Distribution Fitting Demo

CDF() of fitted distribution
A customer recently asked how to fit a normal (Gaussian) distribution to a vector of experimental data. Here's a demonstration of how to do it. Let's start by creating a data set: 100 values drawn from a normal distribution with known parameters (mean = 0.5, variance = 2.0). int n = 100; double mean = .5; double variance = 2.0; var data = new DoubleVector( n, new RandGenNormal( mean, varian...
Read More

Probability Distributions in NMath Stats

Probability distributions are central to many applications in statistical analysis. The NMath Stats library offers a large set of probability distributions, covering most domains of application, all with an easy to use common interface. Each distribution class uses numerically stable accurate algorithms to compute both the probability distribution and the cumulative distribution. In this post we...
Read More