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最新推荐文章于 2024-10-04 15:33:00 发布

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分类专栏： .net 分布函数文章标签： p2p linq debian

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public class StudentTDistribution : ContinuousDistribution
{
private double degreesOfFreedom;

public double DegreesOfFreedom => this.degreesOfFreedom;

public override bool IsSymmetrical => true;

public override double Mean => 0.0;

public override double Variance => this.degreesOfFreedom / (this.degreesOfFreedom - 2.0);

public override double Skewness => 0.0;

public override double Kurtosis => 6.0 / (this.degreesOfFreedom - 4.0);

       public static double DistributionFunction(double x, int degreesOfFreedom)
       {
           if (degreesOfFreedom <= 0)
           {
               ThrowException.ArgumentOutOfRange("degreesOfFreedom");
           }
           if (x < 0.0)
           {
               return 0.5 * GammaFunctions.RegularizedBeta(0.5 * (double)degreesOfFreedom, 0.5, (double)degreesOfFreedom / ((double)degreesOfFreedom + x * x));
           }
           return 1.0 - 0.5 * GammaFunctions.RegularizedBeta(0.5 * (double)degreesOfFreedom, 0.5, (double)degreesOfFreedom / ((double)degreesOfFreedom + x * x));
       }

       public static double InverseDistributionFunction(double probability, double degreesOfFreedom)
       {
           if (probability < 0.0 || probability > 1.0)
           {
               ThrowException.ArgumentOutOfRange("probability");
           }
           if (degreesOfFreedom <= 0.0)
           {
               ThrowException.ArgumentOutOfRange("degreesOfFreedom");
           }
           return new StudentTDistribution(degreesOfFreedom).InverseDistributionFunction(probability);
       }

       public static Interval GetConfidenceInterval(double mean, double varianceOfMean, double confidenceLevel, double degreesOfFreedom)
       {
           if (varianceOfMean <= 0.0)
           {
               ThrowException.ArgumentOutOfRange("varianceOfMean");
           }
           if (confidenceLevel < 0.0 || confidenceLevel > 1.0)
           {
               ThrowException.ArgumentOutOfRange("confidenceLevel");
           }
           double num;
           num = varianceOfMean * StudentTDistribution.InverseDistributionFunction((1.0 + confidenceLevel) / 2.0, degreesOfFreedom);
           return new Interval(mean - num, mean + num);
       }

       public StudentTDistribution(double degreesOfFreedom)
       {
           if (degreesOfFreedom <= 0.0)
           {
               ThrowException.ArgumentOutOfRange("degreesOfFreedom");
           }
           this.degreesOfFreedom = degreesOfFreedom;
       }

       public override double DistributionFunction(double x)
       {
           if (x < 0.0)
           {
               return 0.5 * GammaFunctions.RegularizedBeta(0.5 * this.degreesOfFreedom, 0.5, this.degreesOfFreedom / (this.degreesOfFreedom + x * x));
           }
           return 1.0 - 0.5 * GammaFunctions.RegularizedBeta(0.5 * this.degreesOfFreedom, 0.5, this.degreesOfFreedom / (this.degreesOfFreedom + x * x));
       }

       public override double ProbabilityDensityFunction(double x)
       {
           return Math.Pow(1.0 + x * x / this.degreesOfFreedom, -0.5 * (this.degreesOfFreedom + 1.0)) / Math.Sqrt(this.degreesOfFreedom) / GammaFunctions.Beta(0.5 * this.degreesOfFreedom, 0.5);
       }

       public override double MomentFunction(int order, double x)
       {
           if (order < 0)
           {
               ThrowException.ArgumentOutOfRange("order");
           }
           if (order == 0)
           {
               return this.DistributionFunction(x) - 0.5;
           }
           double num;
           num = this.degreesOfFreedom;
           return order switch
           {
               1 => (num + x * x) / (1.0 - this.degreesOfFreedom) * this.ProbabilityDensityFunction(x),
               3 => (0.0 - (num + x * x)) * (2.0 * num + (num - 1.0) * x * x) / (num - 1.0) / (num - 3.0) * this.ProbabilityDensityFunction(x),
               _ => base.MomentFunction(order, x),
           };
       }

       public override double GetRandomVariate(System.Random random)
       {
           if (random == null)
           {
               ThrowException.ArgumentNull("random");
           }
           double num;
           double num3;
           do
           {
               num = 2.0 * random.NextDouble() - 1.0;
               double num2;
               num2 = 2.0 * random.NextDouble() - 1.0;
               num3 = num * num + num2 * num2;
           }
           while (num3 > 1.0);
           return num * Math.Sqrt(this.degreesOfFreedom * (Math.Exp(-2.0 * Math.Log(num3) / this.degreesOfFreedom) - 1.0) / num3);
       }
   }