Class FisherTippettDistribution

Provides generation of Fisher-Tippett distributed random numbers.

Inheritance
System.Object
Distribution
FisherTippettDistribution
Inherited Members
System.Object.ToString()
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
Namespace: Experior.Core.Mathematics.Statistics.Generators.Continuous
Assembly: Experior.Core.dll
Syntax
public class FisherTippettDistribution : Distribution
Remarks

The implementation of the FisherTippettDistribution type bases upon information presented on Wikipedia - Fisher-Tippett distribution.

Constructors

FisherTippettDistribution()

Initializes a new instance of the FisherTippettDistribution class, using a StandardGenerator as underlying random number generator.

Declaration
public FisherTippettDistribution()

FisherTippettDistribution(Generator)

Initializes a new instance of the FisherTippettDistribution class, using the specified Generator as underlying random number generator.

Declaration
public FisherTippettDistribution(Generator generator)
Parameters
Type Name Description
Generator generator

A Generator object.

Properties

Alpha

Gets or sets the parameter alpha which is used for generation of Fisher-Tippett distributed random numbers.

Declaration
public double Alpha { get; set; }
Property Value
Type Description
System.Double

The alpha.
Remarks

Call IsValidAlpha(Double) to determine whether a value is valid and therefor assignable.

Maximum

Gets the maximum possible value of Fisher-Tippett distributed random numbers.

Declaration
public override double Maximum { get; }
Property Value
Type Description
System.Double

The maximum.
Overrides

Mean

Gets the mean value of Fisher-Tippett distributed random numbers.

Declaration
public override double Mean { get; }
Property Value
Type Description
System.Double

The mean.
Overrides

Median

Gets the median of Fisher-Tippett distributed random numbers.

Declaration
public override double Median { get; }
Property Value
Type Description
System.Double

The median.
Overrides

Minimum

Gets the minimum possible value of Fisher-Tippett distributed random numbers.

Declaration
public override double Minimum { get; }
Property Value
Type Description
System.Double

The minimum.
Overrides

Mode

Gets the mode of Fisher-Tippett distributed random numbers.

Declaration
public override double[] Mode { get; }
Property Value
Type Description
System.Double[]

The mode.
Overrides

Mu

Gets or sets the parameter mu which is used for generation of Fisher-Tippett distributed random numbers.

Declaration
public double Mu { get; set; }
Property Value
Type Description
System.Double

The mu.
Remarks

Call IsValidMu(Double) to determine whether a value is valid and therefor assignable.

Variance

Gets the variance of Fisher-Tippett distributed random numbers.

Declaration
public override double Variance { get; }
Property Value
Type Description
System.Double

The variance.
Overrides

Methods

IsValidAlpha(Double)

Determines whether the specified value is valid for parameter Alpha.

Declaration
public bool IsValidAlpha(double value)
Parameters
Type Name Description
System.Double value

The value to check.
Returns
Type Description
System.Boolean

true if value is greater than 0.0; otherwise, false.

IsValidMu(Double)

Determines whether the specified value is valid for parameter Mu.

Declaration
public bool IsValidMu(double value)
Parameters
Type Name Description
System.Double value

The value to check.
Returns
Type Description
System.Boolean

true.

NextDouble()

Returns a Fisher-Tippett distributed floating point random number.

Declaration
public override double NextDouble()
Returns
Type Description
System.Double

A Fisher-Tippett distributed double-precision floating point number.
Overrides