GeneralContinuousDistributionFromDensityFunction Method (DoubleRange, FuncDouble, Double, IUnivariateIntegration)

Creates a new GeneralContinuousDistribution using only a probability density function definition.

Namespace: Accord.Statistics.Distributions.Univariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

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public static GeneralContinuousDistribution FromDensityFunction(
	DoubleRange support,
	Func<double, double> pdf,
	IUnivariateIntegration method
)

Public Shared Function FromDensityFunction ( 
	support As DoubleRange,
	pdf As Func(Of Double, Double),
	method As IUnivariateIntegration
) As GeneralContinuousDistribution

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Parameters

support: Type: AccordDoubleRange
The distribution's support over the real line.
pdf: Type: SystemFuncDouble, Double
A probability density function.
method: Type: Accord.Math.IntegrationIUnivariateIntegration
The integration method to use for numerical computations.

Return Value

Type: GeneralContinuousDistribution
A GeneralContinuousDistribution created from the pdf whose measures and functions are computed using numerical integration and differentiation.

Reference

GeneralContinuousDistribution Class

FromDensityFunction Overload

Accord.Statistics.Distributions.Univariate Namespace