DistributionFunction() public method

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
public DistributionFunction ( 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);
        }