Kolmogorov Class |
Continuous univariate Kolmogorov distribution.
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Kolmogorov_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsKolmogorov
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsKolmogorov
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Kolmogorov : CUDistribution
The Kolmogorov type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Kolmogorov | Initializes a new instance of the Kolmogorov class |
Properties| Name | Description | |
|---|---|---|
 | 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 CUDistribution.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Inherited from CUDistribution.) |
| 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 CUDistribution.) |
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Inherited from CUDistribution.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from CUDistribution.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Inherited from CUDistribution.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Inherited from CUDistribution.) |
 | Cdf(Int32, 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(Int32, 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.
|
|
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Inherited from CUDistribution.) | |
| Sample |
Generate random variable sample.
(Inherited from CUDistribution.) |
| Sample(Double) |
Fill in array with random variable series.
(Inherited from CUDistribution.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| 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