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Meta.Numerics.Statistics.Distributions.PearsonRDistribution Class Reference

Represents the distribution of Pearsons's r statistic. More...

+ Inheritance diagram for Meta.Numerics.Statistics.Distributions.PearsonRDistribution:
+ Collaboration diagram for Meta.Numerics.Statistics.Distributions.PearsonRDistribution:

Public Member Functions

 PearsonRDistribution (int n)
 Initializes a new instance of the Pearson r distribution for the given number of pairs. More...
 
override double ProbabilityDensity (double x)
 Returns the probability density at the given point.
Parameters
xThe reference point.
Returns
The probability density p(x).
The probability density function (PDF) gives the relative probability of obtaining different values. More...
 
override double MomentAboutMean (int r)
 Computes a central moment of the distribution.
Parameters
rThe order of the moment to compute.
Returns
The rth central moment of the distribution.
See also
Moment
More...
 
override double Moment (int r)
 Computes a raw moment of the distribution.
Parameters
rThe order of the moment to compute.
Returns
The rth raw moment of the distribution.
See also
Moment
More...
 
override double LeftProbability (double x)
 Returns the cumulative probability to the left of (below) the given point.
Parameters
xThe reference point.
Returns
The integrated probability to obtain a result below the reference point.
The left probability function is commonly called the cumulative distribution function (CDF). More...
 
- Public Member Functions inherited from Meta.Numerics.Statistics.Distributions.Distribution
virtual double RightProbability (double x)
 Return the cumulative probability to the right of (above) the given point. More...
 
virtual double InverseLeftProbability (double P)
 Returns the point at which the cumulative distribution function attains a given value. More...
 
virtual double InverseRightProbability (double Q)
 Returns the point at which the right probability function attains the given value. More...
 
virtual double ExpectationValue (Func< double, double > f)
 Computes the expectation value of the given function. More...
 
virtual double GetRandomValue (Random rng)
 Returns a random value. More...
 
- Public Member Functions inherited from Meta.Numerics.Statistics.Distributions.UnivariateDistribution
virtual double Cumulant (int r)
 Computes a cumulant of the distribution. More...
 

Properties

override Interval Support [get]
 
override double Mean [get]
 
override double Variance [get]
 
override double Skewness [get]
 
- Properties inherited from Meta.Numerics.Statistics.Distributions.Distribution
virtual double Median [get]
 Gets the median of the distribution. More...
 
virtual Interval Support [get]
 Gets the interval over which the distribution is nonvanishing. More...
 
- Properties inherited from Meta.Numerics.Statistics.Distributions.UnivariateDistribution
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...
 

Private Attributes

int n
 

Detailed Description

Represents the distribution of Pearsons's r statistic.

Constructor & Destructor Documentation

Meta.Numerics.Statistics.Distributions.PearsonRDistribution.PearsonRDistribution ( int  n)
inline

Initializes a new instance of the Pearson r distribution for the given number of pairs.

Parameters
nThe number of pairs, which must be three or more.

Member Function Documentation

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.ProbabilityDensity ( double  x)
inlinevirtual

Returns the probability density at the given point.

Parameters
xThe reference point.
Returns
The probability density p(x).
The probability density function (PDF) gives the relative probability of obtaining different values.

Implements Meta.Numerics.Statistics.Distributions.Distribution.

References Meta.Numerics.Functions.AdvancedMath.Beta().

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.MomentAboutMean ( int  r)
inlinevirtual

Computes a central moment of the distribution.

Parameters
rThe order of the moment to compute.
Returns
The rth central moment of the distribution.
See also
Moment

Reimplemented from Meta.Numerics.Statistics.Distributions.Distribution.

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.Moment ( int  r)
inlinevirtual

Computes a raw moment of the distribution.

Parameters
rThe order of the moment to compute.
Returns
The rth raw moment of the distribution.
See also
Moment

Reimplemented from Meta.Numerics.Statistics.Distributions.Distribution.

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.LeftProbability ( double  x)
inlinevirtual

Returns the cumulative probability to the left of (below) the given point.

Parameters
xThe reference point.
Returns
The integrated probability to obtain a result below the reference point.
The left probability function is commonly called the cumulative distribution function (CDF).

Reimplemented from Meta.Numerics.Statistics.Distributions.Distribution.

References Meta.Numerics.Functions.AdvancedMath.Beta().

Member Data Documentation

int Meta.Numerics.Statistics.Distributions.PearsonRDistribution.n
private

Property Documentation

override Interval Meta.Numerics.Statistics.Distributions.PearsonRDistribution.Support
get

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.Mean
get

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.Variance
get

override double Meta.Numerics.Statistics.Distributions.PearsonRDistribution.Skewness
get


The documentation for this class was generated from the following file: