Module Stats.Pdf

module Pdf: sig .. end

Pdf module provides the probability density functions of various random number distribution.

Please refer to GSL documentation for details.

Continuous random variables

val flat : float -> float -> float -> float

val gaussian : float -> float -> float

gaussian_pdf x sigma returns the probability density at x

val gaussian_tail : float -> float -> float -> float

gaussian_tail_pdf x a sigma returns the probability density at x given a gaussian tail distribution of N(a, sigma)

val bivariate_gaussian : float -> float -> float -> float -> float -> float

bivariate_gaussian x y sigma_x sigma_y rho returns the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with standard deviations sigma_x, sigma_y and correlation coefficient rho.

val exponential : float -> float -> float

exponential x mu returns the probability density at x

val laplace : float -> float -> float

val cauchy : float -> float -> float

val exppow : float -> float -> float -> float

val rayleigh : float -> float -> float

val landau : float -> float

val gamma : float -> float -> float -> float

val lognormal : float -> float -> float -> float

val chisq : float -> float -> float

val dirichlet : float array -> float array -> float

val dirichlet_lnpdf : float array -> float array -> float

val fdist : float -> float -> float -> float

val tdist : float -> float -> float

val beta : float -> float -> float -> float

val logistic : float -> float -> float

val pareto : float -> float -> float -> float

val weibull : float -> float -> float -> float

val gumbel1 : float -> float -> float -> float

val gumbel2 : float -> float -> float -> float

Discrete random variables

val poisson : int -> float -> float

val bernoulli : int -> float -> float

val binomial : int -> float -> int -> float

val multinomial : float array -> int array -> float

val multinomial_lnpdf : float array -> int array -> float

val negative_binomial : int -> float -> float -> float

val pascal : int -> float -> int -> float

val geometric : int -> float -> float

val hypergeometric : int -> int -> int -> int -> float

val logarithmic : int -> float -> float