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Testimonials

"The de facto-standard library for linear algebra on the .NET platform is the Extreme Optimization Library."   - Jon Harrop, author, F# for Scientists "I have yet to see another package that offers the depth of statistical analysis that Extreme Optimization does, and I must say that I'm impressed with the level of service I've experienced."   - Henry Oh, RBC Capital Markets "I have made it my mission to institutionalize the value of good API design.  I strongly believe that this is key to making developers more productive and happy on our platform. It is clear that you value good API design in your work, and take to heart developer productivity and synergy with the .NET framework." - Brad Abrams, Lead Program Manager, Microsoft. More testimonials

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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.

• Dirichlet Distribution Class
• Multivariate Normal Distribution Class

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.