Package nl.tudelft.simulation.jstats.distributions

Class DistNormalTrunc

java.lang.Object
nl.tudelft.simulation.jstats.distributions.Dist
nl.tudelft.simulation.jstats.distributions.DistContinuous
nl.tudelft.simulation.jstats.distributions.DistNormalTrunc
All Implemented Interfaces:
Serializable
public class DistNormalTrunc extends DistContinuous
The Normal Truncated distribution. For more information on the truncated normal distribution see https://en.wikipedia.org/wiki/Truncated_normal_distribution

This version of the normal distribution uses the numerically approached inverse cumulative distribution.

(c) copyright 2002-2021 Delft University of Technology , the Netherlands.
See for project information www.simulation.tudelft.nl
License of use: Lesser General Public License (LGPL) , no warranty.

Author:
Alexander Verbraeck
Wouter Schakel
See Also:

  • Constructor Details

    • DistNormalTrunc

      public DistNormalTrunc(StreamInterface stream, double min, double max)
      constructs a normal distribution with mu=0 and sigma=1. Errors of various types, e.g., in the impact point of a bomb; quantities that are the sum of a large number of other quantities by the virtue of the central limit theorem.
      Parameters:
      stream - StreamInterface; the numberstream
      min - double; minimum x-value of the distribution
      max - double; maximum x-value of the distribution

    • DistNormalTrunc

      public DistNormalTrunc(StreamInterface stream, double mu, double sigma, double min, double max)
      constructs a normal distribution with mu and sigma.
      Parameters:
      stream - StreamInterface; the random number stream
      mu - double; the mean
      sigma - double; the standard deviation
      min - double; minimum x-value of the distribution
      max - double; maximum x-value of the distribution
      Throws:
      IllegalArgumentException - when sigma <= 0 or when max <= min, or when the probabilities are so small that drawing becomes impossible. The cutoff point is at an interval with an overall probability of less than 1E-6

  • Method Details

    • draw

      public double draw()
      draws the next stream value according to the probability of this this distribution.
      Specified by:
      draw in class DistContinuous
      Returns:
      the next double value drawn.

    • getCumulativeProbability

      public double getCumulativeProbability(double x)
      returns the cumulative probability of the x-value.
      Parameters:
      x - double; the observation x
      Returns:
      double the cumulative probability

    • getInverseCumulativeProbability

      public double getInverseCumulativeProbability(double cumulativeProbability)
      returns the x-value of the given cumulativePropability.
      Parameters:
      cumulativeProbability - double; reflects cum prob
      Returns:
      double the inverse cumulative probability

    • getProbabilityDensity

      public double getProbabilityDensity(double x)
      returns the probability density value of a value x.
      Specified by:
      getProbabilityDensity in class DistContinuous
      Parameters:
      x - double; the value for which the density function needs to be calculated
      Returns:
      double; the probability density for value x

    • getMu

      public double getMu()
      Returns:
      mu

    • getSigma

      public double getSigma()
      Returns:
      sigma

    • getMin

      public double getMin()
      Returns:
      min

    • getMax

      public double getMax()
      Returns:
      max

    • toString

      public String toString()
      Overrides:
      toString in class Object