Represents the Gamma distribution.
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Class GammaDistribution _ Inherits ContinuousDistribution |
| C# |
|---|
public class GammaDistribution : ContinuousDistribution |
| C++ |
|---|
public ref class GammaDistribution : public ContinuousDistribution |
Methods
| Icon | Type | Description |
|---|---|---|
 | DistributionFunction(Double) |
Returns the value of the cumulative probability
distribution function.
|
| Equals(Object) | |
 | Finalize() | |
| 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, Double, Double, Double) |
Returns a single random variate from a gamma distribution
with the specified parameters.
|
| GetRandomVariate(Random, Double, Double) |
Returns a single random variate from a gamma distribution
with the specified parameters.
|
| GetRandomVariate(Random, Double) |
Returns a single random variate from a gamma distribution
with the specified parameters.
|
| 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() |
Constructors
| Icon | Type | Description |
|---|---|---|
| GammaDistributionNew(NumericalVariable, EstimationMethod) |
Estimates the parameters of the distribution of a variable assuming it follows a gamma distribution.
|
| GammaDistributionNew(NumericalVariable) |
Estimates the parameters of the distribution of a variable assuming it follows a gamma distribution
using the methodof matching moments.
|
| GammaDistributionNew(Double, Double, Double) |
Constructs a new GammaDistribution with the specified
order, scale, and location parameters.
|
| GammaDistributionNew(Double, Double) |
Constructs a new GammaDistribution with the specified
order and scale parameter.
|
| GammaDistributionNew(Double) |
Constructs a new standard GammaDistribution with the specified
order parameter.
|
Properties
| Icon | Type | Description |
|---|---|---|
 | 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.
|
| LocationParameter |
Gets the location parameter for the distribution.
|
| Mean |
Gets the mean or expectation value of the distribution.
|
| ScaleParameter |
Gets the scale parameter for the distribution.
|
| ShapeParameter |
Gets the shape parameter for 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 Gamma distribution of order a > 0 is defined by:
probability(x) = {1 / Gamma(a) _scale^a} x^{a-1} exp{-x/_scale}
with x > 0. The value _scale is called the scale parameter.
If X and Y are independent gamma-distributed _random
variables of order a1 and a2 with the same scale parameter _scale,
then X+Y has gamma distribution of order a1+a2.
Inheritance Hierarchy
System.Object
Extreme.Statistics.Distributions.Distribution
Extreme.Statistics.Distributions.ContinuousDistribution
Extreme.Statistics.Distributions.GammaDistribution
Extreme.Statistics.Distributions.Distribution
Extreme.Statistics.Distributions.ContinuousDistribution
Extreme.Statistics.Distributions.GammaDistribution
