ISmMultiNormalDistribution

Assembly: Stat;

Description

The ISmMultiNormalDistribution interface enables the user to generate a sample of pseudo-random numbers from multivariate normal distribution.

Inheritance Hierarchy

          IDistribution

          ISmMultiNormalDistribution

Properties

  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.

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

  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.

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 | Multivariate normal distribution