|
Statistics.Distribution | Portability | portable | Stability | experimental | Maintainer | bos@serpentine.com |
|
|
|
Description |
Types and functions common to many probability distributions.
|
|
Synopsis |
|
|
|
Documentation |
|
class Distribution d where | Source |
|
The interface shared by all probability distributions.
| | Methods | | Probability density function. The probability that a
the random variable X has the value x, i.e. P(X=x).
| | | Cumulative distribution function. The probability that a
random variable X is less than x, i.e. P(X≤x).
| | | Inverse of the cumulative distribution function. The value
x for which P(X≤x).
|
| | Instances | |
|
|
|
| Methods | | | Instances | |
|
|
|
| Methods | | | Instances | |
|
|
|
:: Distribution d | | => d | | -> Double | Probability p
| -> Double | Initial guess
| -> Double | Lower bound on interval
| -> Double | Upper bound on interval
| -> Double | | Approximate the value of X for which P(x>X)=p.
This method uses a combination of Newton-Raphson iteration and
bisection with the given guess as a starting point. The upper and
lower bounds specify the interval in which the probability
distribution reaches the value p.
|
|
|
Produced by Haddock version 2.4.2 |