Interface MultivariateProbabilityDistribution

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      double cdf​(Vector x)
      Gets the cumulative probability F(x) = Pr(X ≤ x).
      Matrix covariance()
      Gets the covariance matrix of this distribution.
      double density​(Vector x)
      The density function, which, if exists, is the derivative of F.
      double entropy()
      Gets the entropy of this distribution.
      Vector mean()
      Gets the mean of this distribution.
      Vector mode()
      Gets the mode of this distribution.
      double moment​(Vector t)
      The moment generating function is the expected value of etX.
    • Method Detail

      • cdf

        double cdf​(Vector x)
        Gets the cumulative probability F(x) = Pr(X ≤ x).
        Parameters:
        x - x
        Returns:
        F(x) = Pr(X ≤ x)
      • density

        double density​(Vector x)
        The density function, which, if exists, is the derivative of F. It describes the density of probability at each point in the sample space.
        f(x) = dF(X) / dx
        This may not always exist.

        For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.

        Parameters:
        x - x
        Returns:
        f(x)
      • mean

        Vector mean()
        Gets the mean of this distribution.
        Returns:
        the mean
      • mode

        Vector mode()
        Gets the mode of this distribution.
        Returns:
        the mean
      • covariance

        Matrix covariance()
        Gets the covariance matrix of this distribution.
        Returns:
        the covariance
      • moment

        double moment​(Vector t)
        The moment generating function is the expected value of etX. That is,
        E(etX)
        This may not always exist.
        Parameters:
        t - t
        Returns:
        E(exp(tX))
        See Also:
        Wikipedia: Moment-generating function