For each random variable distribution, the module includes four corresponding functions (if well-defined).
E.g., for gaussian distribution, there are four functions as follows:
gaussian_P : calculates CDF of the distribution, i.e., P(X <= x);gaussian_Q : calculates tail distribution Q (X > x), i.e., 1 - P (X <= x);gaussian_Pinv : the inverse function of P, also a.k.a percentile function;gaussian_Qinv : the inverse function of Q.
Please refer to GSL documentation for details.
Continuous random variables
val flat_P : float -> float -> float -> floatval flat_Q : float -> float -> float -> floatval flat_Pinv : float -> float -> float -> floatval flat_Qinv : float -> float -> float -> floatval gaussian_P : float -> float -> floatval gaussian_Q : float -> float -> floatval gaussian_Pinv : float -> float -> floatval gaussian_Qinv : float -> float -> floatval exponential_P : float -> float -> floatval exponential_Q : float -> float -> floatval exponential_Pinv : float -> float -> floatval exponential_Qinv : float -> float -> floatval laplace_P : float -> float -> floatval laplace_Q : float -> float -> floatval laplace_Pinv : float -> float -> floatval laplace_Qinv : float -> float -> floatval exppow_P : float -> float -> float -> floatval exppow_Q : float -> float -> float -> floatval cauchy_P : float -> float -> floatval cauchy_Q : float -> float -> floatval cauchy_Pinv : float -> float -> floatval cauchy_Qinv : float -> float -> floatval rayleigh_P : float -> float -> floatval rayleigh_Q : float -> float -> floatval rayleigh_Pinv : float -> float -> floatval rayleigh_Qinv : float -> float -> floatval gamma_P : float -> float -> float -> floatval gamma_Q : float -> float -> float -> floatval gamma_Pinv : float -> float -> float -> floatval gamma_Qinv : float -> float -> float -> floatval lognormal_P : float -> float -> float -> floatval lognormal_Q : float -> float -> float -> floatval lognormal_Pinv : float -> float -> float -> floatval lognormal_Qinv : float -> float -> float -> floatval chisq_P : float -> float -> floatval chisq_Q : float -> float -> floatval chisq_Pinv : float -> float -> floatval chisq_Qinv : float -> float -> floatval fdist_P : float -> float -> float -> floatval fdist_Q : float -> float -> float -> floatval fdist_Pinv : float -> float -> float -> floatval fdist_Qinv : float -> float -> float -> floatval tdist_P : float -> float -> floatval tdist_Q : float -> float -> floatval tdist_Pinv : float -> float -> floatval tdist_Qinv : float -> float -> floatval beta_P : float -> float -> float -> floatval beta_Q : float -> float -> float -> floatval beta_Pinv : float -> float -> float -> floatval beta_Qinv : float -> float -> float -> floatval logistic_P : float -> float -> floatval logistic_Q : float -> float -> floatval logistic_Pinv : float -> float -> floatval logistic_Qinv : float -> float -> floatval pareto_P : float -> float -> float -> floatval pareto_Q : float -> float -> float -> floatval pareto_Pinv : float -> float -> float -> floatval pareto_Qinv : float -> float -> float -> floatval weibull_P : float -> float -> float -> floatval weibull_Q : float -> float -> float -> floatval weibull_Pinv : float -> float -> float -> floatval weibull_Qinv : float -> float -> float -> floatval gumbel1_P : float -> float -> float -> floatval gumbel1_Q : float -> float -> float -> floatval gumbel1_Pinv : float -> float -> float -> floatval gumbel1_Qinv : float -> float -> float -> floatval gumbel2_P : float -> float -> float -> floatval gumbel2_Q : float -> float -> float -> floatval gumbel2_Pinv : float -> float -> float -> floatval gumbel2_Qinv : float -> float -> float -> floatDiscrete random variables
val poisson_P : int -> float -> floatval poisson_Q : int -> float -> floatval binomial_P : int -> float -> int -> floatval binomial_Q : int -> float -> int -> floatval negative_binomial_P : int -> float -> float -> floatval negative_binomial_Q : int -> float -> float -> floatval pascal_P : int -> float -> int -> floatval pascal_Q : int -> float -> int -> floatval geometric_P : int -> float -> floatval geometric_Q : int -> float -> floatval hypergeometric_P : int -> int -> int -> int -> floatval hypergeometric_Q : int -> int -> int -> int -> float