CUDistribution Class

Represents base continuous univariate probability distribution.

Inheritance Hierarchy

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

Syntax

[SerializableAttribute]
public abstract class CUDistribution

The CUDistribution type exposes the following members.

Properties

	Name	Description
	Entropy	Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
	Kurtosis	Excess Kurtosis of distribution. http://en.wikipedia.org/wiki/Excess_kurtosis
	Mean	Mean of the distribution. http://en.wikipedia.org/wiki/Expected_value
	Median	Median of distribution. http://en.wikipedia.org/wiki/Median
	Mode	Mode of distribution. http://en.wikipedia.org/wiki/Mode_(statistics)
	Skewness	Skewness of distribution. http://en.wikipedia.org/wiki/Skewness
	StandardDeviation	Standard deviation of the distribution. http://en.wikipedia.org/wiki/Standard_Deviation
	Variance	Variance of the distribution. http://en.wikipedia.org/wiki/Variance

Methods

	Name	Description
	Cdf	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	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	Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
	Sample	Generate random variable sample.
	Sample(Double)	Fill in array with random variable series.
	Sample(Int32)	Generate series of random variable samples.
	Sample(Vector)	Fill in vector with random variable samples series.
	ToString	Returns a string that represents the current object. (Inherited from Object.)

Inheritance Hierarchy