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
.