StatLib Members

These members are related to Statistical Function Library.

Functions

Name Description
Beta Beta distribution of x, where nu and omega are shape parameters, respectively. Return value: Double.
Binom Binomial distribution of x, where p is the probability of success at each trial and n is the number of trials. Return value: Double.
Cauchy Cauchy distribution of x, where eta and theta are the location (median) and scale parameters, respectively. Return value: Double.
Chi2 Chi-square distribution of x, where nu is the degrees of freedom. Return value: Double.
Expon Exponential distribution of x, where lambda is the scale parameter. Return value: Double.
Extreme Extreme value (Gumbel) distribution of x, where a and b are the location and scale parameters, respectively. Return value: Double.
Factorial Computes the factorial of n. Return value: Double.
Fdistr F distribution of x, where nu and omega are the degrees of freedom. Return value: Double.
FitJohnsonFromMoments This function estimates the type (JohnsonType) of the best-fitting Johnson system (curve), and the parameters (Gamma, Delta, Lambda, Xi) for that curve from the first four moments of a distribution. Return value: Integer.
Gamma Gamma distribution of x, where c is the shape parameter. Return value: Double.
Gammln Computes the log-gamma function. Return value: Double.
Geom Geometric distribution of x, where p is the probability of occurrence. Return value: Double.
INoncentralT Computes the noncentral t cumulative distribution function. Return value: Double.
ITweedie Computes the tweedie cumulative distribution function. Return value: Double.
Ibeta Integral of Beta distribution of x, where nu and omega are shape parameters, respectively. Return value: Double.
Ibinom Integral of Binomial distribution of x, where p is the probability of success at each trial and n is the number of trials. Return value: Double.
Icauchy Integral of Cauchy distribution of x, where eta and theta are the location (median) and scale parameters, respectively. Return value: Double.
Ichi2 Integral of Chi-square distribution of x, where nu is the degrees of freedom. Return value: Double.
Iexpon Integral of Exponential distribution of x, where lambda is the scale parameter. Return value: Double.
Iextreme Integral of Extreme value (Gumbel) distribution of x, where a and b are the location and scale parameters, respectively. Return value: Double.
Ifdistr Integral of F distribution of x, where nu and omega are the degrees of freedom. Return value: Double.
Igamma Integral of Gamma distribution of x, where c is the shape parameter. Return value: Double.
Igeom Integral of Geometric distribution of x, where p is the probability of occurrence. Return value: Double.
Ilaplace Integral of Laplace distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Ilogis Integral of Logistic distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Ilognorm Integral of Log-normal distribution of x, where mu and sigma are the scale and shape parameters, respectively. Return value: Double.
Inormal Integral of Normal distribution of x, where mu and sigma are the mean and standard deviation, respectively. Return value: Double.
Ipareto Integral of Pareto distribution of x, where c is the shape parameter. Return value: Double.
Ipoisson Integral of Poisson distribution of x, where lambda is the expected value of x (the mean). Return value: Double.
Irayleigh Integral of Rayleigh distribution of x, where b is the scale parameter. Return value: Double.
Istudent Integral of Student's t distribution of x, with df degrees of freedom. Return value: Double.
Iweibull Integral of Weibull distribution of x, where b, c and theta are the scale, shape, and threshold (location) parameters, respectively. Return value: Double.
Johnson Computes the density of the Johnson distribution (curve) defined by parameters JohnsonType, Gamma, Delta, Lambda, and Xi, for the Johnson variate value x. Return value: Double.
JohnsonFromMoments Computes the density of the Johnson distribution (curve) defined by moments Mean, StandardDeviation, Skewness, and Kurtosis, for the Johnson variate value x. Return value: Double.
Laplace Laplace distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Logis Logistic distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Lognorm Log-normal distribution of x, where mu and sigma are the scale and shape parameters, respectively. Return value: Double.
NoncentralT Computes the noncentral t probability distribution. Return value: Double.
