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1## Distributions
2
3
4### jStat.beta( alpha, beta )
5
6#### jStat.beta.pdf( x, alpha, beta )
7
8Returns the value of `x` in the Beta distribution with parameters `alpha` and `beta`.
9
10#### jStat.beta.cdf( x, alpha, beta )
11
12Returns the value of `x` in the cdf for the Beta distribution with parameters `alpha` and `beta`.
13
14#### jStat.beta.inv( p, alpha, beta )
15
16Returns the value of `p` in the inverse of the cdf for the Beta distribution with parameters `alpha` and `beta`.
17
18#### jStat.beta.mean( alpha, beta )
19
20Returns the mean of the Beta distribution with parameters `alpha` and `beta`.
21
22#### jStat.beta.median( alpha, beta )
23
24Returns the median of the Beta distribution with parameters `alpha` and `beta`.
25
26#### jStat.beta.mode( alpha, beta )
27
28Returns the mode of the Beta distribution with parameters `alpha` and `beta`.
29
30#### jStat.beta.sample( alpha, beta )
31
32Returns a random number whose distribution is the Beta distribution with parameters `alpha` and `beta`.
33
34#### jStat.beta.variance( alpha, beta )
35
36Returns the variance of the Beta distribution with parameters `alpha` and `beta`.
37
38### jStat.centralF( df1, df2 )
39
40The F Distrbution is used frequently in analyses of variance. The distribution is parameterized by two degrees of freedom (`df1` and `df2`). It is defined continuously on x in [0, infinity).
41
42In all cases, `df1` is the "numerator degrees of freedom" and `df2` is the "denominator degrees of freedom", which parameterize the distribtuion.
43
44#### jStat.centralF.pdf( x, df1, df2 )
45
46Given `x` in the range [0, infinity), returns the probability density of the (central) F distribution at `x`.
47
48This function corresponds to the `df(x, df1, df2)` function in R.
49
50#### jStat.centralF.cdf( x, df1, df2 )
51
52Given x in the range [0, infinity), returns the cumulative probability density of the central F distribution. That is, `jStat.centralF.cdf(2.5, 10, 20)` will return the probability that a number randomly selected from the central F distribution with `df1 = 10` and `df2 = 20` will be less than 2.5.
53
54This function corresponds to the `pf(q, df1, df2)` function in R.
55
56#### jStat.centralF.inv( p, df1, df2 )
57
58Given `p` in [0, 1), returns the value of x for which the cumulative probability density of the central F distribution is p. That is, `jStat.centralF.inv(p, df1, df2) = x` if and only if `jStat.centralF.inv(x, df1, df2) = p`.
59
60This function corresponds to the `qf(p, df1, df2)` function in R.
61
62#### jStat.centralF.mean( df1, df2 )
63
64Returns the mean of the (Central) F distribution.
65
66#### jStat.centralF.mode( df1, df2 )
67
68Returns the mode of the (Central) F distribution.
69
70#### jStat.centralF.sample( df1, df2 )
71
72Returns a random number whose distribution is the (Central) F distribution.
73
74This function corresponds to the `rf(n, df1, df2)` function in R.
75
76#### jStat.centralF.variance( df1, df2 )
77
78Returns the variance of the (Central) F distribution.
79
80### jStat.cauchy( local, scale )
81
82#### jStat.cauchy.pdf( x, local, scale )
83
84Returns the value of `x` in the pdf of the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
85
86#### jStat.cauchy.cdf( x, local, scale )
87
88Returns the value of `x` in the cdf of the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
89
90#### jStat.cauchy.inv( p, local, scale )
91
92Returns the value of `p` in the inverse of the cdf for the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
93
94#### jStat.cauchy.median( local, scale )
95
96Returns the value of the median for the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
97
98#### jStat.cauchy.mode( local, scale )
99
100Returns the value of the mode for the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
101
102#### jStat.cauchy.sample( local, scale )
103
104Returns a random number whose distribution is the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
105
106#### jStat.cauchy.variance( local, scale )
107
108Returns the value of the variance for the Cauchy distribution with a location (median) of `local` and scale factor of `scale`.
109
110### jStat.chisquare( dof )
111
112#### jStat.chisquare.pdf( x, dof )
113
114Returns the value of `x` in the pdf of the Chi Square distribution with `dof` degrees of freedom.
