Accord.Statistics.Distributions.Univariate.GeneralContinuousDistribution.ProbabilityDensityFunction C# (CSharp) Method

        public override double ProbabilityDensityFunction(double x)
        {
            if (pdf != null)
                return pdf(x);

            return FiniteDifferences.Derivative(cdf, x, 1, 1e-6);
        }

        private static void testNormal(GeneralContinuousDistribution normal)
        {
            double mean = normal.Mean;     // 4.0
            double median = normal.Median; // 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

            Assert.AreEqual(4.0, mean);
            Assert.AreEqual(4.0, median);
            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);
        }