Johnson Distribution Class
Represents the Johnson distribution.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
[SerializableAttribute]
public class JohnsonDistribution : ContinuousDistribution
- Inheritance
- Object → Distribution → ContinuousDistribution → JohnsonDistribution
Remarks
The Johnson SU distribution is a four parameter family of probability distributions.
The system is derived by transformations that make the data approximately normal. There are four variants of the distribution. These types are enumerated by the JohnsonDistributionType type.
Distribution | Definition |
---|---|
Normal | A normal distribution, based on the identity transformation. Also referred to as the SN form. |
Unbounded | A distribution unbounded on either side, based on a hyperbolic sine transformation. Also referred to as the SU form. |
Bounded | A distribution that is bounded on both sides, based on a logistic transformation. Also referred to as the SB form. |
LogNormal | A distribution similar to a log-normal distribution that is bounded on the left side, based on an exponential transformation. Also referred to as the SL form. |
Constructors
Johnson | Constructs a Johnson distribution estimated from a numerical variable. |
Johnson | Constructs a new JohnsonDistribution. |
Properties
Capabilities |
Gets a value that indicates the capabilities of the distribution class.
(Inherited from Distribution) |
Delta | Gets the shape parameter Delta of the distribution. |
Entropy |
Gets the entropy of the distribution.
(Inherited from Distribution) |
Gamma | Gets the shape parameter Gamma of the distribution. |
Inter |
Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution) |
IsSymmetrical |
Gets whether the distribution is known to be symmetrical around the mean.
(Overrides ContinuousDistribution.IsSymmetrical) |
IsUnimodal |
Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution) |
Kurtosis |
Gets the kurtosis of the distribution.
(Overrides Distribution.Kurtosis) |
Location | Gets the location parameter of the distribution. |
Mean |
Gets the mean or expectation value of the distribution.
(Overrides Distribution.Mean) |
Median |
Gets the median of the distribution.
(Overrides ContinuousDistribution.Median) |
Mode |
Gets the mode of the distribution.
(Inherited from ContinuousDistribution) |
Number |
Gets the number of modes of the distribution.
(Inherited from ContinuousDistribution) |
Scale | Gets the scale parameter of the distribution. |
Skewness |
Gets the skewness of the distribution.
(Overrides Distribution.Skewness) |
Standard |
Gets the standard deviation of the distribution.
(Inherited from Distribution) |
Statistic |
Gets the common symbol to describe a statistic
from the distribution.
(Inherited from Distribution) |
Support |
Gets the support of the distribution.
(Overrides ContinuousDistribution.Support) |
Type | Gets the type of the Johnson distribution. |
Variance |
Gets the variance of the distribution.
(Overrides Distribution.Variance) |
Methods
Cdf |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Distribution |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.DistributionFunction(Double)) |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get |
Returns an array that contains all the modes of the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns the expectation value of a function.
(Inherited from ContinuousDistribution) |
Get |
Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector whose bins contain the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Hazard |
Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Overrides ContinuousDistribution.InverseDistributionFunction(Double)) |
Left |
Returns the probability that a sample from the distribution
is less than the specified value.
(Inherited from ContinuousDistribution) |
Log |
Returns the logarithm of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Moment |
Returns the value of the moment function of the specified order.
(Inherited from ContinuousDistribution) |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) | |
Probability |
Returns the probability that a sample taken from the
distribution lies inside the specified interval.
(Inherited from ContinuousDistribution) |
Probability |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double)) |
Right |
Returns the probability that a sample from the distribution
is larger than the specified value.
(Inherited from ContinuousDistribution) |
Sample() |
Returns a random sample from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a random sample from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a span with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills part of a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Survivor |
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
ToString | Returns a string that represents the current object. (Inherited from Object) |
Two |
Returns the probability that a sample from the distribution deviates from the mean more than
the specified value.
(Inherited from ContinuousDistribution) |