NormalDistribution Class

Evaluates the normal (Gaussian) probability density for a given set of data.

Inheritance Hierarchy

SystemObject
Imsl.StatNormalDistribution

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

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[SerializableAttribute]
public class NormalDistribution : IProbabilityDistribution, 
	IDistribution

<SerializableAttribute>
Public Class NormalDistribution
	Implements IProbabilityDistribution, IDistribution

[SerializableAttribute]
public ref class NormalDistribution : IProbabilityDistribution, 
	IDistribution

[<SerializableAttribute>]
type NormalDistribution =  
    class
        interface IProbabilityDistribution
        interface IDistribution
    end

The NormalDistribution type exposes the following members.

Constructors

	Name	Description
	NormalDistribution	Initializes a new instance of the NormalDistribution class

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Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Eval(Double)	Fits a normal (Gaussian) probability distribution to xData and returns the probability density at each value.
	Eval(Double, Object)	Evaluates a normal (Gaussian) probability density at a given point xData.
	Eval(Double, Object)	Evaluates a normal (Gaussian) probability distribution with the given parameters at each point in xData and returns the probability density at each value.
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetParameters	Returns the current parameters of the normal probability density function.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Properties

	Name	Description
	Mean	Returns the population mean of xData.
	StandardDeviation	Returns the population standard deviation.

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Remarks

NormalDistribution evaluates the normal probability density of a given set of data, xData. If parameters are not supplied, the Eval method fits the normal probability density function to the data by first calculating the mean and standard deviation of xData. The normal probability density function is defined as:

$f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{\frac{{-(x - \mu)}^2}{{2 \sigma}^2}}$

where $\mu$ and $\sigma$ are the mean and standard deviation.

The DataMining package class NaiveBayesClassifier uses NormalDistribution as the default method to train continuous data.

Reference

Imsl.Stat Namespace

Other Resources

Naive Bayes Example 1