Accord.Statistics.Distributions.Univariate.TDistribution.InverseDistributionFunction C# (CSharp) Method

InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.
The Inverse Cumulative Distribution Function (ICDF) specifies, for a given probability, the value which the random variable will be at, or below, with that probability.
public InverseDistributionFunction ( double p ) : double
p double
return double
        public override double InverseDistributionFunction(double p)
        {
            return inverseDistributionLeftTail(DegreesOfFreedom, p);
        }

Usage Example

コード例 #1
0
ファイル: TDistributionTest.cs プロジェクト: qusma/framework
        public void ConstructorTest()
        {
            var t = new TDistribution(degreesOfFreedom: 4.2);

            double mean = t.Mean;     // 0.0
            double median = t.Median; // 0.0
            double var = t.Variance;  // 1.9090909090909089

            double cdf = t.DistributionFunction(x: 1.4); // 0.88456136730659074
            double pdf = t.ProbabilityDensityFunction(x: 1.4); // 0.13894002185341031
            double lpdf = t.LogProbabilityDensityFunction(x: 1.4); // -1.9737129364307417

            double ccdf = t.ComplementaryDistributionFunction(x: 1.4); // 0.11543863269340926
            double icdf = t.InverseDistributionFunction(p: cdf); // 1.4000000000000012

            double hf = t.HazardFunction(x: 1.4); // 1.2035833984833988
            double chf = t.CumulativeHazardFunction(x: 1.4); // 2.1590162088918525

            string str = t.ToString(CultureInfo.InvariantCulture); // T(x; df = 4.2)

            Assert.AreEqual(0.0, mean);
            Assert.AreEqual(0.0, median);
            Assert.AreEqual(1.9090909090909089, var);
            Assert.AreEqual(2.1590162088918525, chf);
            Assert.AreEqual(0.88456136730659074, cdf);
            Assert.AreEqual(0.13894002185341031, pdf);
            Assert.AreEqual(-1.9737129364307417, lpdf);
            Assert.AreEqual(1.2035833984833988, hf);
            Assert.AreEqual(0.11543863269340926, ccdf);
            Assert.AreEqual(1.4000000000000012, icdf);
            Assert.AreEqual("T(x; df = 4.2)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.TDistribution::InverseDistributionFunction