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| GumbelDistribution () |
| Initializes a new standard Gumbel distribution. More...
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| GumbelDistribution (double location, double scale) |
| Initializes a new Gumbel distribution with the given parameters. More...
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override double | ProbabilityDensity (double x) |
| Returns the probability density at the given point. - Parameters
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- Returns
- The probability density p(x).
The probability density function (PDF) gives the relative probability of obtaining different values. More...
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override double | LeftProbability (double x) |
| Returns the cumulative probability to the left of (below) the given point. - Parameters
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- 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...
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override double | RightProbability (double x) |
| Return the cumulative probability to the right of (above) the given point. - Parameters
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- Returns
- The integrated probability 1-P(x1) to obtain a result above the reference point.
In survival analysis, the right probability function is commonly called the survival function, because it gives the fraction of the population remaining after the given time. More...
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override double | InverseLeftProbability (double P) |
| Returns the point at which the cumulative distribution function attains a given value. - Parameters
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P | The left cumulative probability P, which must lie between 0 and 1. |
- Returns
- The value x at which LeftProbability equals P.
The inverse left probability is commonly called the quantile function. Given a quantile, it tells which variable value is the lower border of that quantile. More...
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override double | MomentAboutMean (int r) |
| Computes a central moment of the distribution. - Parameters
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r | The order of the moment to compute. |
- Returns
- The rth central moment of the distribution.
- See also
- Moment
More...
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override double | Moment (int r) |
| Computes a raw moment of the distribution. - Parameters
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r | The order of the moment to compute. |
- Returns
- The rth raw moment of the distribution.
- See also
- Moment
More...
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override double | Cumulant (int r) |
| Computes a cumulant of the distribution. - Parameters
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r | The index of the cumulant to compute. |
- Returns
- The rth cumulant of the distribution.
More...
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virtual double | InverseRightProbability (double Q) |
| Returns the point at which the right probability function attains the given value. More...
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virtual double | ExpectationValue (Func< double, double > f) |
| Computes the expectation value of the given function. More...
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virtual double | GetRandomValue (Random rng) |
| Returns a random value. More...
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Represents a Gumbel distribution.
override double Meta.Numerics.Statistics.Distributions.GumbelDistribution.RightProbability |
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double |
x | ) |
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inlinevirtual |
Return the cumulative probability to the right of (above) the given point.
- Parameters
-
- Returns
- The integrated probability 1-P(x1) to obtain a result above the reference point.
In survival analysis, the right probability function is commonly called the survival function, because it gives the fraction of the population remaining after the given time.
Reimplemented from Meta.Numerics.Statistics.Distributions.Distribution.
References Meta.Numerics.MoreMath.ExpMinusOne().