Gaussian Mixture Distribution.Distribution Function 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#
The value of the distribution function for the specified value.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public double DistributionFunction(
Vector<double> x
)
Parameters
- x Vector<Double>
- A number within the domain of the distribution
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
ArgumentNullException | x is null. |
Dimension | The length of x does not match the order of the distribution. |