MultivariateNormalDistribution.LogProbabilityDensityFunction Method

Returns the natural logarithm of the probability density function (PDF) of this distribution for the specified value.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public override double LogProbabilityDensityFunction(
	Vector<double> x
)

Visual Basic

Public Overrides Function LogProbabilityDensityFunction ( 
	x As Vector(Of Double)
) As Double

C++/CLI

public:
virtual double LogProbabilityDensityFunction(
	Vector<double>^ x
) override

abstract LogProbabilityDensityFunction : 
        x : Vector<float> -> float 
override LogProbabilityDensityFunction : 
        x : Vector<float> -> float

Parameters

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

Return Value

Double
The value of the probability density function for the specified value.

Remarks

The probability density function (PDF) of a statistical distribution gives an indication of the density of samples taken from the distribution.

The probability density function is a positive function. The total area between the x-axis and the curve is equal to one.

Exceptions

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