LogProbabilityDensityFunction() public méthode

Gets the log-probability density function (pdf) for this distribution evaluated at point w.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public LogProbabilityDensityFunction ( double w ) : double
w double A single point in the distribution range.
Résultat double
WilcoxonDistribution Class Documentation
Exemple #1
0
        public void ConstructorTest()
        {
            double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 };

            var W = new WilcoxonDistribution(ranks);

            double mean = W.Mean;     // 39.0
            double median = W.Median; // 38.5
            double var = W.Variance;  // 162.5

            double cdf = W.DistributionFunction(w: 42); // 0.60817384423279575
            double pdf = W.ProbabilityDensityFunction(w: 42); // 0.38418508862319295
            double lpdf = W.LogProbabilityDensityFunction(w: 42); // 0.38418508862319295

            double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.39182615576720425
            double icdf = W.InverseDistributionFunction(p: cdf); // 42
            double icdf2 = W.InverseDistributionFunction(p: 0.5); // 42

            double hf = W.HazardFunction(x: 42); // 0.98049883339449373
            double chf = W.CumulativeHazardFunction(x: 42); // 0.936937017743799

            string str = W.ToString(); // "W+(x; R)"

            Assert.AreEqual(39.0, mean);
            Assert.AreEqual(38.5, median, 1e-6);
            Assert.AreEqual(162.5, var);
            Assert.AreEqual(0.936937017743799, chf);
            Assert.AreEqual(0.60817384423279575, cdf);
            Assert.AreEqual(0.38418508862319295, pdf);
            Assert.AreEqual(-0.95663084089698047, lpdf);
            Assert.AreEqual(0.98049883339449373, hf);
            Assert.AreEqual(0.39182615576720425, ccdf);
            Assert.AreEqual(42, icdf, 1e-6);
            Assert.AreEqual("W+(x; R)", str);
        }
Exemple #2
0
        public void ConstructorTest2()
        {
            double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 };

            var W = new WilcoxonDistribution(ranks, forceExact: true);

            double mean = W.Mean;     // 39
            double median = W.Median; // 39
            double var = W.Variance;  // 162.5

            double cdf = W.DistributionFunction(w: 42); // 0.582763671875
            double pdf = W.ProbabilityDensityFunction(w: 42); // 0.014404296875
            double lpdf = W.LogProbabilityDensityFunction(w: 42); // -4.2402287228136233

            double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.417236328125
            double icdf = W.InverseDistributionFunction(p: cdf); // 41.965447500067114
            double icdf2 = W.InverseDistributionFunction(p: 0.5); // 39.000000487005138

            double hf = W.HazardFunction(x: 42); // 0.03452311293153891
            double chf = W.CumulativeHazardFunction(x: 42); // 0.87410248360375287

            string str = W.ToString(); // "W+(x; R)"

            Assert.AreEqual(39.0, mean);
            Assert.AreEqual(39.0, median, 1e-6);
            Assert.AreEqual(162.5, var);
            Assert.AreEqual(0.87410248360375287, chf);
            Assert.AreEqual(0.582763671875, cdf);
            Assert.AreEqual(0.014404296875, pdf);
            Assert.AreEqual(-4.2402287228136233, lpdf);
            Assert.AreEqual(0.03452311293153891, hf);
            Assert.AreEqual(0.417236328125, ccdf);
            Assert.AreEqual(42, icdf, 0.05);
            Assert.AreEqual("W+(x; R)", str);

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

            Assert.AreEqual(17.999999736111114, range1.Min);
            Assert.AreEqual(60.000000315408002, range1.Max);
            Assert.AreEqual(10.000000351098127, range2.Min);
            Assert.AreEqual(67.99999981945885, range2.Max);
            Assert.AreEqual(10.000000351098119, range3.Min);
            Assert.AreEqual(67.99999981945885, range3.Max);
        }