Statistics
Class RandVariable

java.lang.Object
  extended byStatistics.RandVariable

public abstract class RandVariable
extends java.lang.Object

A restricted version of the class RandomVariable providing * only one method to compute the mean. This is an auxiliary class defined to * avoid recursion in the class RandomVariable * (RandomVariable.conditionalMoment(int, int, int)).

* *

See RandomVariable for explanations.

* * @author Michael J. Meyer *


Constructor Summary
RandVariable()
           
RandVariable(double mean)
           
 
Method Summary
 double conditionalMean(int t, int N)
          Expectation conditioned on information available at * time t and computed from sample of size N.
 double mean(int N)
          Unconditional expectation computed from sample of size N.
abstract  double nextValue(int t)
          The next random sample conditioned on information * available at time t.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

RandVariable

public RandVariable()

RandVariable

public RandVariable(double mean)
Method Detail

nextValue

public abstract double nextValue(int t)

The next random sample conditioned on information * available at time t. * * @param t Current time (determines information to condition on).


conditionalMean

public double conditionalMean(int t,
                              int N)

Expectation conditioned on information available at * time t and computed from sample of size N.

* * @param t Current time (determines information to condition on). * @param N Sample size.


mean

public double mean(int N)

Unconditional expectation computed from sample of size N.

* * @param N Sample size.