WithMeanStDev() public static method

public static WithMeanStDev ( double mean, double stDev ) : Normal
mean double
stDev double
return Normal
Normal Class Documentation
Example #1
0
        public void ValidateInverseCumulativeDistribution(
            [Values(Double.NegativeInfinity, -5.0, -2.0, -0.0, 0.0, 4.0, 5.0, 6.0, 10.0, Double.PositiveInfinity)] double x,
            [Values(0.0, 0.00000028665157187919391167375233287464535385442301361187883,
                    0.0002326290790355250363499258867279847735487493358890356, 0.0062096653257761351669781045741922211278977469230927036,
                    .0062096653257761351669781045741922211278977469230927036, .30853753872598689636229538939166226011639782444542207, .5,
                    .69146246127401310363770461060833773988360217555457859, 0.9937903346742238648330218954258077788721022530769078, 1.0)] double f)
        {
            var n = Normal.WithMeanStDev(5.0, 2.0);

            n.InverseCumulativeDistribution(f).Clamp(x, 1e-10).Should().Be(x);
        }
Example #2
0
        public void DensityLnTest([Values(0.0, 10.0, -5.0)] double mean,
                                  [Values(0.0, 0.1, 1.0, 10.0, 100.0, Double.PositiveInfinity)] double sdev)
        {
            var n = Normal.WithMeanStDev(mean, sdev);

            for (var i = 0; i < 11; i++)
            {
                var x     = i - 5.0;
                var d     = (mean - x) / sdev;
                var pdfln = (-0.5 * (d * d)) - Math.Log(sdev) - MathTool.LnSqrtPi2;

                n.DensityLn(x).Should().Be(pdfln);
            }
        }
Example #3
0
        public void DensityTest([Values(0.0, 10.0, -5.0)] double mean,
                                [Values(0.0, 0.1, 1.0, 10.0, 100.0, Double.PositiveInfinity)] double sdev)
        {
            var n = Normal.WithMeanStDev(mean, sdev);

            for (var i = 0; i < 11; i++)
            {
                var x   = i - 5.0;
                var d   = (mean - x) / sdev;
                var pdf = Math.Exp(-0.5 * d * d) / (sdev * MathTool.SqrtPi2);

                n.Density(x).Should().Be(pdf);
            }
        }