stats library

Statistical computations and algorithms.

Classes

BernoulliDistribution
The Bernoulli distribution is a discrete probability distribution which takes value 1 with probability p and value 0 with probability q = 1 − p.
BinomialDistribution
The Binomial distribution is a discrete probability distribution which describes the number of successes in a series of independent yes/no experiments all with the same probability of success.
ContinuousDistribution
Abstract interface of all continuous distributions.
DegenerateDistribution
The Degenerate distribution, a continuous probability distribution that is certain to take the value k.
DiscreteDistribution
Abstract interface of all continuous distributions.
Distribution<T>
Abstract interface of all distributions.
ExponentialDistribution
The exponential distribution.
GammaDistribution
The gamma distribution.
InverseGammaDistribution
The inverse gamma distribution.
Jackknife<T>
A deterministic resampling technique to estimate variance, bias, and confidence intervals.
LogNormalDistribution
Log-normal distribution of a random variable whose logarithm is normally distributed.
NegativeBinomialDistribution
The Binomial distribution is a discrete probability distribution which models the number of successes in a sequence of independent and identically distributed Bernoulli trials before a specified (non-random) number of failures (denoted r) occurs.
NormalDistribution
Normal (or Gaussian) distribution described by the mean or expectation of the distribution and its standard deviation.
PoissonDistribution
The Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time or space if these events occur with a known constant mean rate and independently of the time since the last event.
RademacherDistribution
The Rademacher distribution is a discrete probability function which takes value 1 with probability 1/2 and value −1 with probability 1/2.
StudentDistribution
The Student's t-distribution.
UniformDiscreteDistribution
A discrete uniform distribution between a and b, for details see https://en.wikipedia.org/wiki/Discrete_uniform_distribution.
UniformDistribution
The continuous uniform distribution between the bounds a and b. The distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds.
WeibullDistribution
The Weibull distribution.

Exceptions / Errors

InvalidProbability
Error of an invalid probability outside the range of 0 to 1.