FinMath.Statistics.Distributions Namespace |
Classes| Class | Description | |
|---|---|---|
 | Bernoulli |
Bernoulli discrete univariate distribution class.
http://en.wikipedia.org/wiki/Bernoulli_distribution
|
| Beta |
Continuous univariate Beta distribution.
http://en.wikipedia.org/wiki/Beta_distribution
|
| Binomial |
Binomial discrete univariate distribution class.
http://en.wikipedia.org/wiki/Binomial_distribution
|
| ChiSquare |
Continuous univariate chi-square distribution.
http://en.wikipedia.org/wiki/Chi-square_distribution
|
| CMDistribution |
Represents base continuous multivariate distribution.
|
| CUDistribution |
Represents base continuous univariate probability distribution.
|
| CVDistribution |
Represents base continuous multivariate distribution.
|
| Delta |
Continuous univariate Delta distribution.
http://en.wikipedia.org/wiki/Dirac_delta_function#As_a_distribution
|
| Dirichlet |
Continuous multivariate Dirichlet distribution.
http://en.wikipedia.org/wiki/Dirichlet_distribution
|
| DUDistribution |
Represents base discrete univariate distribution.
|
| Exponential |
Continuous univariate exponential distribution.
http://en.wikipedia.org/wiki/Exponential_distribution
|
| FDistribution |
Continuous univariate F-distribution (also known as Fisher-Snedecor distribution or Snedecor's F distribution).
http://en.wikipedia.org/wiki/F-distribution
|
| Gamma |
Continuous univariate gamma distribution.
http://en.wikipedia.org/wiki/Gamma_distribution
|
| Geometric |
Discrete univariate (shifted) geometric distribution.
http://en.wikipedia.org/wiki/Geometric_distribution
|
| InverseGamma |
Continuous univariate Inverse-gamma distribution.
http://en.wikipedia.org/wiki/Inverse-gamma_distribution
|
| InverseWishart |
Continuous matrix variate inverse-Wishart distribution.
http://en.wikipedia.org/wiki/Inverse-Wishart_distribution
|
| Kolmogorov |
Continuous univariate Kolmogorov distribution.
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Kolmogorov_distribution
|
| Laplace |
Continuous univariate Laplace distribution.
http://en.wikipedia.org/wiki/Laplace_distribution
|
| MatrixNormal |
Generalization of the normal (Gaussian) distribution to matrix-valued random variables.
http://en.wikipedia.org/wiki/Matrix_normal_distribution
|
| NegativeBinomial |
Negative binomial discrete univariate distribution class.
http://en.wikipedia.org/wiki/Negative_binomial_distribution
|
| Normal |
Normal (or Gaussian) continuous univariate distribution.
http://en.wikipedia.org/wiki/Normal_distribution
|
| NormalMultivariate |
Normal (or Gaussian) continuous multivariate distribution.
http://en.wikipedia.org/wiki/Multivariate_normal_distribution
|
| Poisson |
Discrete univariate Poisson distribution.
http://en.wikipedia.org/wiki/Poisson_distribution
|
| TDistribution |
Continuous univariate Student's t-distribution.
http://en.wikipedia.org/wiki/Student's_t-distribution
|
| Uniform |
Continuous univariate uniform distribution class.
|
| UniformDiscrete |
Uniform discrete univariate distribution class.
http://en.wikipedia.org/wiki/Uniform_distribution_(discrete)
|
| Wishart |
Continuous matrix variate Wishart distribution.
http://en.wikipedia.org/wiki/Wishart_distribution
|
Enumerations| Enumeration | Description | |
|---|---|---|
 | GaussianGenerationMethod |
Method of normal distribution generation.
|