Normal Class |
Normal (or Gaussian) continuous univariate distribution.
http://en.wikipedia.org/wiki/Normal_distribution
Inheritance HierarchyNamespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Normal : CUDistribution
The Normal type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Normal |
Creates new instance of NormalUnivariate with default settings (0; 1).
|
| Normal(Double, Double) |
Creates new instance of NormalUnivariate with user specified parameters.
|
| Normal(RandomGenerator, Double, Double) |
Creates new instance of NormalUnivariate with user specified generator and parameters.
|
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.) |
| Method |
Method of normal distribution generation.
|
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistributionMode.) |
| SetMean |
Mean (distribution parameter).
|
| SetStandardDeviation |
Standard deviation (distribution parameter).
|
| 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, 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, 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, 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) |
Fill in array with random variable series.
(Overrides CUDistributionSample(Double).) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| Sample(Double, Double) |
Static method which generates new sample of normal distribution variate with specified parameters.
|
| Sample(RandomGenerator, Double, Double) |
Static method which generate new sample of normal distribution with specified parameters.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also