Probability density functions, cumulative distribution functions and their inverses (quantiles) for various statistical distributions (continuous and discrete).
Whenever possible the conventions followed are those of the CRC Concise Encyclopedia of Mathematics, Second Edition (or Mathworld). By convention the distributions are centered around 0, so for example in the case of a Gaussian there is no parameter mu. The user must calculate the shift themselves if they wish.
MathCore provides the majority of the probability density functions, of the cumulative distributions and of the quantiles (inverses of the cumulatives). Additional distributions are also provided by the MathMore library.
Modules | |
Probability Density Functions (PDF) | |
Probability density functions of various statistical distributions (continuous and discrete). | |
Cumulative Distribution Functions (CDF) | |
Cumulative distribution functions of various distributions. | |
Statistical functions from truncated distributions | |
Statistical functions for the truncated distributions. | |
Quantile Functions | |
Inverse functions of the cumulative distribution functions and the inverse of the complement of the cumulative distribution functions for various distributions. | |
Namespaces | |
namespace | ROOT |
This file contains a specialised ROOT message handler to test for diagnostic in unit tests. | |
Classes | |
class | ROOT::Math::Vavilov |
Base class describing a Vavilov distribution. More... | |
class | ROOT::Math::VavilovAccurate |
Class describing a Vavilov distribution. More... | |
class | ROOT::Math::VavilovAccurateCdf |
Class describing the Vavilov cdf. More... | |
class | ROOT::Math::VavilovAccuratePdf |
Class describing the Vavilov pdf. More... | |
class | ROOT::Math::VavilovAccurateQuantile |
Class describing the Vavilov quantile function. More... | |
class | ROOT::Math::VavilovFast |
Class describing a Vavilov distribution. More... | |