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DUDistribution Class

Represents base discrete univariate distribution.
Inheritance Hierarchy

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public abstract class DUDistribution

The DUDistribution type exposes the following members.

Properties
  NameDescription
Public propertyEntropy
Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
Public propertyKurtosis
Excess Kurtosis of distribution. http://en.wikipedia.org/wiki/Excess_kurtosis
Public propertyMean
Mean of the distribution. http://en.wikipedia.org/wiki/Expected_value
Public propertyMedian
Median of distribution. http://en.wikipedia.org/wiki/Median
Public propertyMode
Mode of distribution. http://en.wikipedia.org/wiki/Mode_(statistics)
Public propertySkewness
Skewness of distribution. http://en.wikipedia.org/wiki/Skewness
Public propertyStandardDeviation
Standard deviation of the distribution. http://en.wikipedia.org/wiki/Standard_Deviation
Public propertyVariance
Variance of the distribution. http://en.wikipedia.org/wiki/Variance
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Methods
  NameDescription
Public methodCdf
Cumulative distribution function. http://en.wikipedia.org/wiki/Cumulative_distribution_function
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInverseCdf
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.
Public methodPmf
Probability mass function. http://en.wikipedia.org/wiki/Probability_mass_function
Public methodSample
Generate random variable sample.
Public methodSample(Int32)
Generate series of random variable samples.
Public methodSample(Int32)
Fill in array with random variable series.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also