Module type Distributions.ContinuousDistribution

module type ContinuousDistribution = sig .. end

type elt

type t

val sample : ?rng:Gsl.Rng.t ->
       size:int ->
       t ->
       elt array

Samples size data points from the distribution.

val cumulative_probability : t ->
       x:elt -> float

Computes cumulative probability function for a given value n, i. e. P(X <= n), the probability that a random variable X will be found at a value less than or equal to n.

val density : t ->
       x:elt -> float

Computes probability density function for a given value n, i. e. P(X = n), the probability that a random variable X is exactly equal to n

val quantile : t ->
       p:float -> elt

Computes inverse cumulative probability function for a given probability p.