RareEventProbabilityEstimationResults Class

public class RareEventProbabilityEstimationResults : CrossEntropyResults

Public Class RareEventProbabilityEstimationResults
	Inherits CrossEntropyResults

public ref class RareEventProbabilityEstimationResults : public CrossEntropyResults

type RareEventProbabilityEstimationResults = 
    class
        inherit CrossEntropyResults
    end

Inheritance

Object    CrossEntropyResults    RareEventProbabilityEstimationResults

A Cross-Entropy program represented by a RareEventProbabilityEstimator object can be executed by calling its method Estimate(RareEventProbabilityEstimationContext, Double, Int32, Int32), which returns an instance of class RareEventProbabilityEstimationResults.

The estimated probability of the rare event under study can be analyzed by inspecting property RareEventProbability.

Reference