Assembly: Stat;
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.
ISmNormalDistribution
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.
Property name | Brief description | |
Mean | The Mean property determines expected value. | |
Variance | The Variance property determines variance. |
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 | |
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: