Example: Continuous Uniform Probability Distribution

This example obtains the Continuous Uniform probability density, gradient and Hessian values at a point.

import com.imsl.stat.distributions.ContinuousUniformPD;

public class ContinuousUniformPDEx1 {

    public static void main(String[] args) {

        double x = 0.5;
        ContinuousUniformPD cupd = new ContinuousUniformPD();

        double pdf = cupd.pdf(x, 0.0, 1.0);
        double[] gradient = cupd.getPDFGradient(x, 0.0, 1.0);
        double[][] hessian = cupd.getPDFHessian(x, 0.0, 1.0);

        System.out.printf("Probability density at %.3f with a=0.0 and b=1.0 ="
                + " %.3f\n\n", x, pdf);
        System.out.printf("Probability density gradient at %.3f with a=0.0 and"
                + " b=1.0 = {%.3f, %.3f}\n\n", x, gradient[0], gradient[1]);
        System.out.printf("Probability density Hessian at %.3f with a=0.0\nand"
                + " b=1.0 = {{%.3f, %.3f}, {%.3f, %.3f}}\n\n", x, hessian[0][0],
                hessian[0][1], hessian[1][0], hessian[1][1]);
    }
}

Output

Probability density at 0.500 with a=0.0 and b=1.0 = 1.000

Probability density gradient at 0.500 with a=0.0 and b=1.0 = {1.000, -1.000}

Probability density Hessian at 0.500 with a=0.0
and b=1.0 = {{2.000, -2.000}, {-2.000, 2.000}}