115
116#### jStat.chisquare.cdf( x, dof )
117
118Returns the value of `x` in the cdf of the Chi Square distribution with `dof` degrees of freedom.
119
120#### jStat.chisquare.inv( p, dof )
121
122Returns the value of `x` in the inverse of the cdf for the Chi Square distribution with `dof` degrees of freedom.
123
124#### jStat.chisquare.mean( dof )
125
126Returns the value of the mean for the Chi Square distribution with `dof` degrees of freedom.
127
128#### jStat.chisquare.median( dof )
129
130Returns the value of the median for the Chi Square distribution with `dof` degrees of freedom.
131
132#### jStat.chisquare.mode( dof )
133
134Returns the value of the mode for the Chi Square distribution with `dof` degrees of freedom.
135
136#### jStat.chisquare.sample( dof )
137
138Returns a random number whose distribution is the Chi Square distribution with `dof` degrees of freedom.
139
140#### jStat.chisquare.variance( dof )
141
142Returns the value of the variance for the Chi Square distribution with `dof` degrees of freedom.
143
144
145### jStat.exponential( rate )
146
147#### jStat.exponential.pdf( x, rate )
148
149Returns the value of `x` in the pdf of the Exponential distribution with the parameter `rate` (lambda).
150
151#### jStat.exponential.cdf( x, rate )
152
153Returns the value of `x` in the cdf of the Exponential distribution with the parameter `rate` (lambda).
154
155#### jStat.exponential.inv( p, rate )
156
157Returns the value of `p` in the inverse of the cdf for the Exponential distribution with the parameter `rate` (lambda).
158
159#### jStat.exponential.mean( rate )
160
161Returns the value of the mean for the Exponential distribution with the parameter `rate` (lambda).
162
163#### jStat.exponential.median( rate )
164
165Returns the value of the median for the Exponential distribution with the parameter `rate` (lambda)
166
167#### jStat.exponential.mode( rate )
168
169Returns the value of the mode for the Exponential distribution with the parameter `rate` (lambda).
170
171#### jStat.exponential.sample( rate )
172
173Returns a random number whose distribution is the Exponential distribution with the parameter `rate` (lambda).
174
175#### jStat.exponential.variance( rate )
176
177Returns the value of the variance for the Exponential distribution with the parameter `rate` (lambda).
178
179### jStat.gamma( shape, scale )
180
181#### jStat.gamma.pdf( x, shape, scale )
182
183Returns the value of `x` in the pdf of the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
184
185#### jStat.gamma.cdf( x, shape, scale )
186
187Returns the value of `x` in the cdf of the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
188
189This function is checked against R's `pgamma` function.
190
191#### jStat.gamma.inv( p, shape, scale )
192
193Returns the value of `p` in the inverse of the cdf for the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
194
195This function is checked against R's `qgamma` function.
196
197#### jStat.gamma.mean( shape, scale )
198
199Returns the value of the mean for the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
200
201#### jStat.gamma.mode( shape, scale )
202
203Returns the value of the mode for the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
204
205#### jStat.gamma.sample( shape, scale )
206
207Returns a random number whose distribution is the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
208
209#### jStat.gamma.variance( shape, scale )
210
211Returns the value of the variance for the Gamma distribution with the parameters `shape` (k) and `scale` (theta). Notice that if using the alpha beta convention, `scale = 1/beta`.
212
213### jStat.invgamma( shape, scale )
214
215#### jStat.invgamma.pdf( x, shape, scale )
216
217Returns the value of `x` in the pdf of the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
218
219#### jStat.invgamma.cdf( x, shape, scale )
220
221Returns the value of `x` in the cdf of the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
222
223#### jStat.invgamma.inv( p, shape, scale )
224
225Returns the value of `p` in the inverse of the cdf for the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
226
227#### jStat.invgamma.mean( shape, scale )
228
229Returns the value of the mean for the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
230
231#### jStat.invgamma.mode( shape, scale )
232
233Returns the value of the mode for the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
234
235#### jStat.invgamma.sample( shape, scale )
236
237Returns a random number whose distribution is the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
238
239#### jStat.invgamma.variance( shape, scale )
240
241Returns the value of the variance for the Inverse-Gamma distribution with parametres `shape` (alpha) and `scale` (beta).
