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IProbabilityDistribution Interface
Public interface for a user-supplied probability distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public interface IProbabilityDistribution : IDistribution

The IProbabilityDistribution type exposes the following members.

Methods
  NameDescription
Public methodEval(Double)
Evaluation method to fit the user-supplied probability density function to input data.
(Inherited from IDistribution.)
Public methodEval(Double, Object)
Evaluation method for the user-supplied distribution function and parameters. Evaluates the user-supplied probability density at xData using the supplied probability distribution parameters.
Public methodEval(Double, Object)
Evaluates the user-supplied probability density of each value in xData using the supplied probability distribution parameters.
Public methodGetParameters
Returns the current parameters of the probability density function.
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Remarks

The purpose of this interface is to evaluate the probability density of a given set of data by either fitting the probability density function to the data or by evaluating the probability density function with supplied parameters. Both Eval methods return the probability density at each value of the given set of data. After the probability distribution is fitted to the data, the GetParameters method can be used to return the distribution parameters used to fit the probability density function to the data.

The DataMining package class NaiveBayesClassifier uses an implementation of IProbabilityDistribution to train continuous data.

See Also