Probability Distributions
Whether you’re using C#, Visual Basic (VB.NET) or F#, Numerics.NET makes it easy to make use of a large variety of probability distributions in your .NET applications. Numerics.NET is a complete math, linear algebra and statistics package for the Microsoft .NET platform. Features specifically related to probability distributions include:
- Probability density function (PDF).
- Cumulative distribution function (CDF).
- Percentile or inverse cumulative distribution function.
- Upper and lower tail probabilities.
- Moments: mean, variance, skewness and kurtosis.
- Other properties: median, mode, support, entropy.
- Parameter estimation for selected distributions.
- Generate random samples from any distribution.
Probability Distribution Classes
The classes that implement probability distributions live in the Numerics.NET.Statistics.Distributions namespace.
Continuous distributions
See the Continuous Distributions section of the Statistics Library User’s Guide for detailed explanations.
- Beta Distribution
- Cauchy Distribution
- Chi-Square Distribution
- Continuous Uniform Distribution
- Erlang Distribution
- Exponential Distribution
- F Distribution
- Gamma Distribution
- Generalized Pareto Distribution
- Gumbel Distribution
- Inverse Gaussian Distribution
- Laplace Distribution
- Logistic Distribution
- Log-Normal Distribution
- Normal Distribution
- Pareto Distribution
- Piecewise Distribution
- Rayleigh Distribution
- Student-t Distribution
- Transformed Beta Distribution
- Transformed Gamma Distribution
- Triangular Distribution
- Weibull Distribution
Discrete Probability Distributions
See the Discrete Distributions section of the Statistics Library User’s Guide for detailed explanations.
- Bernoulli Distribution
- Binomial Distribution
- Discrete Uniform Distribution
- Generic Discrete Distribution
- Geometric Distribution
- Hypergeometric Distribution
- Negative Binomial Distribution
- Poisson Distribution
Multivariate Probability Distributions
See the Multivariate Distributions section of the Statistics Library User’s Guide for detailed explanations.
Probability Distributions QuickStart Samples
Our library comes with a large number of QuickStart samples that help you to get started in minutes. The following samples illustrate how to use the probability distributions:
| Project | Description | View source | ||
|---|---|---|---|---|
| DistreteDistributions | Illustrates how to use the classes that implement discrete probability distributions. | C# | VB.NET | F# |
| ContinuousDistributions | Illustrates how to use the classes that implement continuous probability distributions. | C# | VB.NET | F# |
Trial version
If you would like to evaluate Numerics.NET, you can download a free, fully functional 30-day trial version. In addition to the code samples discussed here, it includes about 70 other samples as well as complete documentation for the entire library.