Class: Rubystats::NormalDistribution

Inherits:
ProbabilityDistribution show all
Includes:
SpecialMath
Defined in:
lib/rubystats/normal_distribution.rb

Constant Summary

Constants included from NumericalConstants

Rubystats::NumericalConstants::Eps, Rubystats::NumericalConstants::Gamma, Rubystats::NumericalConstants::Gamma_x_max_value, Rubystats::NumericalConstants::Golden_ratio, Rubystats::NumericalConstants::Log_gamma_x_max_value, Rubystats::NumericalConstants::Max_float, Rubystats::NumericalConstants::Max_iterations, Rubystats::NumericalConstants::Max_value, Rubystats::NumericalConstants::Precision, Rubystats::NumericalConstants::Sqrt2, Rubystats::NumericalConstants::Sqrt2pi, Rubystats::NumericalConstants::Two_pi, Rubystats::NumericalConstants::Xminin

Instance Method Summary collapse

Methods included from SpecialMath

#beta, #beta_fraction, #complementary_error, #error, #gamma, #gamma_fraction, #gamma_series_expansion, #incomplete_beta, #incomplete_gamma, #log_beta, #log_gamma

Methods inherited from ProbabilityDistribution

#cdf, #check_range, #find_root, #get_factorial, #icdf, #mean, #pdf, #rng

Methods included from ExtraMath

#binomial

Constructor Details

#initialize(mu = 0.0, sigma = 1.0) ⇒ NormalDistribution

Constructs a normal distribution (defaults to zero mean and unity variance).



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# File 'lib/rubystats/normal_distribution.rb', line 13

def initialize(mu=0.0, sigma=1.0)
  @mean = mu
  if sigma <= 0.0
    return "error"
  end
  @stdev = sigma
  @variance = sigma**2
  @pdf_denominator = Sqrt2pi * Math.sqrt(@variance)
  @cdf_denominator = Sqrt2   * Math.sqrt(@variance)
end

Instance Method Details

#get_mean ⇒ Object

Returns the mean of the distribution



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# File 'lib/rubystats/normal_distribution.rb', line 25

def get_mean 
  return @mean
end

#get_standard_deviation ⇒ Object

Returns the standard deviation of the distribution



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# File 'lib/rubystats/normal_distribution.rb', line 30

def get_standard_deviation
  return @stdev
end

#get_variance ⇒ Object

Returns the variance of the distribution



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# File 'lib/rubystats/normal_distribution.rb', line 35

def get_variance
  return @variance
end