Computes basic univariate statistics.
For a list of all members of this type, see Summary Members.
System.Object
Imsl.Stat.Summary
Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.
For the data in x
, Summary
computes the sample mean, variance, minimum, maximum, and other basic statistics. It also computes confidence intervals for the mean and variance if the sample is assumed to be from a normal population.
Missing values, that is, values equal to NaN (not a number), are excluded from the computations. The sum of the weights is used only in computing the mean (of course, then the weighted mean is used in computing the central moments). The definitions of some of the statistics are given below in terms of a single variable x. The i-th datum is , with corresponding weight . If weights are not specified, the are identically one. The summation in each case is over the set of valid observations, based on the presence of missing values in the data.
Number of nonmissing observations,
Mean,
Variance,
Skewness,
Excess or Kurtosis,
Minimum,
Maximum,
Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll)
Summary Members | Imsl.Stat Namespace | Example