InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.
public InverseDistributionFunction ( double p ) : double
p double A probability value between 0 and 1.
return double
TukeyLambdaDistribution Class Documentation
Ejemplo n.º 1
0
        public void ConstructorTest()
        {
            var tukey = new TukeyLambdaDistribution(lambda: 0.14);

            double mean = tukey.Mean;     // 0.0
            double median = tukey.Median; // 0.0
            double mode = tukey.Mode;     // 0.0
            double var = tukey.Variance;  // 2.1102970222144855
            double stdDev = tukey.StandardDeviation;  // 1.4526861402982014

            double cdf = tukey.DistributionFunction(x: 1.4); // 0.83252947230217966
            double pdf = tukey.ProbabilityDensityFunction(x: 1.4); // 0.17181242109370659
            double lpdf = tukey.LogProbabilityDensityFunction(x: 1.4); // -1.7613519723149427

            double ccdf = tukey.ComplementaryDistributionFunction(x: 1.4); // 0.16747052769782034
            double icdf = tukey.InverseDistributionFunction(p: cdf); // 1.4000000000000004

            double hf = tukey.HazardFunction(x: 1.4); // 1.0219566231014163
            double chf = tukey.CumulativeHazardFunction(x: 1.4); // 1.7842102556452939

            string str = tukey.ToString(CultureInfo.InvariantCulture); // Tukey(x; λ = 0.14)

            Assert.AreEqual(0.0, mean);
            Assert.AreEqual(0.0, median);
            Assert.AreEqual(0.0, mode);
            Assert.AreEqual(2.1102970222144855, var);
            Assert.AreEqual(1.4526861402982014, stdDev);
            Assert.AreEqual(1.7869478972416082, chf);
            Assert.AreEqual(0.83252947230217966, cdf);
            Assert.AreEqual(0.17181242109370659, pdf);
            Assert.AreEqual(-1.7613519723149427, lpdf);
            Assert.AreEqual(1.0259263134569006, hf);
            Assert.AreEqual(0.16747052769782034, ccdf);
            Assert.AreEqual(1.4000000000000004, icdf);
            Assert.AreEqual("Tukey(x; λ = 0.14)", str);

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

            Assert.AreEqual(-2.395751074495986, range1.Min);
            Assert.AreEqual(2.395751074495986, range1.Max);
            Assert.AreEqual(-3.3841891582663117, range2.Min);
            Assert.AreEqual(3.3841891582663117, range2.Max);
            Assert.AreEqual(-3.3841891582663126, range3.Min);
            Assert.AreEqual(3.3841891582663117, range3.Max);
        }