GaussianMixtureDistribution.DistributionFunction Method

Returns the cumulative distribution function (CDF) of this distribution for the specified value.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public double DistributionFunction(
	Vector<double> x
)

Parameters

x  Vector<Double>
A number within the domain of the distribution

Return Value

Double
The 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

ArgumentNullExceptionx is null.
DimensionMismatchException The length of x does not match the order of the distribution.

See Also