Accord.Statistics.Distributions.Univariate.NoncentralTDistribution.DistributionFunction C# (CSharp) Method

DistributionFunction() public method

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
public DistributionFunction ( double x ) : double
x double A single point in the distribution range.
return double
        public override double DistributionFunction(double x)
        {
            return distributionFunctionLowerTail(x, DegreesOfFreedom, Noncentrality);
        }

Usage Example

        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);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.NoncentralTDistribution::DistributionFunction