InverseGamma Class |
Continuous univariate Inverse-gamma distribution.
http://en.wikipedia.org/wiki/Inverse-gamma_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsInverseGamma
FinMath.Statistics.DistributionsCUDistribution
FinMath.Statistics.DistributionsInverseGamma
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class InverseGamma : CUDistribution
The InverseGamma type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | InverseGamma(Double, Double) |
Creates new instance of InverseGamma with user specified parameters.
|
| InverseGamma(RandomGenerator, Double, Double) |
Creates new instance of InverseGamma with user specified parameters.
|
Properties| Name | Description | |
|---|---|---|
 | Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CUDistribution.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides CUDistributionKurtosis.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides CUDistributionMean.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Inherited from CUDistribution.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistributionMode.) |
| Scale |
Scale of the distribution.
http://en.wikipedia.org/wiki/Scale_parameter
|
| Shape |
Shape of the distribution.
http://en.wikipedia.org/wiki/Shape_parameter
|
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Overrides CUDistributionSkewness.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from CUDistribution.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides CUDistributionVariance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides CUDistributionCdf(Double).) |
 | Cdf(Double, Double, 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 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.
(Inherited from CUDistribution.) |
| InverseCdf(Double, Double, 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.
|
| Pdf(Double) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CUDistributionPdf(Double).) |
| Pdf(Double, Double, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample |
Generate random variable sample.
(Inherited from CUDistribution.) |
| Sample(Double) |
Fill in array with random variable series.
(Inherited from CUDistribution.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also