242
243### jStat.kumaraswamy( alpha, beta )
244
245#### jStat.kumaraswamy.pdf( x, a, b )
246
247Returns the value of `x` in the pdf of the Kumaraswamy distribution with parameters `a` and `b`.
248
249#### jStat.kumaraswamy.cdf( x, alpha, beta )
250
251Returns the value of `x` in the cdf of the Kumaraswamy distribution with parameters `alpha` and `beta`.
252
253#### jStat.kumaraswamy.inv( p, alpha, beta )
254
255Returns the value of `p` in the inverse of the pdf for the Kumaraswamy distribution with parametres `alpha` and `beta`.
256
257This function corresponds to `qkumar(p, alpha, beta)` in R's VGAM package.
258
259#### jStat.kumaraswamy.mean( alpha, beta )
260
261Returns the value of the mean of the Kumaraswamy distribution with parameters `alpha` and `beta`.
262
263#### jStat.kumaraswamy.median( alpha, beta )
264
265Returns the value of the median of the Kumaraswamy distribution with parameters `alpha` and `beta`.
266
267#### jStat.kumaraswamy.mode( alpha, beta )
268
269Returns the value of the mode of the Kumaraswamy distribution with parameters `alpha` and `beta`.
270
271#### jStat.kumaraswamy.variance( alpha, beta )
272
273Returns the value of the variance of the Kumaraswamy distribution with parameters `alpha` and `beta`.
274
275### jStat.lognormal( mu, sigma )
276
277#### jStat.lognormal.pdf( x, mu, sigma )
278
279Returns the value of `x` in the pdf of the Log-normal distribution with paramters `mu` (mean) and `sigma` (standard deviation).
280
281#### jStat.lognormal.cdf( x, mu, sigma )
282
283Returns the value of `x` in the cdf of the Log-normal distribution with paramters `mu` (mean) and `sigma` (standard deviation).
284
285#### jStat.lognormal.inv( p, mu, sigma )
286
287Returns the value of `x` in the inverse of the cdf for the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
288
289#### jStat.lognormal.mean( mu, sigma )
290
291Returns the value of the mean for the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
292
293#### jStat.lognormal.median( mu, sigma )
294
295Returns the value of the median for the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
296
297#### jStat.lognormal.mode( mu, sigma )
298
299Returns the value of the mode for the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
300
301#### jStat.lognormal.sample( mu, sigma )
302
303Returns a random number whose distribution is the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
304
305#### jStat.lognormal.variance( mu, sigma )
306
307Returns the value of the variance for the Log-normal distribution with paramters `mu` (mean of the Normal distribution) and `sigma` (standard deviation of the Normal distribution).
308
309### jStat.normal( mean, std )
310
311#### jStat.normal.pdf( x, mean, std )
312
313Returns the value of `x` in the pdf of the Normal distribution with parameters `mean` and `std` (standard deviation).
314
315#### jStat.normal.cdf( x, mean, std )
316
317Returns the value of `x` in the cdf of the Normal distribution with parameters `mean` and `std` (standard deviation).
318
319#### jStat.normal.inv( p, mean, std )
320
321Returns the value of `p` in the inverse cdf for the Normal distribution with parameters `mean` and `std` (standard deviation).
322
323#### jStat.normal.mean( mean, std )
324
325Returns the value of the mean for the Normal distribution with parameters `mean` and `std` (standard deviation).
326
327#### jStat.normal.median( mean, std )
328
329Returns the value of the median for the Normal distribution with parameters `mean` and `std` (standard deviation).
330
331#### jStat.normal.mode( mean, std )
332
333Returns the value of the mode for the Normal distribution with parameters `mean` and `std` (standard deviation).
334
335#### jStat.normal.sample( mean, std )
336
337Returns a random number whose distribution is the Normal distribution with parameters `mean` and `std` (standard deviation).
338
339#### jStat.normal.variance( mean, std )
340
341Returns the value of the variance for the Normal distribution with parameters `mean` and `std` (standard deviation).
342
343### jStat.pareto( scale, shape )
344
345#### jStat.pareto.pdf( x, scale, shape )
346
347Returns the value of `x` in the pdf of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
348
349#### jStat.pareto.inv( p, scale, shape )
350
351Returns the inverse of the Pareto distribution with probability `p`, `scale`, `shape`.
