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DirichletPdf Method (Vector, Vector)

Static probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public static double Pdf(
	Vector x,
	Vector alpha
)

Parameters

x
Type: FinMath.LinearAlgebraVector
Argument (value of random variable).
alpha
Type: FinMath.LinearAlgebraVector
Distribution parameters.

Return Value

Type: Double
Probability that random variable sample will be in locality of given value.
See Also