KumaraswamyDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
[SerializableAttribute] public class KumaraswamyDistribution : UnivariateContinuousDistribution
The KumaraswamyDistribution type exposes the following members.
Name  Description  

KumaraswamyDistribution 
Constructs a new Kumaraswamy's double bounded distribution with
the given two nonnegative shape parameters a and b.

Name  Description  

A 
Gets the distribution's nonnegative shape parameter a.
 
B 
Gets the distribution's nonnegative shape parameter b.
 
Entropy 
Not supported.
(Overrides UnivariateContinuousDistributionEntropy.)  
Mean 
Gets the mean for this distribution.
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution.
(Overrides UnivariateContinuousDistributionMedian.)  
Mode 
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistributionMode.)  
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Gets the variance for this distribution.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionDistributionFunction(Double).)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionProbabilityDensityFunction(Double).)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.)  
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
IsEqual  Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices. (Defined by Matrix.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by Matrix.) 
In probability and statistics, the Kumaraswamy's double bounded distribution is a family of continuous probability distributions defined on the interval [0,1] differing in the values of their two nonnegative shape parameters, a and b. It is similar to the Beta distribution, but much simpler to use especially in simulation studies due to the simple closed form of both its probability density function and cumulative distribution function. This distribution was originally proposed by Poondi Kumaraswamy for variables that are lower and upper bounded.
A good example of the use of the Kumaraswamy distribution is the storage volume of a reservoir of capacity z_{max} whose upper bound is z_{max} and lower bound is 0 (Fletcher and Ponnambalam, 1996).
References:
The following example shows how to create and test the main characteristics of an Kumaraswamy distribution given its two nonnegative shape parameters:
// Create a new Kumaraswamy distribution with shape (4,2) var kumaraswamy = new KumaraswamyDistribution(a: 4, b: 2); double mean = kumaraswamy.Mean; // 0.71111111111111114 double median = kumaraswamy.Median; // 0.73566031573423674 double mode = kumaraswamy.Mode; // 0.80910671157022118 double var = kumaraswamy.Variance; // 0.027654320987654302 double cdf = kumaraswamy.DistributionFunction(x: 0.4); // 0.050544639999999919 double pdf = kumaraswamy.ProbabilityDensityFunction(x: 0.4); // 0.49889280000000014 double lpdf = kumaraswamy.LogProbabilityDensityFunction(x: 0.4); // 0.69536403596913343 double ccdf = kumaraswamy.ComplementaryDistributionFunction(x: 0.4); // 0.94945536000000008 double icdf = kumaraswamy.InverseDistributionFunction(p: cdf); // 0.40000011480618253 double hf = kumaraswamy.HazardFunction(x: 0.4); // 0.52545155993431869 double chf = kumaraswamy.CumulativeHazardFunction(x: 0.4); // 0.051866764053008864 string str = kumaraswamy.ToString(CultureInfo.InvariantCulture); // Kumaraswamy(x; a = 4, b = 2)