ContinuousDistribution.GetExpectationValue Method

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0

Overload List

GetExpectationValue(Func<Double, Double>) Returns the expectation value of a function.
GetExpectationValue(Func<Double, Double>, Double, Double) Returns the un-normalized expectation value of a function over the specified interval.

GetExpectationValue(Func<Double, Double>)

Returns the expectation value of a function.
C# 
public double GetExpectationValue(
	Func<double, double> function
)

Parameters

function  Func<Double, Double>
The function to evaluate.

Return Value

Double
The expectation value of function.

Exceptions

ArgumentNullExceptionfunction is null.

GetExpectationValue(Func<Double, Double>, Double, Double)

Returns the un-normalized expectation value of a function over the specified interval.
C# 
public double GetExpectationValue(
	Func<double, double> function,
	double lowerBound,
	double upperBound
)

Parameters

function  Func<Double, Double>
The function to evaluate.
lowerBound  Double
The lower bound of the interval.
upperBound  Double
The upper bound of the interval.

Return Value

Double
The expectation value of function between lowerBound and upperBound.

Remarks

The interval is clipped to the distribution's support. An empty intersection returns zero without evaluating function. Reversing the bounds negates the result.

Exceptions

ArgumentNullExceptionfunction is null.

See Also