Geometric Class |
Discrete univariate (shifted) geometric distribution.
http://en.wikipedia.org/wiki/Geometric_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsDUDistribution
FinMath.Statistics.DistributionsGeometric
FinMath.Statistics.DistributionsDUDistribution
FinMath.Statistics.DistributionsGeometric
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Geometric : DUDistribution
The Geometric type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Geometric(Double) |
Creates new instance of Geometric
|
| Geometric(RandomGenerator, Double) |
Creates new istance of Geometric with user specified generator.
|
Properties| Name | Description | |
|---|---|---|
 | Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Overrides DUDistributionEntropy.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides DUDistributionKurtosis.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides DUDistributionMean.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Overrides DUDistributionMedian.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides DUDistributionMode.) |
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Overrides DUDistributionSkewness.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from DUDistribution.) |
| SuccessProbability |
Success probability.
|
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides DUDistributionVariance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Int32) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides DUDistributionCdf(Int32).) |
 | 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 userful for quatile generation.
Function will return random variable value such that probability that distribution sample
will get value less than or equal to returned value is equal to specified probability.
Note. Handle special cases pvalue = 0 and pvalue = 1 separately if results Int32.MinValue and Int32.MaxValue respectively are not expected ones.
(Inherited from DUDistribution.) |
| 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.
|
| Pmf(Int32) |
Probability mass function.
http://en.wikipedia.org/wiki/Probability_mass_function
(Overrides DUDistributionPmf(Int32).) |
| Pmf(Int32, Double) |
Static probability mass function.
http://en.wikipedia.org/wiki/Probability_mass_function
|
| Sample |
Generate random variable sample.
(Inherited from DUDistribution.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from DUDistribution.) |
| Sample(Int32) |
Fill in array with random variable series.
(Inherited from DUDistribution.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also