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 and Description
PoissonDistribution(double lambda)

Method Summary

Modifier and Type	Method and 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 Detail

PoissonDistribution

public PoissonDistribution(double lambda)

Method Detail

inverseCumulativeDistribution

public double inverseCumulativeDistribution(double x)

Return the inverse cumulative distribution function at x.

Parameters:

x - Argument

Returns:

Inverse cumulative distribution function at x.