GeneralDiscreteDistribution Class

[SerializableAttribute]
public sealed class GeneralDiscreteDistribution : UnivariateDiscreteDistribution, 
	IUnivariateFittableDistribution, IFittableDistribution<double>, IFittable<double>, 
	IDistribution<double>, IDistribution, ICloneable, IUnivariateDistribution<double>, 
	IUnivariateDistribution, IFittableDistribution<double, GeneralDiscreteOptions>, IFittable<double, GeneralDiscreteOptions>, 
	IFittableDistribution<double[], GeneralDiscreteOptions>, IFittable<double[], GeneralDiscreteOptions>, 
	IFittable<double[]>, IFittableDistribution<double[]>, IDistribution<double[]>, 
	IFittableDistribution<int, GeneralDiscreteOptions>, IFittable<int, GeneralDiscreteOptions>, 
	IFittable<int>, IFittableDistribution<int>, IDistribution<int>, 
	ISampleableDistribution<int>, IRandomNumberGenerator<int>, ISampleableDistribution<double>, 
	IRandomNumberGenerator<double>

<SerializableAttribute>
Public NotInheritable Class GeneralDiscreteDistribution
	Inherits UnivariateDiscreteDistribution
	Implements IUnivariateFittableDistribution, IFittableDistribution(Of Double), 
	IFittable(Of Double), IDistribution(Of Double), IDistribution, 
	ICloneable, IUnivariateDistribution(Of Double), IUnivariateDistribution, IFittableDistribution(Of Double, GeneralDiscreteOptions), 
	IFittable(Of Double, GeneralDiscreteOptions), IFittableDistribution(Of Double(), GeneralDiscreteOptions), 
	IFittable(Of Double(), GeneralDiscreteOptions), IFittable(Of Double()), 
	IFittableDistribution(Of Double()), IDistribution(Of Double()), 
	IFittableDistribution(Of Integer, GeneralDiscreteOptions), IFittable(Of Integer, GeneralDiscreteOptions), 
	IFittable(Of Integer), IFittableDistribution(Of Integer), 
	IDistribution(Of Integer), ISampleableDistribution(Of Integer), 
	IRandomNumberGenerator(Of Integer), ISampleableDistribution(Of Double), 
	IRandomNumberGenerator(Of Double)

// Create a Categorical distribution for 3 symbols, in which
// the first and second symbol have 25% chance of appearing,
// and the third symbol has 50% chance of appearing.

//                         1st   2nd   3rd
double[] probabilities = { 0.25, 0.25, 0.50 };

// Create the categorical with the given probabilities
var dist = new GeneralDiscreteDistribution(probabilities);

// Common measures
double mean = dist.Mean;     // 1.25
double median = dist.Median; // 1.00
double var = dist.Variance;  // 0.6875

// Cumulative distribution functions
double cdf  = dist.DistributionFunction(k: 2);              // 1.0
double ccdf = dist.ComplementaryDistributionFunction(k: 2); // 0.0

// Probability mass functions
double pdf1 = dist.ProbabilityMassFunction(k: 0); // 0.25
double pdf2 = dist.ProbabilityMassFunction(k: 1); // 0.25
double pdf3 = dist.ProbabilityMassFunction(k: 2); // 0.50
double lpdf = dist.LogProbabilityMassFunction(k: 2); // -0.69314718055994529

// Quantile function
int icdf1 = dist.InverseDistributionFunction(p: 0.17); // 0
int icdf2 = dist.InverseDistributionFunction(p: 0.39); // 1
int icdf3 = dist.InverseDistributionFunction(p: 0.56); // 2

// Hazard (failure rate) functions
double hf = dist.HazardFunction(x: 0); // 0.33333333333333331
double chf = dist.CumulativeHazardFunction(x: 0); // 0.2876820724517809

// String representation
string str = dist.ToString(CultureInfo.InvariantCulture); // "Categorical(x; p = { 0.25, 0.25, 0.5 })"