manpagez: man pages & more
info octave
Home | html | info | man
 [ < ] [ > ] [ << ] [ Up ] [ >> ] [Top] [Contents] [Index] [ ? ]

## 25.6 Distributions

Octave has functions for computing the Probability Density Function (PDF), the Cumulative Distribution function (CDF), and the quantile (the inverse of the CDF) of a large number of distributions.

The following table summarizes the supported distributions (in alphabetical order).

 Distribution PDF CDF Quantile Beta Distribution `betapdf` `betacdf` `betainv` Binomial Distribution `binopdf` `binocdf` `binoinv` Cauchy Distribution `cauchy_pdf` `cauchy_cdf` `cauchy_inv` Chi-Square Distribution `chi2pdf` `chi2cdf` `chi2inv` Univariate Discrete Distribution `discrete_pdf` `discrete_cdf` `discrete_inv` Empirical Distribution `empirical_pdf` `empirical_cdf` `empirical_inv` Exponential Distribution `exppdf` `expcdf` `expinv` F Distribution `fpdf` `fcdf` `finv` Gamma Distribution `gampdf` `gamcdf` `gaminv` Geometric Distribution `geopdf` `geocdf` `geoinv` Hypergeometric Distribution `hygepdf` `hygecdf` `hygeinv` Kolmogorov Smirnov Distribution Not Available `kolmogorov_smirnov_cdf` Not Available Laplace Distribution `laplace_pdf` `laplace_cdf` `laplace_inv` Logistic Distribution `logistic_pdf` `logistic_cdf` `logistic_inv` Log-Normal Distribution `lognpdf` `logncdf` `logninv` Pascal Distribution `nbinpdf` `nbincdf` `nbininv` Univariate Normal Distribution `normpdf` `normcdf` `norminv` Poisson Distribution `poisspdf` `poisscdf` `poissinv` t (Student) Distribution `tpdf` `tcdf` `tinv` Univariate Discrete Distribution `unidpdf` `unidcdf` `unidinv` Uniform Distribution `unifpdf` `unifcdf` `unifinv` Weibull Distribution `wblpdf` `wblcdf` `wblinv`

Function File: betacdf (x, a, b)

For each element of x, returns the CDF at x of the beta distribution with parameters a and b, i.e., PROB (beta (a, b) <= x).

Function File: betainv (x, a, b)

For each component of x, compute the quantile (the inverse of the CDF) at x of the Beta distribution with parameters a and b.

Function File: betapdf (x, a, b)

For each element of x, returns the PDF at x of the beta distribution with parameters a and b.

Function File: binocdf (x, n, p)

For each element of x, compute the CDF at x of the binomial distribution with parameters n and p.

Function File: binoinv (x, n, p)

For each element of x, compute the quantile at x of the binomial distribution with parameters n and p.

Function File: binopdf (x, n, p)

For each element of x, compute the probability density function (PDF) at x of the binomial distribution with parameters n and p.

Function File: cauchy_cdf (x, lambda, sigma)

For each element of x, compute the cumulative distribution function (CDF) at x of the Cauchy distribution with location parameter lambda and scale parameter sigma. Default values are lambda = 0, sigma = 1.

Function File: cauchy_inv (x, lambda, sigma)

For each element of x, compute the quantile (the inverse of the CDF) at x of the Cauchy distribution with location parameter lambda and scale parameter sigma. Default values are lambda = 0, sigma = 1.

Function File: cauchy_pdf (x, lambda, sigma)

For each element of x, compute the probability density function (PDF) at x of the Cauchy distribution with location parameter lambda and scale parameter sigma > 0. Default values are lambda = 0, sigma = 1.

Function File: chi2cdf (x, n)

For each element of x, compute the cumulative distribution function (CDF) at x of the chisquare distribution with n degrees of freedom.

Function File: chi2inv (x, n)

For each element of x, compute the quantile (the inverse of the CDF) at x of the chisquare distribution with n degrees of freedom.

Function File: chisquare_pdf (x, n)

For each element of x, compute the probability density function (PDF) at x of the chisquare distribution with n degrees of freedom.

