| Portability | portable |
|---|---|
| Stability | experimental |
| Maintainer | bos@serpentine.com |
Statistics.Distribution
Description
Types and functions common to many probability distributions.
- class Distribution d where
- class Distribution d => Mean d where
- class Mean d => Variance d where
- findRoot :: Distribution d => d -> Double -> Double -> Double -> Double -> Double
Documentation
class Distribution d whereSource
The interface shared by all probability distributions.
Methods
density :: d -> Double -> DoubleSource
Probability density function. The probability that a the random variable X has the value x, i.e. P(X=x).
cumulative :: d -> Double -> DoubleSource
Cumulative distribution function. The probability that a random variable X is less than x, i.e. P(X≤x).
quantile :: d -> Double -> DoubleSource
Inverse of the cumulative distribution function. The value x for which P(X≤x).
class Distribution d => Mean d whereSource
Arguments
| :: Distribution d | |
| => d | |
| -> Double | Probability p |
| -> Double | Initial guess |
| -> Double | Lower bound on interval |
| -> Double | Upper bound on interval |
| -> Double |
Approximate the value of X for which P(x>X)=p.
This method uses a combination of Newton-Raphson iteration and bisection with the given guess as a starting point. The upper and lower bounds specify the interval in which the probability distribution reaches the value p.