repicea.stats.estimates

Class LawOfTotalVarianceMonteCarloEstimate

java.lang.Object

repicea.stats.RandomVariable<D>

repicea.stats.estimates.Estimate<EmpiricalDistribution>

repicea.stats.estimates.MonteCarloEstimate

repicea.stats.estimates.LawOfTotalVarianceMonteCarloEstimate

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, NumberOfRealizationsProvider

public class LawOfTotalVarianceMonteCarloEstimate
extends MonteCarloEstimate

The LawOfTotalVarianceMonteCarloEstimate is a Monte Carlo estimate for random variable. The variance is provided by the variance of the mean estimate plus the expectation of their variances.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class repicea.stats.estimates.MonteCarloEstimate

MonteCarloEstimate.MessageID

Nested classes/interfaces inherited from class repicea.stats.estimates.Estimate

Estimate.EstimatorType

Field Summary

Fields inherited from class repicea.stats.estimates.Estimate

estimatorType, rowIndex

Constructor Summary

Constructors

Constructor and Description
LawOfTotalVarianceMonteCarloEstimate() Constructor.

Method Summary

Modifier and Type	Method and Description
void	addRealization(Matrix mat) This method adds a realization to the empirical distribution.
void	addRealization(PopulationMeanEstimate estimate) This method is a surrogate for addRealization(Matrix) method.
Matrix	getMean() This method returns the first central moment, i.e.
int	getNumberOfRealizations() This method returns the number of realizations the estimate is based on
java.util.List<Matrix>	getRealizations() This method returns the list of realizations in the empirical distribution.
Matrix	getVariance() This method returns the second central moment, i.e.

Methods inherited from class repicea.stats.estimates.MonteCarloEstimate

add, extractSubEstimate, getConfidenceIntervalBounds, getDifferenceEstimate, getProductEstimate, getQuantileForProbability, getSumEstimate, isMergeableEstimate, multiply, subtract, toString

Methods inherited from class repicea.stats.estimates.Estimate

getEstimatorType, getProductEstimate, getProductOfManyEstimates, getRandomDeviate, getRowIndex, setRowIndex

Methods inherited from class repicea.stats.RandomVariable

getDistribution

Methods inherited from class java.lang.Object

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

Constructor Detail

LawOfTotalVarianceMonteCarloEstimate

public LawOfTotalVarianceMonteCarloEstimate()

Constructor.

Method Detail

addRealization

public void addRealization(PopulationMeanEstimate estimate)

This method is a surrogate for addRealization(Matrix) method.

Parameters:

estimate - a SampleEstimate instance

addRealization

public void addRealization(Matrix mat)

This method adds a realization to the empirical distribution. The conformity of the new realization is checked before adding it.

Parameters:

mat - a Matrix

getVariance

public Matrix getVariance()

Description copied from interface: CentralMomentsGettable

This method returns the second central moment, i.e. the variance-covariance matrix, of the random variable.

Specified by:

getVariance in interface CentralMomentsGettable

Overrides:

getVariance in class RandomVariable<EmpiricalDistribution>

Returns:

a Number instance

getMean

public Matrix getMean()

Description copied from interface: CentralMomentsGettable

This method returns the first central moment, i.e. the mean vector, of the random variable.

Specified by:

getMean in interface CentralMomentsGettable

Overrides:

getMean in class RandomVariable<EmpiricalDistribution>

Returns:

a Matrix instance

getRealizations

public java.util.List<Matrix> getRealizations()

This method returns the list of realizations in the empirical distribution.

Returns:

a List of Matrix instance

getNumberOfRealizations

public int getNumberOfRealizations()

Description copied from interface: NumberOfRealizationsProvider

This method returns the number of realizations the estimate is based on

Specified by:

getNumberOfRealizations in interface NumberOfRealizationsProvider

Returns:

an integer