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ChiSquareDistribution Class

Generates central chi-square distributed random numbers.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.Probability.OldProbabilityDistribution
    Altaxo.Calc.Probability.OldGammaDistribution
      Altaxo.Calc.Probability.OldChiSquareDistribution

Namespace: Altaxo.Calc.Probability.Old
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
public class ChiSquareDistribution : GammaDistribution

The ChiSquareDistribution type exposes the following members.

Constructors
 NameDescription
Public methodChiSquareDistribution(Double)Initializes a new instance of the ChiSquareDistribution class.
Public methodChiSquareDistribution(Double, RandomGenerator)Initializes a new instance of the ChiSquareDistribution class.
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Properties
 NameDescription
Public propertyFreedomGets the degrees of freedom.
Public propertyGeneratorReturns the random generator used by the distribution to generate the random values.
(Inherited from ProbabilityDistribution)
Public propertyLocationGets the inverse scale parameter of the distribution.
(Inherited from GammaDistribution)
Public propertyOrderGets the shape parameter of the distribution.
(Inherited from GammaDistribution)
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Methods
 NameDescription
Public methodCDF Gives the cumulative probability at x.
(Overrides GammaDistributionCDF(Double))
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodInitializeInitializes the parameters for the gamma distribution.
(Inherited from GammaDistribution)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodNextDoubleGenerates the next chi-square distributed random value.
Public methodPDF Gives the probability density at x.
(Overrides GammaDistributionPDF(Double))
Public methodQuantile Gives the pth quantile of the distribution.
(Overrides GammaDistributionQuantile(Double))
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected field_invTheta Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldalgorithmGD Cached flag indicating whether algorithm GD is used.
(Inherited from GammaDistribution)
Protected fieldalpha Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldb Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldc Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldd Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldexponentialDistribution Cached exponential helper distribution used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldF Cached degrees of freedom.
Protected fieldgeneratorPointer to generator.
(Inherited from ProbabilityDistribution)
Protected fieldnormalDistribution Cached helper distributions used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldq0 Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldr Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fields Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fields2 Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldscale Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
Protected fieldsi Cached coefficients used by the gamma distribution implementation.
(Inherited from GammaDistribution)
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Remarks
Generates random deviates from a central chi-square distribution with f degrees of freedom. f must be positive. The density of this distribution is: -f/2 f/2-1 -x/2 2 x e p (x) dx = --------------------- dx for x > 0 f Gamma(f/2) = 0 otherwise The calculation uses the relation between chi-square and gamma distribution: ChiSquare(f) = GammaDistribution(f/2,1/2) References: K. Behnen, G. Neuhaus, "Grundkurs Stochastik", Teubner Studienbücher Mathematik, Teubner Verlag, Stuttgart, 1984.
See Also