Function File: discrete_cdf (x, v, p)

For each element of x, compute the cumulative distribution function (CDF) at x of a univariate discrete distribution which assumes the values in v with probabilities p.

Function File: discrete_inv (x, v, p)

For each component of x, compute the quantile (the inverse of the CDF) at x of the univariate distribution which assumes the values in v with probabilities p.

Function File: discrete_pdf (x, v, p)

For each element of x, compute the probability density function (PDF) at x of a univariate discrete distribution which assumes the values in v with probabilities p.

Function File: empirical_cdf (x, data)

For each element of x, compute the cumulative distribution function (CDF) at x of the empirical distribution obtained from the univariate sample data.

Function File: empirical_inv (x, data)

For each element of x, compute the quantile (the inverse of the CDF) at x of the empirical distribution obtained from the univariate sample data.

Function File: empirical_pdf (x, data)

For each element of x, compute the probability density function (PDF) at x of the empirical distribution obtained from the univariate sample data.

Function File: expcdf (x, lambda)

For each element of x, compute the cumulative distribution function (CDF) at x of the exponential distribution with mean lambda.

The arguments can be of common size or scalar.

Function File: expinv (x, lambda)

For each element of x, compute the quantile (the inverse of the CDF) at x of the exponential distribution with mean lambda.

Function File: exppdf (x, lambda)

For each element of x, compute the probability density function (PDF) of the exponential distribution with mean lambda.

Function File: fcdf (x, m, n)

For each element of x, compute the CDF at x of the F distribution with m and n degrees of freedom, i.e., PROB (F (m, n) <= x).

Function File: finv (x, m, n)

For each component of x, compute the quantile (the inverse of the CDF) at x of the F distribution with parameters m and n.

Function File: fpdf (x, m, n)

For each element of x, compute the probability density function (PDF) at x of the F distribution with m and n degrees of freedom.

Function File: gamcdf (x, a, b)

For each element of x, compute the cumulative distribution function (CDF) at x of the Gamma distribution with parameters a and b.

See also: gamma, gammaln, gammainc, gampdf, gaminv, gamrnd.

Function File: gaminv (x, a, b)

For each component of x, compute the quantile (the inverse of the CDF) at x of the Gamma distribution with parameters a and b.

See also: gamma, gammaln, gammainc, gampdf, gamcdf, gamrnd.

Function File: gampdf (x, a, b)

For each element of x, return the probability density function (PDF) at x of the Gamma distribution with parameters a and b.

See also: gamma, gammaln, gammainc, gamcdf, gaminv, gamrnd.

Function File: geocdf (x, p)

For each element of x, compute the CDF at x of the geometric distribution with parameter p.

Function File: geoinv (x, p)

For each element of x, compute the quantile at x of the geometric distribution with parameter p.

Function File: geopdf (x, p)

For each element of x, compute the probability density function (PDF) at x of the geometric distribution with parameter p.

Function File: hygecdf (x, t, m, n)

Compute the cumulative distribution function (CDF) at x of the hypergeometric distribution with parameters t, m, and n. This is the probability of obtaining not more than x marked items when randomly drawing a sample of size n without replacement from a population of total size t containing m marked items.

The parameters t, m, and n must positive integers with m and n not greater than t.

Function File: hygeinv (x, t, m, n)

For each element of x, compute the quantile at x of the hypergeometric distribution with parameters t, m, and n.

The parameters t, m, and n must positive integers with m and n not greater than t.

Function File: hygepdf (x, t, m, n)

Compute the probability density function (PDF) at x of the hypergeometric distribution with parameters t, m, and n. This is the probability of obtaining x marked items when randomly drawing a sample of size n without replacement from a population of total size t containing m marked items.

The arguments must be of common size or scalar.