Normal Normal distribution of x, where mu and sigma are the mean and standard deviation, respectively. Return value: Double.
Pareto Pareto distribution of x, where c is the shape parameter. Return value: Double.
Poisson Poisson distribution of x, where lambda is the shape parameter. Return value: Double.
Rayleigh Rayleigh distribution of x, where b is the scale parameter. Return value: Double.
RndChi2 Generates a random number from the chi-square distribution. Return value: Double.
RndExp Generates a random number from the exponential distribution. Return value: Double.
RndGamma Generates a random number from the gamma distribution. Return value: Double.
RndNoncentralT Generates a random number from the noncentral t distribution. Return value: Double.
RndNormal Random number from a normal distribution with mu=0 and sigma=x. Return value: Double.
RndPoisson Random number from a Poisson distribution with parameter x. Return value: Double.
RndTweedie Generates a random number from the tweedie distribution. Return value: Double.
Student Student's t distribution of x, with df degrees of freedom. Return value: Double.
Tweedie Computes the tweedie probability distribution. Return value: Double.
Uniform Random value in the range from 0 to x. Same as Rnd(x). Return value: Double.
VNoncentralT Computes the quantile (or inverse of the cdf) of the noncentral t distribution. Return value: Double.
VTweedie Computes the quantile (or inverse of the cdf) of the tweedie distribution. Return value: Double.
Vbeta Inverse function for Beta distribution of x, where nu and omega are shape parameters, respectively. Return value: Double.
Vcauchy Inverse function for Cauchy distribution of x, where eta and theta are the location (median) and scale parameters, respectively. Return value: Double.
Vchi2 Inverse function for Chi-square distribution of x, where nu is the degrees of freedom. Return value: Double.
Vexpon Inverse function for Exponential distribution of x, where lambda is the scale parameter. Return value: Double.
Vextreme Inverse function for Extreme value (Gumbel) distribution of x, where a and b are the location and scale parameters, respectively. Return value: Double.
Vf Inverse function for F distribution of x, where nu and omega are the degrees of freedom. Return value: Double.
Vgamma Inverse function for Gamma distribution of x, where c is the shape parameter. Return value: Double.
Vlaplace Inverse function for Laplace distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Vlogis Inverse function for Logistic distribution of x, where a and b are the mean and scale parameter, respectively. Return value: Double.
Vlognorm Inverse function for Log-normal distribution of x, where mu and sigma are the scale and shape parameters, respectively. Return value: Double.
Vnormal Inverse function for Normal distribution of x, where mu and sigma are the mean and standard deviation, respectively. Return value: Double.
Vpareto Inverse function for Pareto distribution of x, where c is the shape parameter. Return value: Double.
Vrayleigh Inverse function for Rayleigh distribution of x, where b is the scale parameter. Return value: Double.
Vstudent Inverse function for Student's t distribution of x, with df degrees of freedom. Return value: Double.
Vweibull Inverse function for Weibull distribution of x, where b, c and theta are the scale, shape, and threshold (location) parameters, respectively. Return value: Double.
Weibull Weibull distribution of x, where b, c and theta are the scale, shape, and threshold (location) parameters, respectively. Return value: Double.
iJohnson Computes the integral of the Johnson distribution (curve) defined by parameters JohnsonType, Gamma, Delta, Lambda, and Xi, for the Johnson variate value x. Return value: Double.
iJohnsonFromMoments Computes the integral of the Johnson distribution (curve) defined by moments Mean, StandardDeviation, Skewness, and Kurtosis, for the Johnson variate value x. Return value: Double.
vJohnson Computes the inverse integral (Johnson variate value) of the Johnson distribution (curve) defined by parameters JohnsonType, Gamma, Delta, Lambda, and Xi, for the probability value p. Return value: Double.
vJohnsonFromMoments Computes the inverse integral (Johnson variate value) of the Johnson distribution (curve) defined by moments Mean, StandardDeviation, Skewness, and Kurtosis, for the probability value p. Return value: Double.

Properties

Name Description
None NA