352
353This coresponds to `qpareto(p, scale, shape)` in R's VGAM package, and generally corresponds to the `q`<dist> function pattern in R.
354
355#### jStat.pareto.cdf( x, scale, shape )
356
357Returns the value of `x` in the cdf of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
358
359#### jStat.pareto.mean( scale, shape )
360
361Returns the value of the mean of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
362
363#### jStat.pareto.median( scale, shape )
364
365Returns the value of the median of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
366
367#### jStat.pareto.mode( scale, shape )
368
369Returns the value of the mode of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
370
371#### jStat.pareto.variance( scale, shape )
372
373Returns the value of the variance of the Pareto distribution with parameters `scale` (x<sub>m</sub>) and `shape` (alpha).
374
375### jStat.studentt( dof )
376
377#### jStat.studentt.pdf( x, dof )
378
379Returns the value of `x` in the pdf of the Student's T distribution with `dof` degrees of freedom.
380
381#### jStat.studentt.cdf( x, dof )
382
383Returns the value of `x` in the cdf of the Student's T distribution with `dof` degrees of freedom.
384
385#### jStat.studentt.inv( p, dof )
386
387Returns the value of `p` in the inverse of the cdf for the Student's T distribution with `dof` degrees of freedom.
388
389#### jStat.studentt.mean( dof )
390
391Returns the value of the mean of the Student's T distribution with `dof` degrees of freedom.
392
393#### jStat.studentt.median( dof )
394
395Returns the value of the median of the Student's T distribution with `dof` degrees of freedom.
396
397#### jStat.studentt.mode( dof )
398
399Returns the value of the mode of the Student's T distribution with `dof` degrees of freedom.
400
401#### jStat.studentt.sample( dof )
402
403Returns a random number whose distribution is the Student's T distribution with `dof` degrees of freedom.
404
405#### jStat.studentt.variance( dof )
406
407Returns the value of the variance for the Student's T distribution with `dof` degrees of freedom.
408
409### jStat.tukey( nmeans, dof )
410
411#### jStat.tukey.cdf( q, nmeans, dof )
412
413Returns the value of q in the cdf of the Studentized range distribution with `nmeans` number of groups nmeans and `dof` degrees of freedom.
414
415#### jStat.tukey.inv( p, nmeans, dof )
416
417Returns the value of `p` in the inverse of the cdf for the Studentized range distribution with `nmeans` number of groups and `dof` degrees of freedom.
418Only accurate to 4 decimal places.
419
420### jStat.weibull( scale, shape )
421
422#### jStat.weibull.pdf( x, scale, shape )
423
424Returns the value `x` in the pdf for the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
425
426#### jStat.weibull.cdf( x, scale, shape )
427
428Returns the value `x` in the cdf for the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
429
430#### jStat.weibull.inv( p, scale, shape )
431
432Returns the value of `x` in the inverse of the cdf for the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
433
434#### jStat.weibull.mean( scale, shape )
435
436Returns the value of the mean of the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
437
438#### jStat.weibull.median( scale, shape )
439
440Returns the value of the median of the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
441
442#### jStat.weibull.mode( scale, shape )
443
444Returns the mode of the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
445
446#### jStat.weibull.sample( scale, shape )
447
448Returns a random number whose distribution is the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
449
450#### jStat.weibull.variance( scale, shape )
451
452Returns the variance of the Weibull distribution with parameters `scale` (lambda) and `shape` (k).
453
454### jStat.uniform( a, b )
455
456#### jStat.uniform.pdf( x, a, b )
457
458Returns the value of `x` in the pdf of the Uniform distribution from `a` to `b`.
459
460#### jStat.uniform.cdf( x, a, b )
461
462Returns the value of `x` in the cdf of the Uniform distribution from `a` to `b`.
463
464#### jStat.uniform.inv( p, a, b)
465
466Returns the inverse of the `uniform.cdf` function; i.e. the value of `x` for which `uniform.cdf(x, a, b) == p`.
467
468#### jStat.uniform.mean( a, b )
469
470Returns the value of the mean of the Uniform distribution from `a` to `b`.
471
472#### jStat.uniform.median( a, b )
473
474Returns the value of the median of the Uniform distribution from `a` to `b`.
475
476#### jStat.uniform.mode( a, b )
477
478Returns the value of the mode of the Uniform distribution from `a` to `b`.
