Discrete Univariate |
A discrete univariate distribution is a probability distribution of a single variable characterized by a probability mass function. Thus, the distribution of a random variable X is discrete, and X is then called a discrete random variable, if
as u runs through the set of all possible values of X. It follows that such a random variable can assume only a finite or countably infinite number of values.
Among the most well-known discrete probability distributions that are used for statistical modeling are:
This topic contains the following sections:
MethodsAn abstract class DUDistribution represents base discrete univariate distribution.
All subclasses inherit from this class the following methods:
Method | Description | Performance |
|---|---|---|
sample | Generates random variable sample. Fills in array with random variable series. In place:Returning result: | |
pmf | Probability mass function.  | |
cdf | Cumulative distribution function.  | |
inverse cdf | Inverse cumulative distribution function.  Is useful for quantile generation. Function will return random variable value such that probability that distribution sample will get value less than or equal to returned value is equal to specified probability. Note. In case of a custom distribution inherited from DUDistribution handle special cases pvalue = 0 and pvalue = 1 separately if results Int32.MinValue and Int32.MaxValue respectively are not expected ones. |
PropertiesAll subclasses inherit from this class the following properties:
Property | Description | Performance |
|---|---|---|
mean | Mean of the distribution. | |
median | Median is the numerical value separating the higher half of a probability distribution, from the lower half. | |
mode | The value that occurs most frequently in a probability distribution. | |
kurtosis | A measure of the "peakedness" of the probability distribution of a real-valued random variable.  | |
skewness | A measure of the asymmetry of the probability distribution.  | |
entropy | A measure of the uncertainty associated with a random variable.  | |
variance | A measure of how far a set of numbers are spread out from each other.  | |
standard deviation | A measure of variability or diversity.  |
See Also