Interface IUnivariateDistribution<TObservation>

Common interface for univariate probability distributions.
Namespace: Mars.Numerics.Statistics.Base
Assembly: Mars.Numerics.dll
Syntax
public interface IUnivariateDistribution<TObservation>
Type Parameters
Name Description
TObservation
Remarks

This interface is implemented by both univariate UnivariateDiscreteDistribution and Continuous Distributions . However, unlike IUnivariateDistribution, this interface has a generic parameter that allows to define the type of the distribution values (i.e. double).

Properties

Entropy

Gets entropy of the distribution.
Declaration
double Entropy { get; }
Property Value
Type Description
System.Double The distribution's entropy.

Mean

Gets the mean value for the distribution.
Declaration
double Mean { get; }
Property Value
Type Description
System.Double The distribution's mean.

Median

Gets the median value for the distribution.
Declaration
double Median { get; }
Property Value
Type Description
System.Double The distribution's median.

Mode

Gets the mode value for the distribution.
Declaration
double Mode { get; }
Property Value
Type Description
System.Double The distribution's mode.

Support

Gets the support interval for this distribution.
Declaration
DoubleRange Support { get; }
Property Value
Type Description
DoubleRange A DoubleRange containing the support interval for this distribution.

Variance

Gets the variance value for the distribution.
Declaration
double Variance { get; }
Property Value
Type Description
System.Double The distribution's variance.

Methods

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.

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.
Remarks
The hazard function is the ratio of the probability density function f(x) to the survival function, S(x).

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
Type Description
TObservation A sample which could original the given probability value when applied in the DistributionFunction(Double[]).
Remarks
The Inverse Cumulative Distribution Function (ICDF) specifies, for a given probability, the value which the random variable will be at, or below, with that probability.

Extension Methods

See Also