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ContinuousDistribution

numeris::stats

Trait ContinuousDistribution 

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pub trait ContinuousDistribution<T> {
    // Required methods
    fn pdf(&self, x: T) -> T;
    fn ln_pdf(&self, x: T) -> T;
    fn cdf(&self, x: T) -> T;
    fn quantile(&self, p: T) -> T;
    fn mean(&self) -> T;
    fn variance(&self) -> T;
}
Expand description

Trait for continuous probability distributions.

Required Methods§

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fn pdf(&self, x: T) -> T

Probability density function.

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fn ln_pdf(&self, x: T) -> T

Natural log of the probability density function.

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fn cdf(&self, x: T) -> T

Cumulative distribution function P(X ≤ x).

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fn quantile(&self, p: T) -> T

Quantile function (inverse CDF). Returns x such that P(X ≤ x) = p.

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fn mean(&self) -> T

Expected value E[X].

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fn variance(&self) -> T

Variance Var(X).

Implementors§