Interface IUnivariateDistribution<TObservation>
Common interface for univariate probability distributions.
Assembly: Mars.Numerics.dll
Syntax
public interface IUnivariateDistribution<TObservation>
Type Parameters
Name |
Description |
TObservation |
|
Properties
|
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Entropy
Gets entropy of the distribution.
Declaration
Property Value
Type |
Description |
System.Double |
The distribution's entropy. |
See Also
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Mean
Gets the mean value for the distribution.
Declaration
Property Value
Type |
Description |
System.Double |
The distribution's mean. |
See Also
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Gets the median value for the distribution.
Declaration
Property Value
Type |
Description |
System.Double |
The distribution's median. |
|
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Mode
Gets the mode value for the distribution.
Declaration
Property Value
Type |
Description |
System.Double |
The distribution's mode. |
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Support
Gets the support interval for this distribution.
Declaration
DoubleRange Support { get; }
Property Value
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Variance
Gets the variance value for the distribution.
Declaration
Property Value
Type |
Description |
System.Double |
The distribution's variance. |
See Also
Methods
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CumulativeHazardFunction(TObservation)
Gets the cumulative hazard function for this
distribution evaluated at point x
.
Declaration
double CumulativeHazardFunction(TObservation x)
Parameters
Type |
Name |
Description |
TObservation |
x |
A single point in the distribution range.
|
Returns
Type |
Description |
System.Double |
The cumulative hazard function H(x)
evaluated at x in the current distribution.
|
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HazardFunction(TObservation)
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x
.
Declaration
double HazardFunction(TObservation x)
Parameters
Type |
Name |
Description |
TObservation |
x |
A single point in the distribution range.
|
Returns
Type |
Description |
System.Double |
The conditional failure density function h(x)
evaluated at x in the current distribution.
|
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InverseDistributionFunction(Double)
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p
. This function
is also known as the Quantile function.
Declaration
TObservation InverseDistributionFunction(double p)
Parameters
Type |
Name |
Description |
System.Double |
p |
A probability value between 0 and 1. |
Returns
See Also
Extension Methods
See Also