コード例 #1
0
ファイル: Distributions.cs プロジェクト: zyzhu/metanumerics
        public static void DistributionMoments()
        {
            //ContinuousDistribution d = new GumbelDistribution();
            DiscreteDistribution d = new PoissonDistribution(5);

            Console.WriteLine($"support = {d.Support}");

            Console.WriteLine($"mean = {d.Mean}");
            Console.WriteLine($"mean as expectation = {d.ExpectationValue(x => x)}");

            Console.WriteLine($"variance = {d.Variance}");
            Console.WriteLine($"variance as expectation = {d.ExpectationValue(x => MoreMath.Sqr(x - d.Mean))}");

            Console.WriteLine($"standard deviation = {d.StandardDeviation}");
            Console.WriteLine($"skewness = {d.Skewness}");
            Console.WriteLine($"excess kuritosis = {d.ExcessKurtosis}");

            for (int r = 0; r <= 4; r++)
            {
                Console.WriteLine($"M_{r} = {d.RawMoment(r)}");
                Console.WriteLine($"C_{r} = {d.CentralMoment(r)}");
                Console.WriteLine($"K_{r} = {d.Cumulant(r)}");
            }
        }