Catalano.Statistics.Distributions

Interface IDistribution

All Known Implementing Classes:

CauchyDistribution, ChiSquareDistribution, ContinuousUniformDistribution, EmpiricalDistribution, ExponentialDistribution, FisherDistribution, GammaDistribution, InverseGammaDistribution, KolmogorovSmirnovDistribution, LaplaceDistribution, LognormalDistribution, NakagamiDistribution, NormalDistribution, ParetoDistribution, RayleighDistribution, TStudentDistribution, WeibullDistribution

public interface IDistribution

Method Summary

Modifier and Type	Method and Description
double	DistributionFunction(double x) Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
double	Entropy() Gets the entropy for this distribution.
double	LogProbabilityDensityFunction(double x) Gets the log-probability density function (pdf) for this distribution evaluated at point x.
double	Mean() Gets the mean for this distribution.
double	ProbabilityDensityFunction(double x) Gets the probability density function (pdf) for this distribution evaluated at point x.
double	Variance() Gets the variance for this distribution.

Method Detail

Mean

double Mean()

Gets the mean for this distribution.

Returns:

The distribution's mean value.

Variance

double Variance()

Gets the variance for this distribution.

Returns:

The distribution's variance.

Entropy

double Entropy()

Gets the entropy for this distribution.

Returns:

The distribution's entropy.

DistributionFunction

double DistributionFunction(double x)

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

ProbabilityDensityFunction

double ProbabilityDensityFunction(double x)

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

LogProbabilityDensityFunction

double LogProbabilityDensityFunction(double x)

Gets the log-probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.