ChiSquareDistribution Class Reference

The chi squared distribution. More...

#include <distributions.h>

Inheritance diagram for ChiSquareDistribution:

List of all members.

Public Member Functions

ChiSquareDistribution (double dof)

Initializes the $\chi_a^2$ distribution.

double pdf (double x) const

double cdf (double x) const

Returns the $P(X \le x)$ where $X \sim \chi_a^2$ .

Private Attributes

const double dof

Detailed Description

The chi squared distribution.

Constructor & Destructor Documentation

ChiSquareDistribution::ChiSquareDistribution ( double dof )

Initializes the $\chi_a^2$ distribution.

Parameters:

dof

: The degrees of freedom, $a$

.

Member Function Documentation

double ChiSquareDistribution::pdf ( double x ) const

double ChiSquareDistribution::cdf ( double x ) const

Returns the $P(X \le x)$ where $X \sim \chi_a^2$ .

Parameters:

x

: the limit $x$

in $P(X \le x)$

Specifically, $P(X \le x)=\frac{\gamma(a/2,x/2)}{\Gamma(a/2)}$ where $x$

is the argument. However, to avoid the computation of large numbers this actually returns $P(X \le x)=e^{\log(\gamma(a/2,x/2))-\log(\Gamma(a/2))}$ .

Member Data Documentation

const double ChiSquareDistribution::dof [private]

The documentation for this class was generated from the following files:

include/distributions.h
src/Statistics/distributions.cpp


Public Member Functions
	ChiSquareDistribution (double dof)
	Initializes the $\chi_a^2$ distribution.
double	pdf (double x) const
double	cdf (double x) const
	Returns the $P(X \le x)$ where $X \sim \chi_a^2$ .
Private Attributes
const double	dof