public void ConstructorTest2()
        {
            var distribution = new NoncentralTDistribution(
                degreesOfFreedom: 4, noncentrality: 2.42);

            double mean   = distribution.Mean;                                    // 3.0330202123035104
            double median = distribution.Median;                                  // 2.6034842414893795
            double var    = distribution.Variance;                                // 4.5135883917583683

            double cdf  = distribution.DistributionFunction(x: 1.4);              // 0.15955740661144721
            double pdf  = distribution.ProbabilityDensityFunction(x: 1.4);        // 0.23552141805184526
            double lpdf = distribution.LogProbabilityDensityFunction(x: 1.4);     // -1.4459534225195116

            double ccdf = distribution.ComplementaryDistributionFunction(x: 1.4); // 0.84044259338855276
            double icdf = distribution.InverseDistributionFunction(p: cdf);       // 1.4000000000123853

            double hf  = distribution.HazardFunction(x: 1.4);                     // 0.28023498559521387
            double chf = distribution.CumulativeHazardFunction(x: 1.4);           // 0.17382662901507062

            string str = distribution.ToString(CultureInfo.InvariantCulture);     // T(x; df = 4, μ = 2.42)

            Assert.AreEqual(3.0330202123035104, mean);
            Assert.AreEqual(2.6034842414893795, median);
            Assert.AreEqual(4.5135883917583683, var);
            Assert.AreEqual(0.17382662901507062, chf);
            Assert.AreEqual(0.15955740661144721, cdf);
            Assert.AreEqual(0.23552141805184526, pdf);
            Assert.AreEqual(-1.4459534225195116, lpdf);
            Assert.AreEqual(0.28023498559521387, hf);
            Assert.AreEqual(0.84044259338855276, ccdf);
            Assert.AreEqual(1.4000000000123853, icdf);
            Assert.AreEqual("T(x; df = 4, μ = 2.42)", str);
        }
Пример #2
0
        public void ConstructorTest2()
        {
            var distribution = new NoncentralTDistribution(
                degreesOfFreedom: 4, noncentrality: 2.42);

            double mean   = distribution.Mean;                                    // 3.0330202123035104
            double median = distribution.Median;                                  // 2.6034842414893795
            double var    = distribution.Variance;                                // 4.5135883917583683
            double mode   = distribution.Mode;                                    // 2.0940683409246641

            double cdf  = distribution.DistributionFunction(x: 1.4);              // 0.15955740661144721
            double pdf  = distribution.ProbabilityDensityFunction(x: 1.4);        // 0.23552141805184526
            double lpdf = distribution.LogProbabilityDensityFunction(x: 1.4);     // -1.4459534225195116

            double ccdf = distribution.ComplementaryDistributionFunction(x: 1.4); // 0.84044259338855276
            double icdf = distribution.InverseDistributionFunction(p: cdf);       // 1.4000000000123853

            double hf  = distribution.HazardFunction(x: 1.4);                     // 0.28023498559521387
            double chf = distribution.CumulativeHazardFunction(x: 1.4);           // 0.17382662901507062

            string str = distribution.ToString(CultureInfo.InvariantCulture);     // T(x; df = 4, μ = 2.42)

            Assert.AreEqual(3.0330202123035104, mean);
            Assert.AreEqual(2.6034842414893795, median);
            Assert.AreEqual(4.5135883917583683, var);
            Assert.AreEqual(2.0940683409246641, mode);
            Assert.AreEqual(0.17382662901507062, chf);
            Assert.AreEqual(0.15955740661144721, cdf);
            Assert.AreEqual(0.23552141805184526, pdf);
            Assert.AreEqual(-1.4459534225195116, lpdf);
            Assert.AreEqual(0.28023498559521387, hf);
            Assert.AreEqual(0.84044259338855276, ccdf);
            Assert.AreEqual(1.4000000000123853, icdf);
            Assert.AreEqual("T(x; df = 4, μ = 2.42)", str);

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

            Assert.AreEqual(0.7641009341279591, range1.Min);
            Assert.AreEqual(6.6668131011180742, range1.Max);
            Assert.AreEqual(0.098229727233034247, range2.Min);
            Assert.AreEqual(10.541194525031729, range2.Max);
            Assert.AreEqual(0.09822972723303551, range3.Min);
            Assert.AreEqual(10.541194525031729, range3.Max);
        }