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Supports .NET 7.0 and earlier. Try it for free with our fully functional 30-day trial version. |

Solutions

# Probability Distributions

Whether you're using C#, Visual Basic (VB.NET), F#, IronPython, the *Extreme Optimization Numerical Libraries
for .NET* make it easy to make use of a large variety of probability distributions in your .NET applications.
The *Extreme Optimization Numerical Libraries for .NET* are a complete math,
vector/matrix and statistics package
for the Microsoft .NET framework. Features specifically related to probability distributions include:

- Probability density function (PDF).
- Cumulative distribution function (CDF).
- Percentile or inverse cumulative distribution function.
- Upper and lower tail probabilities.
- Moments: mean, variance, skewness and kurtosis.
- Parameter estimation for selected distributions Updated!
- Generate random samples from any distribution.

## Online Sample Applications

You can try our functionality online:

- Discrete Distribution Explorer illustrates discrete probability distributions.
- Continuous Distribution Explorer illustrates continuous probability distributions.

## Probability Distribution Classes

The classes that implement probability distributions live in the Extreme.Statistics.Distributions namespace.

### Continuous distributions

See the Continuous Distributions section of the Statistics Library User's Guide for detailed explanations.

- Beta Distribution
- Cauchy Distribution
- Chi-Square Distribution
- Continuous Uniform Distribution
- Erlang Distribution
- Exponential Distribution
- F Distribution
- Gamma Distribution
- Generalized Pareto Distribution
- Gumbel Distribution
- Inverse Gaussian Distribution
- Laplace Distribution
- Logistic Distribution
- Log-Normal Distribution
- Normal Distribution
- Pareto Distribution
- Piecewise Distribution
- Rayleigh Distribution
- Student-t Distribution
- Transformed Beta Distribution
- Transformed Gamma Distribution
- Triangular Distribution
- Weibull Distribution

### Discrete Probability Distributions

See the Discrete Distributions section of the Statistics Library User's Guide for detailed explanations.

- Bernoulli Distribution
- Binomial Distribution
- Discrete Uniform Distribution
- Generic Discrete Distribution
- Geometric Distribution
- Hypergeometric Distribution
- Negative Binomial Distribution
- Poisson Distribution

### Multivariate Probability Distributions

See the Multivariate Distributions section of the Statistics Library User's Guide for detailed explanations.

## Probability Distributions QuickStart Samples

Our library comes with a large number of QuickStart samples that help you to get started in minutes. The following samples illustrate how to use the probability distributions:

Project | Description | View source | ||
---|---|---|---|---|

DistreteDistributions | Illustrates how to use the classes that implement discrete probability distributions. | C# | VB.NET | F# |

ContinuousDistributions | Illustrates how to use the classes that implement continuous probability distributions. | C# | VB.NET | F# |

## Trial version

If you would like to evaluate the *Extreme Optimization Numerical Libraries for .NET*,
you can download a free, fully functional 60-day trial version.
In addition to the code samples discussed here, it includes about 70 other samples
as well as complete documentation for the entire library.

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