Represents a continuous probability distribution.

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public MustInherit Class ContinuousDistribution _
	Inherits Distribution
C#
public abstract class ContinuousDistribution : Distribution
C++
public ref class ContinuousDistribution abstract : public Distribution

Methods

IconTypeDescription
DistributionFunction(Double)
Evaluates the cumulative distribution function (CDF) of this distribution for the specified value.
Equals(Object)
Determines whether the specified Object is equal to the current Object.
Finalize()
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
GetExpectedHistogram(Double[](), Double)
Gets a Histogram whose bins contain the expected number of samples for a given total number of samples.
GetExpectedHistogram(Double, Double, Int32, Double)
Gets a Histogram whose bins contain the expected number of samples for a given total number of samples.
GetHashCode()
Serves as a hash function for a particular type.
GetRandomVariate(Random)
Returns a random sample from the distribution.
GetRandomVariates(Random, Vector)
Fills a Vector with random numbers.
GetRandomVariates(Random, Double[]())
Fills a Double array with random numbers.
GetRandomVariates(Random, Double[](), Int32, Int32)
Fills a Double array with random numbers.
GetRandomVariates(Random, Vector, Int32, Int32)
Fills a Double array with random numbers.
GetType()
Gets the Type of the current instance.
InverseDistributionFunction(Double)
Returns the inverse of the DistributionFunction(Double).
MemberwiseClone()
Creates a shallow copy of the current Object.
Probability(Double, Double)
Returns the probability that a sample taken from the distribution lies inside the specified interval.
ProbabilityDensityFunction(Double)
Returns the value of the probability density function (PDF) of this distribution for the specified value.
SurvivorDistributionFunction(Double)
Evaluates the survivor distribution function (SDF) of this distribution for the specified value.
ToString()
Returns a String that represents the current Object.

Constructors

IconTypeDescription
ContinuousDistributionNew()
Constructs a new ContinuousDistribution object.

Properties

IconTypeDescription
InterQuartileRange
Returns the inter-quartile range of this distribution.
IsSymmetrical
Gets a value that indicates whether the distribution is known to be symmetrical around the mean.
Kurtosis
Gets the kurtosis of the distribution.
Mean
Gets the mean or expectation value of the distribution.
Skewness
Gets the skewness of the distribution.
StandardDeviation
Gets the standard deviation of the distribution.
Variance
Gets the variance of the distribution.

Remarks

The distribution of a variable is a description of the relative numbers of times each possible outcome will occur in a number of trials. The function describing the distribution is called the probability function, and the function describing the cumulative probability that a given value or any value smaller than it will occur is called the distribution function.

A continuous probability distribution is a statistical distribution whose variables can take on any value within a certain interval. This interval may be infinite.

This library contains classes for the most common continuous distributions. They are listed in the table below:

DistributionDefinitionBetaDistributionThe beta distribution.CauchyDistributionThe Cauchy distribution.ContinuousUniformDistributionThe continuous uniform distribution.ErlangDistributionThe Erlang distribution.ExponentialDistributionThe exponential distribution.FDistributionThe F distribution.GammaDistributionThe gamma distribution.GumbelDistributionThe Gumbel or extreme value distribution.LaplaceDistributionThe Laplace distribution.LogisticDistributionThe logistic distribution.LognormalDistributionThe log-normal distribution.NormalDistributionThe normal distribution.ParetoDistributionThe Pareto distribution.RayleighDistributionThe Rayleigh distribution.StudentTDistributionThe student-t distribution.TriangularDistributionThe triangular distribution.WeibullDistributionThe Weibull distribution.

ContinuousDistribution is an abstract base class that cannot be instantiated. To create a continuous distribution of a specific type, instantiate a class derived from ContinuousDistribution.

Notes to inheritors: When you inherit from ContinuousDistribution, you must override the following members: ProbabilityDensityFunction(Double), DistributionFunction(Double), Mean and Variance. You should also override the following methods: GetRandomVariate(Random), Skewness, Kurtosis.

Inheritance Hierarchy

System.Object
  Extreme.Statistics.Distributions.Distribution
    Extreme.Statistics.Distributions.ContinuousDistribution