Generates central chi-square distributed random numbers.
Generates random deviates from a central chi-square distribution with f degrees of freedom. f must be positive. The density of this distribution is: -f/2 f/2-1 -x/2 2 x e p (x) dx = --------------------- dx for x > 0 f Gamma(f/2) = 0 otherwise The calculation uses the relation between chi-square and gamma distribution: ChiSquare(f) = GammaDistribution(f/2,1/2) References: K. Behnen, G. Neuhaus, "Grundkurs Stochastik", Teubner Studienbuecher Mathematik, Teubner Verlag, Stuttgart, 1984.
Constructor | Description |
Full Usage:
ChiSquareDistribution()
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Full Usage:
ChiSquareDistribution(f)
Parameters:
float
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Instance member | Description |
Full Usage:
this.Alpha
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Gets or sets the parameter alpha which is used for generation of chi-square distributed random numbers. Call ChiSquareDistribution.IsValidAlpha to determine whether a value is valid and therefor assignable. |
Full Usage:
this.CDF
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Freedom
Returns: float
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Full Usage:
this.Initialize
Parameters:
float
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Full Usage:
this.IsValidAlpha
Parameters:
float
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The value to check.
Returns: bool
if value is greater than 0; otherwise, .
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Full Usage:
this.Maximum
Returns: float
Modifiers: abstract |
Gets the maximum possible value of chi-square distributed random numbers.
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Full Usage:
this.Mean
Returns: float
Modifiers: abstract |
Gets the mean value of chi-square distributed random numbers.
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Full Usage:
this.Median
Returns: float
Modifiers: abstract |
Gets the median of chi-square distributed random numbers.
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Full Usage:
this.Minimum
Returns: float
Modifiers: abstract |
Gets the minimum possible value of chi-square distributed random numbers.
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Full Usage:
this.Mode
Returns: float[]
Modifiers: abstract |
Gets the mode of chi-square distributed random numbers.
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Full Usage:
this.NextDouble
Returns: float
Modifiers: abstract |
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Full Usage:
this.PDF
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Quantile
Parameters:
float
Returns: float
Modifiers: abstract |
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Full Usage:
this.Variance
Returns: float
Modifiers: abstract |
Gets the variance of chi-square distributed random numbers.
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Static member | Description |
Full Usage:
ChiSquareDistribution.CDF(x, F)
Parameters:
float
F : float
Returns: float
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Full Usage:
ChiSquareDistribution.PDF(x, F)
Parameters:
float
F : float
Returns: float
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Full Usage:
ChiSquareDistribution.Quantile(p, F)
Parameters:
float
F : float
Returns: float
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