Accord.Statistics.Distributions.Univariate.GompertzDistribution.ProbabilityDensityFunction C# (CSharp) Method

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for this distribution evaluated at point x.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
return double
        public override double ProbabilityDensityFunction(double x)
        {
            if (x < 0)
                return 0;

            double a1 = b * eta * Math.Exp(eta);
            double a2 = Math.Exp(b * x);
            double a3 = Math.Exp(-eta * Math.Exp(b * x));
            return a1 * a2 * a3;
        }

Usage Example

        public void ConstructorTest()
        {
            var gompertz = new GompertzDistribution(eta: 4.2, b: 1.1);

            double median = gompertz.Median; // 0.13886469671401389

            double cdf = gompertz.DistributionFunction(x: 0.27); // 0.76599768199799145
            double pdf = gompertz.ProbabilityDensityFunction(x: 0.27); // 1.4549484164912097
            double lpdf = gompertz.LogProbabilityDensityFunction(x: 0.27); // 0.37497044741163688

            double ccdf = gompertz.ComplementaryDistributionFunction(x: 0.27); // 0.23400231800200855
            double icdf = gompertz.InverseDistributionFunction(p: cdf); // 0.26999999999766749

            double hf = gompertz.HazardFunction(x: 0.27); // 6.2176666834502088
            double chf = gompertz.CumulativeHazardFunction(x: 0.27); // 1.4524242576820101

            string str = gompertz.ToString(System.Globalization.CultureInfo.InvariantCulture);
              // "Gompertz(x; η = 4.2, b = 1.1)"

            Assert.AreEqual(0.13886469671401389, median);
            Assert.AreEqual(1.4524242576820101, chf);
            Assert.AreEqual(0.76599768199799145, cdf);
            Assert.AreEqual(1.4549484164912097, pdf);
            Assert.AreEqual(0.37497044741163688, lpdf);
            Assert.AreEqual(6.2176666834502088, hf);
            Assert.AreEqual(0.23400231800200855, ccdf);
            Assert.AreEqual(0.26999999999766749, icdf);
            Assert.AreEqual("Gompertz(x; η = 4.2, b = 1.1)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.GompertzDistribution::ProbabilityDensityFunction