InverseGaussianDistribution Class

Represents the inverse Gaussian distribution.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
[SerializableAttribute]
public sealed class InverseGaussianDistribution : ContinuousDistribution
Inheritance
Object  →  Distribution  →  ContinuousDistribution  →  InverseGaussianDistribution

Remarks

The inverse Gaussian distribution is used in the study of diffusion processes. It can also be used for a lifetime distribution model.

Constructors

InverseGaussianDistribution(Double) Constructs a new standard InverseGaussianDistribution (Wald distribution) with the specified scale parameter.
InverseGaussianDistribution(Double, Double) Constructs a new InverseGaussianDistribution with the specified location and scale parameter.

Properties

Entropy Gets the entropy of the distribution.
(Inherited from Distribution)
InterQuartileRange Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution)
IsSymmetrical Gets whether the distribution is known to be symmetrical around the mean.
(Inherited from ContinuousDistribution)
IsUnimodal Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution)
Kurtosis Gets the kurtosis of the distribution.
(Overrides Distribution.Kurtosis)
LocationParameter Gets the location parameter for the distribution.
Mean Gets the mean or expectation value of the distribution.
(Overrides Distribution.Mean)
Median Gets the median of the distribution.
(Inherited from ContinuousDistribution)
Mode Gets the mode of the distribution.
(Overrides ContinuousDistribution.Mode)
NumberOfModes Gets the number of modes of the distribution.
(Inherited from ContinuousDistribution)
ScaleParameter Gets the scale parameter for the distribution.
Skewness Gets the skewness of the distribution.
(Overrides Distribution.Skewness)
StandardDeviation Gets the standard deviation of the distribution.
(Inherited from Distribution)
StatisticSymbol Gets the common symbol to describe a statistic from the distribution.
(Inherited from Distribution)
Support Gets the support of the distribution.
(Overrides ContinuousDistribution.Support)
Variance Gets the variance of the distribution.
(Overrides Distribution.Variance)

Methods

Cdf Evaluates the cumulative distribution function (CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
DistributionFunction Returns the value of the cumulative probability distribution function.
(Overrides ContinuousDistribution.DistributionFunction(Double))
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetAllModes Returns an array that contains all the modes of the distribution.
(Inherited from ContinuousDistribution)
GetExpectationValue(Func<Double, Double>) Returns the expectation value of a function.
(Inherited from ContinuousDistribution)
GetExpectationValue(Func<Double, Double>, Double, Double) Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(Double[], Double) Gets a vector containing a histogram of the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(IntervalIndex<Double>, Double) Gets a vector containing a histogram of the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(Double, Double, Int32, Double) Gets a vector whose bins contain the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetRandomSequence() Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution)
GetRandomSequence(Random) Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution)
GetRandomSequence(Random, Int32) Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution)
GetTypeGets the Type of the current instance.
(Inherited from Object)
HazardFunction Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution)
InverseCdf Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution)
InverseDistributionFunction Returns the inverse of the DistributionFunction(Double).
(Overrides ContinuousDistribution.InverseDistributionFunction(Double))
LeftTailProbability Returns the probability that a sample from the distribution is less than the specified value.
(Inherited from ContinuousDistribution)
LogProbabilityDensityFunction Returns the logarithm of the probability density function (PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.LogProbabilityDensityFunction(Double))
MomentFunction Returns the value of the moment function of the specified order.
(Inherited from ContinuousDistribution)
Pdf Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
Probability Returns the probability that a sample taken from the distribution lies inside the specified interval.
(Inherited from ContinuousDistribution)
ProbabilityDensityFunction Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double))
RightTailProbability Returns the probability that a sample from the distribution is larger than the specified value.
(Inherited from ContinuousDistribution)
Sample() Returns a random sample from the distribution.
(Inherited from ContinuousDistribution)
Sample(Int32) Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution)
Sample(Random) Returns a random sample from the distribution.
(Inherited from ContinuousDistribution)
Sample(Int32, Random) Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, IList<Double>) Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, IList<Double>, Int32, Int32) Fills part of a list with random numbers from the distribution.
(Inherited from ContinuousDistribution)
SurvivorDistributionFunction Evaluates the survivor distribution function (SDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
ToStringReturns a string that represents the current object.
(Inherited from Object)
TwoTailedProbability Returns the probability that a sample from the distribution deviates from the mean more than the specified value.
(Inherited from ContinuousDistribution)

See Also