Namespaces

Types in MathNet.Numerics.Distributions

Type Burr

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Constructors

Static Functions

Methods

Properties

Public Constructors

Burr(double a, double c, double k, Random randomSource)

Initializes a new instance of the Burr Type XII class.
Parameters
double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

Random randomSource

The random number generator which is used to draw random samples. Optional, can be null.

Public Static Functions

double CDF(double a, double c, double k, double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

bool IsValidParameterSet(double a, double c, double k)

Tests whether the provided values are valid parameters for this distribution.
Parameters
double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

double PDF(double a, double c, double k, double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double a, double c, double k, double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

double x

The location at which to compute the log density.

Return
double

the log density at x.

double Sample(Random rnd, double a, double c, double k)

Generates a sample from the Burr distribution.
Parameters
Random rnd

The random number generator to use.

double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

Return
double

a sample from the distribution.

void Samples(Random rnd, Double[] values, double a, double c, double k)

Fills an array with samples generated from the distribution.
Parameters
Random rnd

The random number generator to use.

Double[] values

The array to fill with the samples.

double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

IEnumerable<double> Samples(Random rnd, double a, double c, double k)

Generates a sequence of samples from the Burr distribution.
Parameters
Random rnd

The random number generator to use.

double a

The scale parameter a of the Burr distribution. Range: a > 0.

double c

The first shape parameter c of the Burr distribution. Range: c > 0.

double k

The second shape parameter k of the Burr distribution. Range: k > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

Public Methods

double CumulativeDistribution(double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double Density(double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double x

The location at which to compute the density.

Return
double

the density at x.

double DensityLn(double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double x

The location at which to compute the log density.

Return
double

the log density at x.

bool Equals(object obj)

int GetHashCode()

double GetMoment(double n)

Gets the n-th raw moment of the distribution.
Parameters
double n

The order (n) of the moment. Range: n ≥ 1.

Return
double

the n-th moment of the distribution.

Type GetType()

double Sample()

Generates a sample from the Burr distribution.
Return
double

a sample from the distribution.

IEnumerable<double> Samples()

Generates a sequence of samples from the Burr distribution.
Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values)

Fills an array with samples generated from the distribution.
Parameters
Double[] values

The array to fill with the samples.

string ToString()

A string representation of the distribution.
Return
string

a string representation of the distribution.

Public Properties

double a get;

Gets the scale (a) of the distribution. Range: a > 0.

double c get;

Gets the first shape parameter (c) of the distribution. Range: c > 0.

double Entropy get;

Gets the entropy of the Burr distribution (currently not supported).

double k get;

Gets the second shape parameter (k) of the distribution. Range: k > 0.

double Maximum get;

Gets the maximum of the Burr distribution.

double Mean get;

Gets the mean of the Burr distribution.

double Median get;

Gets the median of the Burr distribution.

double Minimum get;

Gets the minimum of the Burr distribution.

double Mode get;

Gets the mode of the Burr distribution.

Random RandomSource get; set;

Gets the random number generator which is used to draw random samples.

double Skewness get;

Gets the skewness of the Burr distribution.

double StdDev get;

Gets the standard deviation of the Burr distribution.

double Variance get;

Gets the variance of the Burr distribution.