ChiSquareDistribution Type

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.

Constructors

Constructor Description

ChiSquareDistribution()

Full Usage: ChiSquareDistribution()

ChiSquareDistribution(gen)

Full Usage: ChiSquareDistribution(gen)

Parameters:

gen : Generator

ChiSquareDistribution(f)

Full Usage: ChiSquareDistribution(f)

Parameters:
    f : float

f : float

ChiSquareDistribution(f, ran)

Full Usage: ChiSquareDistribution(f, ran)

Parameters:

f : float
ran : Generator

Instance members

Instance member Description

this.Alpha

Full Usage: this.Alpha

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.

this.CDF

Full Usage: this.CDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Freedom

Full Usage: this.Freedom

Returns: float

Returns: float

this.Initialize

Full Usage: this.Initialize

Parameters:
    F : float

F : float

this.IsValidAlpha

Full Usage: this.IsValidAlpha

Parameters:
    value : float - The value to check.

Returns: bool if value is greater than 0; otherwise, .

Determines whether the specified value is valid for parameter ChiSquareDistribution.Alpha.

value : float

The value to check.

Returns: bool

if value is greater than 0; otherwise, .

this.Maximum

Full Usage: this.Maximum

Returns: float
Modifiers: abstract

Gets the maximum possible value of chi-square distributed random numbers.

Returns: float

this.Mean

Full Usage: this.Mean

Returns: float
Modifiers: abstract

Gets the mean value of chi-square distributed random numbers.

Returns: float

this.Median

Full Usage: this.Median

Returns: float
Modifiers: abstract

Gets the median of chi-square distributed random numbers.

Returns: float

this.Minimum

Full Usage: this.Minimum

Returns: float
Modifiers: abstract

Gets the minimum possible value of chi-square distributed random numbers.

Returns: float

this.Mode

Full Usage: this.Mode

Returns: float[]
Modifiers: abstract

Gets the mode of chi-square distributed random numbers.

Returns: float[]

this.NextDouble

Full Usage: this.NextDouble

Returns: float
Modifiers: abstract

Returns: float

this.PDF

Full Usage: this.PDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Quantile

Full Usage: this.Quantile

Parameters:
    p : float

Returns: float
Modifiers: abstract

p : float
Returns: float

this.Variance

Full Usage: this.Variance

Returns: float
Modifiers: abstract

Gets the variance of chi-square distributed random numbers.

Returns: float

Static members

Static member Description

ChiSquareDistribution.CDF(x, F)

Full Usage: ChiSquareDistribution.CDF(x, F)

Parameters:
    x : float
    F : float

Returns: float

x : float
F : float
Returns: float

ChiSquareDistribution.PDF(x, F)

Full Usage: ChiSquareDistribution.PDF(x, F)

Parameters:
    x : float
    F : float

Returns: float

x : float
F : float
Returns: float

ChiSquareDistribution.Quantile(p, F)

Full Usage: ChiSquareDistribution.Quantile(p, F)

Parameters:
    p : float
    F : float

Returns: float

p : float
F : float
Returns: float