GammaDistribution Class |
Namespace: Meta.Numerics.Statistics.Distributions
The GammaDistribution type exposes the following members.
Name | Description | |
---|---|---|
GammaDistribution(Double) |
Initializes a new instance of the standard Gamma distribution.
| |
GammaDistribution(Double, Double) |
Initializes a new instance of a Gamma distribution with the given parameters.
|
Name | Description | |
---|---|---|
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.
(Inherited from ContinuousDistribution.) | |
Scale |
Gets the scale parameter for the distribution.
| |
Shape |
Gets the shape parameter for the distribution.
| |
Skewness |
Gets the skewness of the distribution.
(Overrides UnivariateDistributionSkewness.) | |
StandardDeviation |
Gets the standard deviation of the distribution.
(Inherited from UnivariateDistribution.) | |
Support |
Gets the interval over which the distribution is non-vanishing.
(Overrides ContinuousDistributionSupport.) | |
Variance |
Gets the variance of the distribution.
(Overrides UnivariateDistributionVariance.) |
Name | Description | |
---|---|---|
CentralMoment |
Computes a central moment of the distribution.
(Overrides ContinuousDistributionCentralMoment(Int32).) | |
Cumulant |
Computes a cumulant of the distribution.
(Overrides UnivariateDistributionCumulant(Int32).) | |
Equals | Determines 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 Gamma distribution that best fits the given sample.
| |
GetHashCode | Serves 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.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
Hazard |
Computes the hazard function.
(Inherited from ContinuousDistribution.) | |
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.
(Inherited from ContinuousDistribution.) | |
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).) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |
The sum of n exponentially distributed variates is a Gamma distributed variate.
When the shape parameter is an integer, the Gamma distribution is also called the Erlang distribution. When the shape parameter is one, the Gamma distribution reduces to the exponential distribution.