NegativeBinomial Class |
Negative binomial discrete univariate distribution class.
http://en.wikipedia.org/wiki/Negative_binomial_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsDUDistribution
FinMath.Statistics.DistributionsNegativeBinomial
FinMath.Statistics.DistributionsDUDistribution
FinMath.Statistics.DistributionsNegativeBinomial
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class NegativeBinomial : DUDistribution
The NegativeBinomial type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NegativeBinomial(Int32, Double) |
Creates new instance of NegativeBinomial with user specified parameters.
|
| NegativeBinomial(RandomGenerator, Int32, Double) |
Creates new istance of NegativeBinomial with user specified parameters and generator.
|
Properties| Name | Description | |
|---|---|---|
 | Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from DUDistribution.) |
| 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
(Inherited from DUDistribution.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides DUDistributionMode.) |
| NumberOfFailures |
Number of failures until the experiment is stopped.
|
| 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 in each trial.
|
| 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, 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, Int32, 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, Int32, Double) |
Static probability mass function.
http://en.wikipedia.org/wiki/Probability_mass_function
|
| Sample |
Generate random variable sample.
(Overrides DUDistributionSample.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from DUDistribution.) |
| Sample(Int32) |
Fill in array with random variable series.
(Overrides DUDistributionSample(Int32).) |
| Sample(Int32, Double) |
Static method which generates new sample of negative binomial distribution variate with specified parameters.
|
| Sample(RandomGenerator, Int32, Double) |
Static method which generates new sample of negative binomial distribution variate with specified parameters.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also