Monday, 20 November 2017

CDF

using MathNet.Numerics.Distributions;
using MathNet.Numerics.Random;

// create a parametrized distribution instance
var gamma = new Gamma(2.0, 1.5);

// distribution properties
double mean = gamma.Mean;
double variance = gamma.Variance;
double entropy = gamma.Entropy;

// distribution functions
double a = gamma.Density(2.3); // PDF
double b = gamma.DensityLn(2.3); // ln(PDF)
double c = gamma.CumulativeDistribution(0.7); // CDF

// non-uniform number sampling
double randomSample = gamma.Sample();

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