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GaussianDistribution Class

Represents a Gaussian distribution.
Inheritance Hierarchy

Namespace:  Novacta.Analytics
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
public sealed class GaussianDistribution : ProbabilityDistribution

The GaussianDistribution type exposes the following members.

Constructors
  NameDescription
Public methodGaussianDistribution
Initializes a new instance of the GaussianDistribution class having the specified parameters.
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Properties
  NameDescription
Public propertyCanInvertCdf
Gets a value indicating whether this instance can invert its cumulative distribution function.
(Overrides ProbabilityDistributionCanInvertCdf.)
Public propertyMu
Gets or sets the location parameter of this instance.
Public propertyRandomNumberGenerator
Gets or sets the basic random generator for this instance.
(Inherited from RandomDevice.)
Public propertySigma
Gets or sets the scale parameter of this instance.
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Methods
  NameDescription
Public methodCdf(Double)
Computes the cumulative distribution function of this instance at the specified argument.
(Overrides ProbabilityDistributionCdf(Double).)
Public methodCdf(DoubleMatrix)
Computes the cumulative distribution function of this instance at the specified arguments.
(Inherited from ProbabilityDistribution.)
Public methodCdf(ReadOnlyDoubleMatrix)
Computes the cumulative distribution function of this instance at the specified arguments.
(Inherited from ProbabilityDistribution.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInverseCdf(Double)
Computes the inverse of the cumulative distribution function of this instance at the specified argument.
(Overrides ProbabilityDistributionInverseCdf(Double).)
Public methodInverseCdf(DoubleMatrix)
Computes the inverse of the cumulative distribution function of this instance at the specified arguments.
(Overrides ProbabilityDistributionInverseCdf(DoubleMatrix).)
Public methodInverseCdf(ReadOnlyDoubleMatrix)
Computes the inverse of the cumulative distribution function of this instance at the specified arguments.
(Inherited from ProbabilityDistribution.)
Public methodMean
Computes the mean of this instance.
(Overrides ProbabilityDistributionMean.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnSample
Called when drawing a sample from this instance having the given size and returns it in a given destination array.
(Overrides ProbabilityDistributionOnSample(Int32, Double, Int32).)
Public methodPdf(Double)
Computes the probability density function of this instance at the specified argument.
(Overrides ProbabilityDistributionPdf(Double).)
Public methodPdf(DoubleMatrix)
Computes the probability density function of this instance at the specified arguments.
(Overrides ProbabilityDistributionPdf(DoubleMatrix).)
Public methodPdf(ReadOnlyDoubleMatrix)
Computes the probability density function of this instance at the specified arguments.
(Inherited from ProbabilityDistribution.)
Public methodSample
Draws a sample point from this instance.
(Overrides ProbabilityDistributionSample.)
Public methodSample(Int32)
Draws a sample from this instance having the specified size and returns it as a matrix.
(Inherited from ProbabilityDistribution.)
Public methodSample(Int32, Double, Int32)
Draws a sample from this instance having the specified size and returns it in a destination array.
(Inherited from ProbabilityDistribution.)
Public methodStatic memberStandard
Creates a Gaussian distribution having zero mean and unit variance.
Public methodStandardDeviation
Computes the standard deviation of this instance.
(Overrides ProbabilityDistributionStandardDeviation.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodVariance
Computes the variance of this instance.
(Overrides ProbabilityDistributionVariance.)
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Remarks

The Gaussian density function can be written as follows:

LaTeX equation

where LaTeX equation.

The location parameter, LaTeX equation, and the scale parameter, LaTeX equation can be get or set through the properties Mu and Sigma, respectively.

See Also