DUDistribution Class |
Namespace: FinMath.Statistics.Distributions
[SerializableAttribute] public abstract class DUDistribution
The DUDistribution type exposes the following members.
Name | Description | |
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Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
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Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
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Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
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Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
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Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
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Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
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StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
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Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
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Name | Description | |
---|---|---|
Cdf |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
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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 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.
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Pmf |
Probability mass function.
http://en.wikipedia.org/wiki/Probability_mass_function
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Sample |
Generate random variable sample.
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Sample(Int32) |
Generate series of random variable samples.
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Sample(Int32) |
Fill in array with random variable series.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |