Gaussian Mixture Distribution.Distribution Function Method
Returns the cumulative distribution function (CDF) of this distribution
for the specified value.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
The value of the distribution function for the specified value.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
public double DistributionFunction(
Vector<double> x
)
Parameters
Return Value
DoubleThe value of the distribution function for the specified value.
Remarks
The cumulative distribution function of a statistical distribution gives the probability that the components of a sample taken from the distribution are all less than the corresponding component of the sspecified vector.
For diagonal matrices, a product of 1D normal distribution functions is returned. For a bivariate distribution, an algorithm by Alan Genz is used. For higher orders, less efficient general adaptive numerical integration is used.
Exceptions
Argument | x is null. |
Dimension | The length of x does not match the order of the distribution. |