RandomVariables
Class NormalVariable

java.lang.Object
  extended byStatistics.RandomVariable
      extended byRandomVariables.NormalVariable

public class NormalVariable
extends RandomVariable

Normal Variable.


Constructor Summary
NormalVariable()
          A standard normal variable (mean=0, standard deviation=1)
NormalVariable(double mu, double sigma)
           
 
Method Summary
 double analyticMean()
          ANALYTIC MEAN AND VARIANCE
 double analyticVariance()
          Unconditional variance given by exact formula.
 double getValue(int t)
          A new sample from the distribution of X conditioned on information available at time t.
static void main(java.lang.String[] args)
          Allocates a Normal(3,2) variable and compares the analytic mean and variance to Monte Carlo mean and variance over a sample of size 100,000.
 
Methods inherited from class Statistics.RandomVariable
analyticCentralMoment, analyticConditionalCentraMoment, analyticConditionalMean, analyticConditionalMoment, analyticConditionalVariance, analyticMoment, basicHistogram, centered_X, conditionalEmpiricalDistribution, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalHistogram, conditionalHistogram, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMoment, conditionalVariance, cumulativeDistributionFunction, displayConditionalHistogram, displayConditionalHistogram, displayConditionalHistogram, displayConditionalHistogram, displayHistogram, displayHistogram, displayHistogram, displayHistogram, div, empiricalDistribution, expectation, expectation, expectation, expectation, expectation, fillSampleSet, get_empiricalDistributionIsInitialized, get_hasAnalyticCentralMoment, get_hasAnalyticMean, get_hasAnalyticMoment, get_hasAnalyticVariance, get_hasConditionalAnalyticCentralMoment, get_hasConditionalAnalyticMean, get_hasConditionalAnalyticMoment, get_hasConditionalAnalyticVariance, histogram, histogram, initEmpiricalDistribution, meanAndStandardDeviation, meanAndStandardDeviation, meanAndStandardDeviation, meanAndStandardDeviation, minus, mult, plus, quantile, scale, setHasAnalyticMean, setHasAnalyticVariance, variance
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

NormalVariable

public NormalVariable()
A standard normal variable (mean=0, standard deviation=1)


NormalVariable

public NormalVariable(double mu,
                      double sigma)
Parameters:
mu - mean
sigma - standard deviation
Method Detail

analyticMean

public double analyticMean()
ANALYTIC MEAN AND VARIANCE

Overrides:
analyticMean in class RandomVariable

analyticVariance

public double analyticVariance()
Description copied from class: RandomVariable

Unconditional variance given by exact formula.

Since in general there are no analytic formulas the default is an error message and program abort. Override this in special cases where analytic formulas do exist.

Overrides:
analyticVariance in class RandomVariable

getValue

public double getValue(int t)
Description copied from class: RandomVariable

A new sample from the distribution of X conditioned on information available at time t.

This is the crucial method defining the random variable and information structure.

Specified by:
getValue in class RandomVariable
Parameters:
t - time - ingnored no sense of time defined (no conditioning in this context).

main

public static void main(java.lang.String[] args)
Allocates a Normal(3,2) variable and compares the analytic mean and variance to Monte Carlo mean and variance over a sample of size 100,000. A histogram is shown also.