IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Represents all discrete, univariate probability distrubtions. More...
Public Member Functions | |
abstract double | ProbabilityMass (int k) |
Returns the probability of the obtaining the given value. More... | |
virtual double | LeftExclusiveProbability (int k) |
Computes the probability of obtaining a value less than the given value. More... | |
virtual double | LeftInclusiveProbability (int k) |
Computes the probability of obtaining a value less than or equal to the given value. More... | |
virtual double | RightExclusiveProbability (int k) |
Computes the probability of obtaining a value greater than the given value. More... | |
virtual int | InverseLeftProbability (double P) |
Computes the value corresponding to the given percentile. More... | |
virtual double | ExpectationValue (Func< int, double > f) |
Computes the expectation value of an artibrary function. More... | |
override double | Moment (int r) |
Gets a raw moment of the distribution. More... | |
override double | MomentAboutMean (int r) |
Gets a central moment of the distribution. More... | |
virtual int | GetRandomValue (Random rng) |
Produces a random integer drawn from the distribution. More... | |
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virtual double | Cumulant (int r) |
Computes a cumulant of the distribution. More... | |
Properties | |
abstract int | Minimum [get] |
Gets the smallest value in the distribution. More... | |
abstract int | Maximum [get] |
Gets the largest value in the distribution. More... | |
override double | Mean [get] |
Gets the mean of the distribution. More... | |
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virtual double | Mean [get] |
Gets the mean of the distribution. More... | |
virtual double | Variance [get] |
Gets the variance of the distribution. More... | |
virtual double | StandardDeviation [get] |
Gets the standard deviation of the distribution. More... | |
virtual double | Skewness [get] |
Gets the skewness of the distribution. More... | |
virtual double | ExcessKurtosis [get] |
Gets the excess kurtosis of the distribution. More... | |
Represents all discrete, univariate probability distrubtions.
A discrete distribution is a distribution over the integers.
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pure virtual |
Returns the probability of the obtaining the given value.
k | The value. |
Implemented in Test.DiscreteTestDistribution, Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution, Meta.Numerics.Statistics.Distributions.GeometricDistribution, Meta.Numerics.Statistics.Distributions.DiscreteUniformDistribution, Meta.Numerics.Statistics.Distributions.BinomialDistribution, Meta.Numerics.Statistics.Distributions.BernoulliDistribution, and Meta.Numerics.Statistics.Distributions.PoissonDistribution.
Referenced by Meta.Numerics.Statistics.Histogram.ChiSquaredTest(), Test.DiscreteDistributionTest.DiscreteDistributionBase(), Test.DiscreteDistributionTest.DiscreteDistributionProbabilityAxioms(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.LeftProbability(), Test.DiscreteDistributionTest.OutsideDiscreteDistributionSupport(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.ProbabilityDensity(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.RightProbability().
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inlinevirtual |
Computes the probability of obtaining a value less than the given value.
k | The value. |
Reimplemented in Meta.Numerics.Statistics.Distributions.BinomialDistribution, Meta.Numerics.Statistics.Distributions.BernoulliDistribution, Meta.Numerics.Statistics.Distributions.PoissonDistribution, Meta.Numerics.Statistics.Distributions.DiscreteUniformDistribution, Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution, and Meta.Numerics.Statistics.Distributions.GeometricDistribution.
Referenced by Test.DiscreteDistributionTest.DiscreteDistributionInverseCDF(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.LeftProbability().
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inlinevirtual |
Computes the probability of obtaining a value less than or equal to the given value.
k | The value. |
Reimplemented in Meta.Numerics.Statistics.Distributions.PoissonDistribution, and Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.
Referenced by Test.DiscreteDistributionTest.DiscreteDistributionBase(), Test.DiscreteDistributionTest.DiscreteDistributionInverseCDF(), Test.DiscreteDistributionTest.DiscreteDistributionProbabilityAxioms(), and Test.DiscreteDistributionTest.OutsideDiscreteDistributionSupport().
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inlinevirtual |
Computes the probability of obtaining a value greater than the given value.
k | The value. |
Reimplemented in Meta.Numerics.Statistics.Distributions.BinomialDistribution, Meta.Numerics.Statistics.Distributions.BernoulliDistribution, Meta.Numerics.Statistics.Distributions.PoissonDistribution, Meta.Numerics.Statistics.Distributions.DiscreteUniformDistribution, and Meta.Numerics.Statistics.Distributions.GeometricDistribution.
