CMDistribution Class

Represents base continuous multivariate distribution.

Inheritance Hierarchy

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

[SerializableAttribute]
public abstract class CMDistribution

The CMDistribution type exposes the following members.

Properties

	Name	Description
	Columns	Number of columns in distribution.
	Entropy	Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
	Mean	Mean of the distribution. http://en.wikipedia.org/wiki/Expected_value
	Mode	Mode of the distribution. http://en.wikipedia.org/wiki/Mode_(statistics)
	Rows	Number of rows in distribution.

Methods

	Name	Description
	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.)
	Pdf	Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
	Sample	Creates random variable sample.
	Sample(Matrix)	Generates random variable sample.
	ToString	Returns a string that represents the current object. (Inherited from Object.)