ISmNormalDistribution

Assembly: 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