Delta

Delta distribution is a distribution which cumulative distribution function is the Heaviside step function:

The distribution has one real parameter a, the delta peak.

This topic contains the following sections:

Constructor

Constructor	Description	Performance
set Delta peak	Creates new instance of Delta with user specified parameter. Delta(Double)

Description

Performance

set Delta peak

Creates new instance of Delta with user specified parameter.

Methods

Method	Description	Performance
sample	Generate random variable sample. Sample Fill in array with random variable series in place: Sample(Double) Static method which generates new sample of Delta distribution variate with specified parameters: Sample(Double)
pdf	Probability density function. where a is the Delta peak. Pdf(Double) Static probability density function. Pdf(Double, Double)
cdf	Cumulative distribution function. Cdf(Double) Static cumulative distribution function. Cdf(Double, Double)
inverse cdf	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. InverseCdf(Double, Double)

Properties

Property	Description	Performance
peak	The location of Delta peak. Peak
mean	Mean of the distribution. Mean
median	Median of the distribution. Median
mode	Mode of distribution. Mode
kurtosis	Excess Kurtosis of distribution. Kurtosis
skewness	Skewness of distribution. Skewness
entropy	Entropy of the distribution. Entropy
variance	Variance of the distribution. Variance
standard deviation	Standard deviation of the distribution. StandardDeviation