ExponentialDistribution (FsODE)

FsODE

Documentation for 0.0.2

ExponentialDistribution Type

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore.Redist.dll
Base Type: ContinuousDistribution

Provides generation of exponential distributed random numbers.

The implementation of the ExponentialDistribution type bases upon information presented on Wikipedia - Exponential distribution.

            
             Return exponentially distributed random deviates according to:
            
             p (x) = lambda * exp(-lambda x) dx   for x >= 0
              l
                   = 0                    otherwise
            
             The probability density has mean = stdev = 1/lambda.

Constructors

Constructor Description


                
                  
                    
                      ExponentialDistribution()

Full Usage: ExponentialDistribution()

Initializes a new instance of the ExponentialDistribution class, using a StandardGenerator as underlying random number generator.


                
                  
                    
                      ExponentialDistribution(generator)

Full Usage: ExponentialDistribution(generator)

Parameters:

generator : Generator - A Generator object.

Initializes a new instance of the ExponentialDistribution class, using the specified Generator as underlying random number generator.

generator : Generator: A Generator object.

ArgumentNullException

generator is NULL ( in Visual Basic).


                
                  
                    
                      ExponentialDistribution(lambda)

Full Usage: ExponentialDistribution(lambda)

Parameters:

lambda : float - Parameter of the distibution.

Initializes a new instance of the ExponentialDistribution class, using the default random number generator.

lambda : float: Parameter of the distibution.


                
                  
                    
                      ExponentialDistribution(lambda, generator)

Full Usage: ExponentialDistribution(lambda, generator)

Parameters:

lambda : float - Parameter of the distibution.

generator : Generator - A Generator object.

Initializes a new instance of the ExponentialDistribution class, using the specified Generator as underlying random number generator.

lambda : float: Parameter of the distibution.
generator : Generator: A Generator object.

ArgumentNullException

generator is NULL ( in Visual Basic).

Instance members

Instance member	Description
`this.CDF` Full Usage: `this.CDF` Parameters: z : `float` Returns: `float` Modifiers: abstract	z : `float` Returns: `float`
`this.Initialize` Full Usage: `this.Initialize` Parameters: lambda : `float`	Updates the helper variables that store intermediate results for generation of exponential distributed random numbers. lambda : `float`
`this.IsValidLambda` Full Usage: `this.IsValidLambda` Parameters: value : `float` - The value to check. Returns: `bool` if value is greater than 0.0; otherwise, .	Determines whether the specified value is valid for parameter ExponentialDistribution.Lambda. value : `float` The value to check. Returns: `bool` if value is greater than 0.0; otherwise, .
`this.Lambda` Full Usage: `this.Lambda`	Gets or sets the parameter lambda which is used for generation of exponential distributed random numbers. Call ExponentialDistribution.IsValidLambda to determine whether a value is valid and therefor assignable.
`this.Maximum` Full Usage: `this.Maximum` Returns: `float` Modifiers: abstract	Gets the maximum possible value of exponential distributed random numbers. Returns: `float`
`this.Mean` Full Usage: `this.Mean` Returns: `float` Modifiers: abstract	Gets the mean value of exponential distributed random numbers. Returns: `float`
`this.Median` Full Usage: `this.Median` Returns: `float` Modifiers: abstract	Gets the median of exponential distributed random numbers. Returns: `float`
`this.Minimum` Full Usage: `this.Minimum` Returns: `float` Modifiers: abstract	Gets the minimum possible value of exponential distributed random numbers. Returns: `float`
`this.Mode` Full Usage: `this.Mode` Returns: `float[]` Modifiers: abstract	Gets the mode of exponential distributed random numbers. Returns: `float[]`
`this.NextDouble` Full Usage: `this.NextDouble` Returns: `float` A exponential distributed double-precision floating point number. Modifiers: abstract	Returns a exponential distributed floating point random number. Returns: `float` A exponential distributed double-precision floating point number.
`this.PDF` Full Usage: `this.PDF` Parameters: z : `float` Returns: `float` Modifiers: abstract	z : `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 exponential distributed random numbers. Returns: `float`

Static members

Static member	Description
`ExponentialDistribution.CDF(x, lambda)` Full Usage: `ExponentialDistribution.CDF(x, lambda)` Parameters: x : `float` lambda : `float` Returns: `float`	x : `float` lambda : `float` Returns: `float`
`ExponentialDistribution.PDF(x, lambda)` Full Usage: `ExponentialDistribution.PDF(x, lambda)` Parameters: x : `float` lambda : `float` Returns: `float`	x : `float` lambda : `float` Returns: `float`
`ExponentialDistribution.Quantile(p, lambda)` Full Usage: `ExponentialDistribution.Quantile(p, lambda)` Parameters: p : `float` lambda : `float` Returns: `float`	p : `float` lambda : `float` Returns: `float`