npstat::RatioOfNormals Class Reference

#include <RatioOfNormals.hh>

Inheritance diagram for npstat::RatioOfNormals:

Public Member Functions
	RatioOfNormals (double mu1, double s1, double mu2, double s2, double rho)
virtual RatioOfNormals *	clone () const
virtual double	density (double x) const
virtual double	cdf (double x) const
virtual double	exceedance (double x) const
virtual double	quantile (double x) const
virtual unsigned	random (AbsRandomGenerator &g, double *generatedRandom) const
virtual gs::ClassId	classId () const
virtual bool	write (std::ostream &) const
Public Member Functions inherited from npstat::AbsDistribution1D
bool	operator== (const AbsDistribution1D &r) const
bool	operator!= (const AbsDistribution1D &r) const
long double	empiricalMoment (long double center, unsigned order, unsigned nIntegrationPoints=1024U, bool useFejerQuadrature=false) const
template<class Functor >
double	expectation (const Functor &fcn, unsigned nIntegrationPoints=1024U, bool useFejerQuadrature=false) const

Static Public Member Functions
static const char *	classname ()
static unsigned	version ()
static RatioOfNormals *	read (const gs::ClassId &id, std::istream &)
Static Public Member Functions inherited from npstat::AbsDistribution1D
static const char *	classname ()
static unsigned	version ()
static AbsDistribution1D *	read (const gs::ClassId &id, std::istream &)

Protected Member Functions
virtual bool	isEqual (const AbsDistribution1D &r) const

Detailed Description

Formulae used in the implementation of this class come from D.V. Hinkley, "On the ratio of two correlated normal random variables", Biometrika, v. 56, p. 635 (1969).

Constructor & Destructor Documentation

RatioOfNormals()

npstat::RatioOfNormals::RatioOfNormals	(	double	mu1,
		double	s1,
		double	mu2,
		double	s2,
		double	rho
	)

The constructor arguments are as follows:

"mu1" and "s1" are the mean and the standard deviation of the normal random variable in the numerator.

"mu2" and "s2" are the mean and the standard deviation of the normal random variable in the denominator.

"rho" is the correlation coefficient.

Member Function Documentation

cdf()

virtual double npstat::RatioOfNormals::cdf ( double  x ) const

virtual

Cumulative distribution function

Implements npstat::AbsDistribution1D.

classId()

virtual gs::ClassId npstat::RatioOfNormals::classId ( ) const

inlinevirtual

Prototype needed for I/O

Implements npstat::AbsDistribution1D.

clone()

virtual RatioOfNormals* npstat::RatioOfNormals::clone ( ) const

inlinevirtual

"Virtual copy constructor"

Implements npstat::AbsDistribution1D.

density()

virtual double npstat::RatioOfNormals::density ( double  x ) const

virtual

Probability density

Implements npstat::AbsDistribution1D.

exceedance()

virtual double npstat::RatioOfNormals::exceedance ( double  x ) const

virtual

1 - cdf, known as "survival function" or "exceedance". Implementations should avoid subtractive cancellation.

Implements npstat::AbsDistribution1D.

isEqual()

virtual bool npstat::RatioOfNormals::isEqual ( const AbsDistribution1D &  ) const

protectedvirtual

Comparison for equality. To be implemented by derived classes.

Implements npstat::AbsDistribution1D.

quantile()

virtual double npstat::RatioOfNormals::quantile ( double  x ) const

virtual

The quantile function (inverse cdf)

Implements npstat::AbsDistribution1D.

random()

virtual unsigned npstat::RatioOfNormals::random ( AbsRandomGenerator &  g, double *  generatedRandom  ) const

virtual

Random number generator according to the given distribution. Should return the number of random points used up from the generator.

Reimplemented from npstat::AbsDistribution1D.

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The documentation for this class was generated from the following file:

• stat/RatioOfNormals.hh