ExponentialDistribution Class

Represents an exponential distribution.

Definition

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public sealed class ExponentialDistribution : ContinuousDistribution
Inheritance
Object    UnivariateDistribution    ContinuousDistribution    ExponentialDistribution

Remarks

An exponential distribution falls off exponentially in the range from zero to infinity. It is a one-parameter distribution, determined entirely by its rate of fall-off.

The exponential distribution describes the distribution of decay times of radioactive particles.

An exponential distribution with mean one is called a standard exponential distribution. Any exponential distribution can be converted to a standard exponential by re-parameterizing the data into "fractions of the mean," i.e. z = x / μ.

Processes resulting in events that are exponentially distributed in time are said to be "ageless" because the hazard function of the exponential distribution is constant. The Weibull distribution (WeibullDistribution) is a generalization of the exponential distribution for which the hazard function changes (usually by increasing) with time.

Constructors

ExponentialDistribution Initializes a new standard exponential distribution.
ExponentialDistribution(Double) Initializes a new exponential distribution with the given mean.

Properties

ExcessKurtosis Gets the excess kurtosis of the distribution.
(Overrides UnivariateDistributionExcessKurtosis)
Mean Gets the mean of the distribution.
(Overrides UnivariateDistributionMean)
Median Gets the median of the distribution.
(Overrides ContinuousDistributionMedian)
Skewness Gets the skewness of the distribution.
(Overrides UnivariateDistributionSkewness)
StandardDeviation Gets the standard deviation of the distribution.
(Overrides UnivariateDistributionStandardDeviation)
Support Gets the interval over which the distribution is non-vanishing.
(Overrides ContinuousDistributionSupport)
Variance Gets the variance of the distribution.
(Inherited from UnivariateDistribution)

Methods

CentralMoment Computes a central moment of the distribution.
(Overrides ContinuousDistributionCentralMoment(Int32))
Cumulant Computes a cumulant of the distribution.
(Overrides UnivariateDistributionCumulant(Int32))
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
ExpectationValue Computes the expectation value of the given function.
(Inherited from ContinuousDistribution)
FitToSample Computes the exponential distribution that best fits the given sample.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetRandomValue Generates a random variate.
(Overrides ContinuousDistributionGetRandomValue(Random))
GetRandomValues Generates the given number of random variates.
(Inherited from ContinuousDistribution)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Hazard Computes the hazard function.
(Overrides ContinuousDistributionHazard(Double))
InverseLeftProbability Returns the point at which the cumulative distribution function attains a given value.
(Overrides ContinuousDistributionInverseLeftProbability(Double))
InverseRightProbability Returns the point at which the right probability function attains the given value.
(Overrides ContinuousDistributionInverseRightProbability(Double))
LeftProbability Returns the cumulative probability to the left of (below) the given point.
(Overrides ContinuousDistributionLeftProbability(Double))
ProbabilityDensity Returns the probability density at the given point.
(Overrides ContinuousDistributionProbabilityDensity(Double))
RawMoment Computes a raw moment of the distribution.
(Overrides ContinuousDistributionRawMoment(Int32))
RightProbability Returns the cumulative probability to the right of (above) the given point.
(Overrides ContinuousDistributionRightProbability(Double))
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also