Assembly: Stat;
The ISmMultiNormalDistribution interface enables the user to generate a sample of pseudo-random numbers from multivariate normal distribution.
ISmMultiNormalDistribution
Property name | Brief description | |
K | The K property determines the dimension of distribution. | |
Mu | The Mu property determines the vector of expected values for multivariate distribution. | |
Sigma | The Sigma property determines the covariance matrix of the distribution. |
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. |
Method Name | Brief description | |
MultiRandom | The MultiRandom method returns a vector corresponding to the distribution. | |
MultiRandomVector | The MultiRandomVector method returns a matrix corresponding to the distribution. |
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: