(octave.info)Distributions


Next: Random Number Generation Prev: Correlation and Regression Analysis Up: Statistics
Enter node , (file) or (file)node

26.4 Distributions
==================

Octave has functions for computing the Probability Density Function
(PDF), the Cumulative Distribution function (CDF), and the quantile (the
inverse of the CDF) for arbitrary user-defined distributions (discrete)
and for experimental data (empirical).

   The following table summarizes the supported distributions (in
alphabetical order).

Distribution           PDF               CDF               Quantile
-----------------------------------------------------------------------------
Univariate Discrete    ‘discrete_pdf’    ‘discrete_cdf’    ‘discrete_inv’
Distribution
Empirical              ‘empirical_pdf’   ‘empirical_cdf’   ‘empirical_inv’
Distribution

 -- : discrete_pdf (X, V, P)
     For each element of X, compute the probability density function
     (PDF) at X of a univariate discrete distribution which assumes the
     values in V with probabilities P.

 -- : discrete_cdf (X, V, P)
     For each element of X, compute the cumulative distribution function
     (CDF) at X of a univariate discrete distribution which assumes the
     values in V with probabilities P.

 -- : discrete_inv (X, V, P)
     For each element of X, compute the quantile (the inverse of the
     CDF) at X of the univariate distribution which assumes the values
     in V with probabilities P.

 -- : empirical_pdf (X, DATA)
     For each element of X, compute the probability density function
     (PDF) at X of the empirical distribution obtained from the
     univariate sample DATA.

 -- : empirical_cdf (X, DATA)
     For each element of X, compute the cumulative distribution function
     (CDF) at X of the empirical distribution obtained from the
     univariate sample DATA.

 -- : empirical_inv (X, DATA)
     For each element of X, compute the quantile (the inverse of the
     CDF) at X of the empirical distribution obtained from the
     univariate sample DATA.


automatically generated by info2www version 1.2.2.9