Accord.Statistics.Distributions.Univariate.PowerLognormalDistribution.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)
        {
            double a = power / (x * sigma);
            double z = Math.Log(x) / sigma;

            return a * Normal.Derivative(z) * Math.Pow(Normal.Function(-z), power - 1);
        }

Usage Example

        public void ConstructorTest1()
        {
            var plog = new PowerLognormalDistribution(power: 4.2, shape: 1.2);

            double cdf = plog.DistributionFunction(x: 1.4); // 0.98092157745191766
            double pdf = plog.ProbabilityDensityFunction(x: 1.4); // 0.046958580233533977
            double lpdf = plog.LogProbabilityDensityFunction(x: 1.4); // -3.0584893374471496

            double ccdf = plog.ComplementaryDistributionFunction(x: 1.4); // 0.019078422548082351
            double icdf = plog.InverseDistributionFunction(p: cdf); // 1.4

            double hf = plog.HazardFunction(x: 1.4); // 10.337649063164642
            double chf = plog.CumulativeHazardFunction(x: 1.4); // 3.9591972920568446

            string str = plog.ToString(CultureInfo.InvariantCulture); // PLD(x; p = 4.2, σ = 1.2)

            Assert.AreEqual(3.9591972920568446, chf);
            Assert.AreEqual(0.98092157745191766, cdf);
            Assert.AreEqual(0.046958580233533977, pdf);
            Assert.AreEqual(-3.0584893374471496, lpdf);
            Assert.AreEqual(10.337649063164642, hf);
            Assert.AreEqual(0.019078422548082351, ccdf);
            Assert.AreEqual(1.4000000000000001, icdf);
            Assert.AreEqual("PLD(x; p = 4.2, σ = 1.2)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.PowerLognormalDistribution::ProbabilityDensityFunction