public void ConstructorTest2()
        {
            var exp = new ExponentialDistribution(rate: 0.42);

            double mean = exp.Mean;     // 2.3809523809523809
            double median = exp.Median; // 1.6503504299046317
            double var = exp.Variance;  // 5.6689342403628125

            double cdf = exp.DistributionFunction(x: 0.27); // 0.10720652870550407
            double pdf = exp.ProbabilityDensityFunction(x: 0.27); // 0.3749732579436883
            double lpdf = exp.LogProbabilityDensityFunction(x: 0.27); // -0.98090056770472311

            double ccdf = exp.ComplementaryDistributionFunction(x: 0.27); // 0.89279347129449593
            double icdf = exp.InverseDistributionFunction(p: cdf); // 0.27

            double hf = exp.HazardFunction(x: 0.27); // 0.42
            double chf = exp.CumulativeHazardFunction(x: 0.27); // 0.1134

            string str = exp.ToString(CultureInfo.InvariantCulture); // Exp(x; λ = 0.42)

            Assert.AreEqual(2.3809523809523809, mean);
            Assert.AreEqual(1.6503504299046317, median);
            Assert.AreEqual(5.6689342403628125, var);
            Assert.AreEqual(0.1134, chf);
            Assert.AreEqual(0.10720652870550407, cdf);
            Assert.AreEqual(0.3749732579436883, pdf);
            Assert.AreEqual(-0.98090056770472311, lpdf);
            Assert.AreEqual(0.42, hf);
            Assert.AreEqual(0.89279347129449593, ccdf);
            Assert.AreEqual(0.27, icdf);
            Assert.AreEqual("Exp(x; λ = 0.42)", str);
        }
        public void ConstructorTest2()
        {
            var exp = new ExponentialDistribution(rate: 0.42);

            double mean   = exp.Mean;                                     // 2.3809523809523809
            double median = exp.Median;                                   // 1.6503504299046317
            double var    = exp.Variance;                                 // 5.6689342403628125

            double cdf  = exp.DistributionFunction(x: 0.27);              // 0.10720652870550407
            double pdf  = exp.ProbabilityDensityFunction(x: 0.27);        // 0.3749732579436883
            double lpdf = exp.LogProbabilityDensityFunction(x: 0.27);     // -0.98090056770472311

            double ccdf = exp.ComplementaryDistributionFunction(x: 0.27); // 0.89279347129449593
            double icdf = exp.InverseDistributionFunction(p: cdf);        // 0.27

            double hf  = exp.HazardFunction(x: 0.27);                     // 0.42
            double chf = exp.CumulativeHazardFunction(x: 0.27);           // 0.1134

            string str = exp.ToString(CultureInfo.InvariantCulture);      // Exp(x; λ = 0.42)

            Assert.AreEqual(2.3809523809523809, mean);
            Assert.AreEqual(1.6503504299046317, median);
            Assert.AreEqual(5.6689342403628125, var);
            Assert.AreEqual(0.1134, chf);
            Assert.AreEqual(0.10720652870550407, cdf);
            Assert.AreEqual(0.3749732579436883, pdf);
            Assert.AreEqual(-0.98090056770472311, lpdf);
            Assert.AreEqual(0.42, hf);
            Assert.AreEqual(0.89279347129449593, ccdf);
            Assert.AreEqual(0.27, icdf);
            Assert.AreEqual("Exp(x; λ = 0.42)", str);
        }
        public void ConstructorTest2()
        {
            var exp = new ExponentialDistribution(rate: 0.42);

            double mean   = exp.Mean;                                     // 2.3809523809523809
            double median = exp.Median;                                   // 1.6503504299046317
            double var    = exp.Variance;                                 // 5.6689342403628125
            double mode   = exp.Mode;                                     // 0.0

            double cdf  = exp.DistributionFunction(x: 0.27);              // 0.10720652870550407
            double pdf  = exp.ProbabilityDensityFunction(x: 0.27);        // 0.3749732579436883
            double lpdf = exp.LogProbabilityDensityFunction(x: 0.27);     // -0.98090056770472311

            double ccdf = exp.ComplementaryDistributionFunction(x: 0.27); // 0.89279347129449593
            double icdf = exp.InverseDistributionFunction(p: cdf);        // 0.27

            double hf  = exp.HazardFunction(x: 0.27);                     // 0.42
            double chf = exp.CumulativeHazardFunction(x: 0.27);           // 0.1134

            string str = exp.ToString(CultureInfo.InvariantCulture);      // Exp(x; λ = 0.42)

