ComplementaryDistributionFunction() public method

Gets the complementary cumulative distribution function (ccdf) for this distribution evaluated at point x. This function is also known as the Survival function.
The Complementary Cumulative Distribution Function (CCDF) is the complement of the Cumulative Distribution Function, or 1 minus the CDF.
public ComplementaryDistributionFunction ( double x ) : double
x double A single point in the distribution range.
return double
AndersonDarlingDistribution Class Documentation
Ejemplo n.º 1
0
        public void ConstructorTest()
        {
            // Create a new Anderson Darling distribution (A²) for comparing against a Gaussian
            var a2 = new AndersonDarlingDistribution(AndersonDarlingDistributionType.Normal, 30);

            double median = a2.Median; // 0.33089957635450062

            double chf = a2.CumulativeHazardFunction(x: 0.27); // 0.42618068373640966
            double cdf = a2.DistributionFunction(x: 0.27); // 0.34700165471995292
            double ccdf = a2.ComplementaryDistributionFunction(x: 0.27); // 0.65299834528004708
            double icdf = a2.InverseDistributionFunction(p: cdf); // 0.27000000012207787

            string str = a2.ToString(CultureInfo.InvariantCulture); // "A²(x; n = 30)"

            Assert.AreEqual(0.33089957635450062, median);
            Assert.AreEqual(0.42618068373640966, chf);
            Assert.AreEqual(0.34700165471995292, cdf);
            Assert.AreEqual(0.65299834528004708, ccdf);
            Assert.AreEqual(0.27, icdf, 1e-6);
            Assert.AreEqual("A²(x; n = 30)", str);

            Assert.IsFalse(Double.IsNaN(median));

            var range1 = a2.GetRange(0.95);
            var range2 = a2.GetRange(0.99);
            var range3 = a2.GetRange(0.01);

            Assert.AreEqual(0.1552371857564955, range1.Min);
            Assert.AreEqual(0.73303544269106991, range1.Max);
            Assert.AreEqual(0.11507415861447158, range2.Min);
            Assert.AreEqual(1.0, range2.Max);
            Assert.AreEqual(0.1150741586144715, range3.Min);
            Assert.AreEqual(1.0, range3.Max);
        }