Referenced by Test.DiscreteDistributionTest.DiscreteDistributionProbabilityAxioms(), Test.DiscreteDistributionTest.OutsideDiscreteDistributionSupport(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.RightProbability().
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inlinevirtual |
Computes the value corresponding to the given percentile.
P | The percentile. |
Reimplemented in Meta.Numerics.Statistics.Distributions.BinomialDistribution, Meta.Numerics.Statistics.Distributions.BernoulliDistribution, Meta.Numerics.Statistics.Distributions.PoissonDistribution, Meta.Numerics.Statistics.Distributions.DiscreteUniformDistribution, and Meta.Numerics.Statistics.Distributions.GeometricDistribution.
Referenced by Test.DiscreteDistributionTest.DiscreteDistributionBase(), Test.DiscreteDistributionTest.DiscreteDistributionInverseCDF(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.InverseLeftProbability().
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inlinevirtual |
Computes the expectation value of an artibrary function.
f | The function. |
Reimplemented in Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.
Referenced by Test.DiscreteDistributionTest.DiscreteDistributionMean(), Test.DiscreteDistributionTest.DiscreteDistributionUnitarity(), and Test.DiscreteDistributionTest.DiscreteDistributionVariance().
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inlinevirtual |
Gets a raw moment of the distribution.
r | The order of the moment. |
Implements Meta.Numerics.Statistics.Distributions.UnivariateDistribution.
Reimplemented in Meta.Numerics.Statistics.Distributions.PoissonDistribution, and Meta.Numerics.Statistics.Distributions.GeometricDistribution.
References Meta.Numerics.MoreMath.Pow().
Referenced by Test.DiscreteDistributionTest.DiscreteContinuousAgreement(), Test.DiscreteDistributionTest.DiscreteDistributionBase(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.Moment(), and FutureTest.FutureTest.TestCumulant2().
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inlinevirtual |
Gets a central moment of the distribution.
r | The order of the moment. |
Reimplemented from Meta.Numerics.Statistics.Distributions.UnivariateDistribution.
Reimplemented in Meta.Numerics.Statistics.Distributions.PoissonDistribution, and Meta.Numerics.Statistics.Distributions.DiscreteUniformDistribution.
References Meta.Numerics.MoreMath.Pow().
Referenced by Test.DiscreteDistributionTest.DiscreteContinuousAgreement(), Test.DiscreteDistributionTest.DiscreteDistributionBase(), Test.DiscreteDistributionTest.DiscreteDistributionSkewness(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.MomentAboutMean(), Test.SampleTest.SignTestDistribution(), and FutureTest.FutureTest.TestCumulant2().
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inlinevirtual |
Produces a random integer drawn from the distribution.
rng | A random number generator. |
Referenced by FutureTest.FutureTest.ChiSquareDistribution(), and Test.DiscreteDistributionTest.DiscreteDistributionRandomValues().
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get |
Gets the smallest value in the distribution.
Referenced by Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.ComputeEffectiveBin(), Test.DiscreteDistributionTest.DiscreteContinuousAgreement(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.MomentAboutMean(), Test.DiscreteDistributionTest.OutsideDiscreteDistributionSupport(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.ProbabilityDensity().
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get |
Gets the largest value in the distribution.
Referenced by Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.ComputeEffectiveBin(), Test.DiscreteDistributionTest.DiscreteContinuousAgreement(), Test.DiscreteDistributionTest.DiscreteDistributionRandomValues(), Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.MomentAboutMean(), Test.DiscreteDistributionTest.OutsideDiscreteDistributionSupport(), and Meta.Numerics.Statistics.Distributions.DiscreteAsContinuousDistribution.ProbabilityDensity().
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get |
Gets the mean of the distribution.
Referenced by Test.DiscreteDistributionTest.DiscreteContinuousAgreement(), Test.DiscreteDistributionTest.DiscreteDistributionBase(), Test.DiscreteDistributionTest.DiscreteDistributionMean(), Test.DiscreteDistributionTest.DiscreteDistributionRandomValues(), Test.DiscreteDistributionTest.DiscreteDistributionVariance(), Test.SampleTest.SignTestDistribution(), and FutureTest.FutureTest.TestCumulant2().