Accord.Statistics.Distributions.Univariate.InverseGammaDistribution.ProbabilityDensityFunction C# (CSharp) Méthode

ProbabilityDensityFunction() public méthode

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
Résultat double
        public override double ProbabilityDensityFunction(double x)
        {
            if (x <= 0) 
                return 0;

            return constant * Math.Pow(x, -a - 1) * Math.Exp(-b / x);
        }

Usage Example

        public void InverseGammaDistributionConstructorTest()
        {
            double actual, expected;

            {
                InverseGammaDistribution target = new InverseGammaDistribution(4, 2);
                actual = target.ProbabilityDensityFunction(-2);
                expected = 0;
                Assert.AreEqual(expected, actual);

                actual = target.ProbabilityDensityFunction(5);
                expected = 0.000572006;
                Assert.AreEqual(expected, actual, 1e-6);
                Assert.IsFalse(Double.IsNaN(actual));

                actual = target.ProbabilityDensityFunction(0.42);
                expected = 1.74443;
                Assert.AreEqual(expected, actual, 1e-6);
                Assert.IsFalse(Double.IsNaN(actual));
            }

            {
                InverseGammaDistribution target = new InverseGammaDistribution(2.4, 0.42);
                actual = target.ProbabilityDensityFunction(0);
                expected = 0;
                Assert.AreEqual(expected, actual);
                Assert.IsFalse(Double.IsNaN(actual));

                actual = target.ProbabilityDensityFunction(0.3);
                expected = 1.4838600;
                Assert.AreEqual(expected, actual, 1e-7);
                Assert.IsFalse(Double.IsNaN(actual));

                actual = target.ProbabilityDensityFunction(0.42);
                expected = 0.705140;
                Assert.AreEqual(expected, actual, 1e-6);
                Assert.IsFalse(Double.IsNaN(actual));
            }
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.InverseGammaDistribution::ProbabilityDensityFunction