            Assert.AreEqual(2.3809523809523809, mean);
            Assert.AreEqual(1.6503504299046317, median);
            Assert.AreEqual(0.0, mode);
            Assert.AreEqual(5.6689342403628125, var);
            Assert.AreEqual(0.1134, chf);
            Assert.AreEqual(0.10720652870550407, cdf);
            Assert.AreEqual(0.3749732579436883, pdf);
            Assert.AreEqual(-0.98090056770472311, lpdf);
            Assert.AreEqual(0.42, hf);
            Assert.AreEqual(0.89279347129449593, ccdf);
            Assert.AreEqual(0.27, icdf);
            Assert.AreEqual("Exp(x; λ = 0.42)", str);

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

            Assert.AreEqual(0.12212689139892995, range1.Min);
            Assert.AreEqual(7.1326958894142622, range1.Max);
            Assert.AreEqual(0.023929371079765359, range2.Min);
            Assert.AreEqual(10.964690919019265, range2.Max);
            Assert.AreEqual(0.023929371079765359, range3.Min);
            Assert.AreEqual(10.964690919019265, range3.Max);
        }
        public void ConstructorTest2()
        {
            var exp = new ExponentialDistribution(rate: 0.42);

            double mean = exp.Mean;     // 2.3809523809523809
            double median = exp.Median; // 1.6503504299046317
            double var = exp.Variance;  // 5.6689342403628125
            double mode = exp.Mode;     // 0.0

            double cdf = exp.DistributionFunction(x: 0.27); // 0.10720652870550407
            double pdf = exp.ProbabilityDensityFunction(x: 0.27); // 0.3749732579436883
            double lpdf = exp.LogProbabilityDensityFunction(x: 0.27); // -0.98090056770472311

            double ccdf = exp.ComplementaryDistributionFunction(x: 0.27); // 0.89279347129449593
            double icdf = exp.InverseDistributionFunction(p: cdf); // 0.27

            double hf = exp.HazardFunction(x: 0.27); // 0.42
            double chf = exp.CumulativeHazardFunction(x: 0.27); // 0.1134

            string str = exp.ToString(CultureInfo.InvariantCulture); // Exp(x; λ = 0.42)

            Assert.AreEqual(2.3809523809523809, mean);
            Assert.AreEqual(1.6503504299046317, median);
            Assert.AreEqual(0.0, mode);
            Assert.AreEqual(5.6689342403628125, var);
            Assert.AreEqual(0.1134, chf);
            Assert.AreEqual(0.10720652870550407, cdf);
            Assert.AreEqual(0.3749732579436883, pdf);
            Assert.AreEqual(-0.98090056770472311, lpdf);
            Assert.AreEqual(0.42, hf);
            Assert.AreEqual(0.89279347129449593, ccdf);
            Assert.AreEqual(0.27, icdf);
            Assert.AreEqual("Exp(x; λ = 0.42)", str);

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

            Assert.AreEqual(0.12212689139892995, range1.Min);
            Assert.AreEqual(7.1326958894142622, range1.Max);
            Assert.AreEqual(0.023929371079765359, range2.Min);
            Assert.AreEqual(10.964690919019265, range2.Max);
            Assert.AreEqual(0.023929371079765359, range3.Min);
            Assert.AreEqual(10.964690919019265, range3.Max);
        }
        public void MedianTest()
        {
            ExponentialDistribution target = new ExponentialDistribution(2.5);

            Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
        }
        public void MedianTest()
        {
            ExponentialDistribution target = new ExponentialDistribution(2.5);

            Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
        }
Exemple #7
0
 public static double qnorm(double p)
 {
     return(_norm.InverseDistributionFunction(p));
 }