Statistical functions

Collaboration diagram for Statistical functions:

Probability density functions, cumulative distribution functions and their inverses (quantiles) for various statistical distributions (continuous and discrete). More...

Modules
	Probability Density Functions (PDF) from MathCore
	Probability density functions of various statistical distributions (continuous and discrete).
	Cumulative Distribution Functions (CDF)
	Cumulative distribution functions of various distributions.
	Quantile Functions
	Inverse functions of the cumulative distribution functions and the inverse of the complement of the cumulative distribution functions for various distributions.

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Detailed Description

Probability density functions, cumulative distribution functions and their inverses (quantiles) for various statistical distributions (continuous and discrete).

Whenever possible the conventions followed are those of the CRC Concise Encyclopedia of Mathematics, Second Edition (or Mathworld). By convention the distributions are centered around 0, so for example in the case of a Gaussian there is no parameter mu. The user must calculate the shift himself if he wishes.

MathCore provides the majority of the probability density functions, of the cumulative distributions and of the quantiles (inverses of the cumulatives). Additional distributions are also provided by the MathMore library.

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