Module net.finmath.lib

Package net.finmath.functions

Class PoissonDistribution

java.lang.Object

net.finmath.functions.PoissonDistribution

public class PoissonDistribution
extends Object

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
PoissonDistribution(double lambda)

Method Summary

Modifier and Type	Method	Description
double	inverseCumulativeDistribution(double x)	Return the inverse cumulative distribution function at x.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

PoissonDistribution

public PoissonDistribution(double lambda)

Method Details

inverseCumulativeDistribution

public double inverseCumulativeDistribution(double x)

Return the inverse cumulative distribution function at x.

Parameters:

x - Argument

Returns:

Inverse cumulative distribution function at x.