ChiSquare Class |
Continuous univariate chi-square distribution.
http://en.wikipedia.org/wiki/Chi-square_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsGamma
FinMath.Statistics.DistributionsChiSquare
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsGamma
FinMath.Statistics.DistributionsChiSquare
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class ChiSquare : Gamma
The ChiSquare type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | ChiSquare(Double) |
Initializes a new instance of ChiSquare class.
|
| ChiSquare(RandomGenerator, Double) |
Initializes a new instance of ChiSquare class.
|
Properties| Name | Description | |
|---|---|---|
 | DegreesOfFreedom |
Number of degrees of freedom.
|
| Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CUDistribution.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Inherited from Gamma.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Inherited from Gamma.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Inherited from CUDistribution.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Inherited from Gamma.) |
| Scale |
Scale of the distribution.
http://en.wikipedia.org/wiki/Scale_parameter
(Inherited from Gamma.) |
| Shape |
Shape of the distribution.
http://en.wikipedia.org/wiki/Shape_parameter
(Inherited from Gamma.) |
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Inherited from Gamma.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from Gamma.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Inherited from Gamma.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Inherited from Gamma.) |
 | 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.
(Inherited from CUDistribution.) |
| 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
(Inherited from Gamma.) |
| Pdf(Double, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample |
Generate random variable sample.
(Inherited from Gamma.) |
| Sample(Double) |
Static method which generates new sample of Chi-square distribution variate with specified parameters.
|
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| Sample(Double) |
Fill in array with random variable series.
(Inherited from Gamma.) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also