Accord.Statistics.Distributions.Univariate.NormalDistribution.ZScore C# (CSharp) Method

ZScore() public method

Gets the Z-Score for a given value.
public ZScore ( double x ) : double
x double
return double
        public double ZScore(double x)
        {
            return (x - mean)/variance;
        }

Usage Example

Ejemplo n.º 1
0
        public void ConstructorTest5()
        {
            var normal = new NormalDistribution(mean: 4, stdDev: 4.2);

            double mean = normal.Mean;     // 4.0
            double median = normal.Median; // 4.0
            double mode = normal.Mode;     // 4.0
            double var = normal.Variance;  // 17.64

            double cdf = normal.DistributionFunction(x: 1.4); // 0.26794249453351904
            double pdf = normal.ProbabilityDensityFunction(x: 1.4); // 0.078423391448155175
            double lpdf = normal.LogProbabilityDensityFunction(x: 1.4); // -2.5456330358182586

            double ccdf = normal.ComplementaryDistributionFunction(x: 1.4); // 0.732057505466481
            double icdf = normal.InverseDistributionFunction(p: cdf); // 1.4

            double hf = normal.HazardFunction(x: 1.4); // 0.10712736480747137
            double chf = normal.CumulativeHazardFunction(x: 1.4); // 0.31189620872601354

            string str = normal.ToString(CultureInfo.InvariantCulture); // N(x; μ = 4, σ² = 17.64)

            Assert.AreEqual(4.0, mean);
            Assert.AreEqual(4.0, median);
            Assert.AreEqual(4.0, mode);
            Assert.AreEqual(17.64, var);
            Assert.AreEqual(0.31189620872601354, chf);
            Assert.AreEqual(0.26794249453351904, cdf);
            Assert.AreEqual(0.078423391448155175, pdf);
            Assert.AreEqual(-2.5456330358182586, lpdf);
            Assert.AreEqual(0.10712736480747137, hf);
            Assert.AreEqual(0.732057505466481, ccdf);
            Assert.AreEqual(1.4, icdf);
            Assert.AreEqual("N(x; μ = 4, σ² = 17.64)", str);

            Assert.AreEqual(Accord.Math.Normal.Function(normal.ZScore(4.2)), normal.DistributionFunction(4.2));
            Assert.AreEqual(Accord.Math.Normal.Derivative(normal.ZScore(4.2)) / normal.StandardDeviation, normal.ProbabilityDensityFunction(4.2), 1e-16);
            Assert.AreEqual(Accord.Math.Normal.LogDerivative(normal.ZScore(4.2)) - Math.Log(normal.StandardDeviation), normal.LogProbabilityDensityFunction(4.2), 1e-15);

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

            Assert.AreEqual(-2.9083852331961833, range1.Min);
            Assert.AreEqual(10.908385233196183, range1.Max);
            Assert.AreEqual(-5.7706610709715314, range2.Min);
            Assert.AreEqual(13.770661070971531, range2.Max);
            Assert.AreEqual(-5.7706610709715314, range3.Min);
            Assert.AreEqual(13.770661070971531, range3.Max);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.NormalDistribution::ZScore