479
480#### jStat.uniform.sample( a, b )
481
482Returns a random number whose distribution is the Uniform distribution from `a` to `b`.
483
484#### jStat.uniform.variance( a, b )
485
486Returns the variance of the Uniform distribution from `a` to `b`.
487
488### jStat.binomial
489
490#### jStat.binomial.pdf( k, n, p )
491
492Returns the value of `k` in the pdf of the Binomial distribution with parameters `n` and `p`.
493
494#### jStat.binomial.cdf( k, n, p )
495
496Returns the value of `k` in the cdf of the Binomial distribution with parameters `n` and `p`.
497
498### jStat.negbin
499
500#### jStat.negbin.pdf( k, r, p )
501
502Returns the value of `k` in the pdf of the Negative Binomial distribution with parameters `n` and `p`.
503
504#### jStat.negbin.cdf( x, r, p )
505
506Returns the value of `x` in the cdf of the Negative Binomial distribution with parameters `n` and `p`.
507
508### jStat.hypgeom
509
510#### jStat.hypgeom.pdf( k, N, m, n )
511
512Returns the value of `k` in the pdf of the Hypergeometric distribution with parameters `N` (the population size), `m` (the success rate), and `n` (the number of draws).
513
514#### jStat.hypgeom.cdf( x, N, m, n )
515
516Returns the value of `x` in the cdf of the Hypergeometric distribution with parameters `N` (the population size), `m` (the success rate), and `n` (the number of draws).
517
518### jStat.poisson
519
520#### jStat.poisson.pdf( k, l )
521
522Returns the value of `k` in the pdf of the Poisson distribution with parameter `l` (lambda).
523
524#### jStat.poisson.cdf( x, l )
525
526Returns the value of `x` in the cdf of the Poisson distribution with parameter `l` (lambda).
527
528#### jStat.poisson.sample( l )
529
530Returns a random number whose distribution is the Poisson distribution with rate parameter l (lamda)
531
532### jStat.triangular
533
534#### jStat.triangular.pdf( x, a, b, c )
535
536Returns the value of `x` in the pdf of the Triangular distribution with the parameters `a`, `b`, and `c`.
537
538#### jStat.triangular.cdf( x, a, b, c )
539
540Returns the value of `x` in the cdf of the Triangular distribution with the parameters `a`, `b`, and `c`.
541
542#### jStat.triangular.mean( a, b, c )
543
544Returns the value of the mean of the Triangular distribution with the parameters `a`, `b`, and `c`.
545
546#### jStat.triangular.median( a, b, c )
547
548Returns the value of the median of the Triangular distribution with the parameters `a`, `b`, and `c`.
549
550#### jStat.triangular.mode( a, b, c )
551
552Returns the value of the mode of the Triangular distribution with the parameters `a`, `b`, and `c`.
553
554#### jStat.triangular.sample( a, b, c )
555
556Returns a random number whose distribution is the Triangular distribution with the parameters `a`, `b`, and `c`.
557
558#### jStat.triangular.variance( a, b, c )
559
560Returns the value of the variance of the Triangular distribution with the parameters `a`, `b`, and `c`.
561
562### jStat.arcsine( a, b )
563
564#### jStat.arcsine.pdf( x, a, b )
565
566Returns the value of `x` in the pdf of the arcsine distribution from `a` to `b`.
567
568#### jStat.arcsine.cdf( x, a, b )
569
570Returns the value of `x` in the cdf of the arcsine distribution from `a` to `b`.
571
572#### jStat.arcsine.inv(p, a, b)
573
574Returns the inverse of the `arcsine.cdf` function; i.e. the value of `x` for which `arcsine.cdf(x, a, b) == p`.
575
576#### jStat.arcsine.mean( a, b )
577
578Returns the value of the mean of the arcsine distribution from `a` to `b`.
579
580#### jStat.arcsine.median( a, b )
581
582Returns the value of the median of the arcsine distribution from `a` to `b`.
583
584#### jStat.arcsine.mode( a, b )
585
586Returns the value of the mode of the arcsine distribution from `a` to `b`.
587
588#### jStat.arcsine.sample( a, b )
589
590Returns a random number whose distribution is the arcsine distribution from `a` to `b`.
591
592#### jStat.arcsine.variance( a, b )
593
594Returns the variance of the Uniform distribution from `a` to `b`.