Exemplos de NormalDistribution.ExpectationValue em C# (CSharp)

Exemplo n.º 1

Arquivo: OrthogonalPolynomialsTest.cs Projeto: zyzhu/metanumerics

        public void HermiteNormalExpectation()
        {
            // Wikipedia article on Hermite polynomials
            // X ~ N(\mu, 1) => E(He_n(X)) = \mu^n

            NormalDistribution d = new NormalDistribution(2.0, 1.0);

            foreach (int n in TestUtilities.GenerateIntegerValues(1, 32, 7))
            {
                Assert.IsTrue(TestUtilities.IsNearlyEqual(
                                  d.ExpectationValue(x => OrthogonalPolynomials.HermiteHe(n, x)),
                                  MoreMath.Pow(d.Mean, n)
                                  ));
            }
        }