Exponential Class |
Continuous univariate exponential distribution.
http://en.wikipedia.org/wiki/Exponential_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsExponential
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsExponential
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Exponential : CUDistribution
The Exponential type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Exponential(Double) |
Creates new instance of Exponential
|
| Exponential(RandomGenerator, Double) |
Creates new instance of Exponential
|
Properties| Name | Description | |
|---|---|---|
 | Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Overrides CUDistributionEntropy.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides CUDistributionKurtosis.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides CUDistributionMean.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Overrides CUDistributionMedian.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistributionMode.) |
| Rate |
Degrees of freedom in the distribution.
http://en.wikipedia.org/wiki/Degrees_of_freedom_(statistics)
|
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Overrides CUDistributionSkewness.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Overrides CUDistributionStandardDeviation.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides CUDistributionVariance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides CUDistributionCdf(Double).) |
 | Cdf(Double, Double) |
Static cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| InverseCdf(Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
(Overrides CUDistributionInverseCdf(Double).) |
| InverseCdf(Double, Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
|
| Pdf(Double) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CUDistributionPdf(Double).) |
| Pdf(Double, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample |
Generate random variable sample.
(Overrides CUDistributionSample.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| Sample(Double) |
Static method which generates new sample of exponential distribution variate with specified rate.
|
| Sample(Double) |
Fill in array with random variable series.
(Overrides CUDistributionSample(Double).) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| Sample(RandomGenerator, Double) |
Static method which generates new sample of exponential distribution variate with specified rate.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also