameterException

cdf

public double cdf(double x,
 Parameter p)
           throws IncorrectDistributionParameterException

This method is used to obtain from the distribution its cumulative distribution function evaluated where required by the user.

Specified by:

cdf in interface Distribution

Parameters:

x - double indicating where to evaluate the cdf.

p - parameter of the phase-type distribution.

Returns:

double with the cumulative distribution function evaluated in x.

Throws:

IncorrectDistributionParameterException

theorMean

public double theorMean(Parameter p)
                 throws IncorrectDistributionParameterException

This method is used to obtain from the distribution the value of its own theoretic mean.

Specified by:

theorMean in interface Distribution

Parameters:

p - parameter of the phase-type distribution.

Returns:

double with the theoretic mean of the distribution.

Throws:

IncorrectDistributionParameterException

theorVariance

public double theorVariance(Parameter p)
                     throws IncorrectDistributionParameterException

This method is used to obtain from the distribution the value of its own theoretic variance.

Specified by:

theorVariance in interface Distribution

Parameters:

p - parameter of the phase-type distribution.

Returns:

double with the theoretic variance of the distribution.

Throws:

IncorrectDistributionParameterException

nextRand

public double nextRand(Parameter p)
                throws IncorrectDistributionParameterException

This method is used to obtain from the distribution the next number distributed according to the distribution parameter.

Specified by:

nextRand in interface Distribution

Parameters:

p - parameter of the phase-type distribution.

Returns:

double with the next random number of this distribution.

Throws:

IncorrectDistributionParameterException