ISmNormalDistribution

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmNormalDistribution interface enables the user to generate vector of pseudo-random numbers based on normal distribution with selected average of distribution (expected value) and variance.

Inheritance Hierarchy

          IDistribution

          ISmNormalDistribution

Comments

Normally distributed random values can be modeled by means of the Box-Muller transform that transforms evenly distributed random values into standard normally distributed random values.

Properties

	Property name	Brief description
	Mean	The Mean property determines expected value.
	Variance	The Variance property determines variance.

Properties inherited from IDistribution

	Property name	Brief description
	Cumulative	The Cumulative property returns a distribution function.
	Density	The Density property returns density.
	DisplayName	The DisplayName property returns distribution name.
	Errors	The Errors property returns a message showing all the errors and warnings occurred during calculations.
	Name	The Name property returns the distribution identifier.
	Quantile	The Quantile property returns a quantile.
	Random	The Random property returns a random number corresponding to a distribution.
	Status	The Status property returns the calculation execution status.

Methods inherited from IDistribution

	Method Name	Brief description
	MaximumLikelihoodFitting	The MaximumLikelihoodFitting method returns estimates of maximum likelihood of distribution parameters.
	RandomVector	The RandomVector method returns the vector of random numbers corresponding to the distribution.

See also:

Stat Assembly Interfaces | Normal distribution