Function File: kolmogorov_smirnov_cdf (x, tol)

Return the CDF at x of the Kolmogorov-Smirnov distribution,

 ``` Inf Q(x) = SUM (-1)^k exp(-2 k^2 x^2) k = -Inf ```

for x > 0.

The optional parameter tol specifies the precision up to which the series should be evaluated; the default is tol = `eps`.

Function File: laplace_cdf (x)

For each element of x, compute the cumulative distribution function (CDF) at x of the Laplace distribution.

Function File: laplace_inv (x)

For each element of x, compute the quantile (the inverse of the CDF) at x of the Laplace distribution.

Function File: laplace_pdf (x)

For each element of x, compute the probability density function (PDF) at x of the Laplace distribution.

Function File: logistic_cdf (x)

For each component of x, compute the CDF at x of the logistic distribution.

Function File: logistic_inv (x)

For each component of x, compute the quantile (the inverse of the CDF) at x of the logistic distribution.

Function File: logistic_pdf (x)

For each component of x, compute the PDF at x of the logistic distribution.

Function File: logncdf (x, mu, sigma)

For each element of x, compute the cumulative distribution function (CDF) at x of the lognormal distribution with parameters mu and sigma. If a random variable follows this distribution, its logarithm is normally distributed with mean mu and standard deviation sigma.

Default values are mu = 1, sigma = 1.

Function File: logninv (x, mu, sigma)

For each element of x, compute the quantile (the inverse of the CDF) at x of the lognormal distribution with parameters mu and sigma. If a random variable follows this distribution, its logarithm is normally distributed with mean `log (mu)` and variance sigma.

Default values are mu = 1, sigma = 1.

Function File: lognpdf (x, mu, sigma)

For each element of x, compute the probability density function (PDF) at x of the lognormal distribution with parameters mu and sigma. If a random variable follows this distribution, its logarithm is normally distributed with mean mu and standard deviation sigma.

Default values are mu = 1, sigma = 1.

Function File: nbincdf (x, n, p)

For each element of x, compute the CDF at x of the Pascal (negative binomial) distribution with parameters n and p.

The number of failures in a Bernoulli experiment with success probability p before the n-th success follows this distribution.

Function File: nbininv (x, n, p)

For each element of x, compute the quantile at x of the Pascal (negative binomial) distribution with parameters n and p.

The number of failures in a Bernoulli experiment with success probability p before the n-th success follows this distribution.

Function File: nbinpdf (x, n, p)

For each element of x, compute the probability density function (PDF) at x of the Pascal (negative binomial) distribution with parameters n and p.

The number of failures in a Bernoulli experiment with success probability p before the n-th success follows this distribution.

Function File: normcdf (x, m, s)

For each element of x, compute the cumulative distribution function (CDF) at x of the normal distribution with mean m and standard deviation s.

Default values are m = 0, s = 1.

Function File: norminv (x, m, s)

For each element of x, compute the quantile (the inverse of the CDF) at x of the normal distribution with mean m and standard deviation s.

Default values are m = 0, s = 1.

Function File: normpdf (x, m, s)

For each element of x, compute the probability density function (PDF) at x of the normal distribution with mean m and standard deviation s.

Default values are m = 0, s = 1.

Function File: poisscdf (x, lambda)

For each element of x, compute the cumulative distribution function (CDF) at x of the Poisson distribution with parameter lambda.

Function File: poissinv (x, lambda)

For each component of x, compute the quantile (the inverse of the CDF) at x of the Poisson distribution with parameter lambda.

Function File: poisspdf (x, lambda)

For each element of x, compute the probability density function (PDF) at x of the poisson distribution with parameter lambda.

Function File: tcdf (x, n)

For each element of x, compute the cumulative distribution function (CDF) at x of the t (Student) distribution with n degrees of freedom, i.e., PROB (t(n) <= x).

Function File: tinv (x, n)

For each probability value x, compute the inverse of the cumulative distribution function (CDF) of the t (Student) distribution with degrees of freedom n. This function is analogous to looking in a table for the t-value of a single-tailed distribution.

Function File: tpdf (x, n)

For each element of x, compute the probability density function (PDF) at x of the t (Student) distribution with n degrees of freedom.

Function File: unidcdf (x, v)

For each element of x, compute the cumulative distribution function (CDF) at x of a univariate discrete distribution which assumes the values in v with equal probability.

Function File: unidinv (x, v)

For each component of x, compute the quantile (the inverse of the CDF) at x of the univariate discrete distribution which assumes the values in v with equal probability

Function File: unidpdf (x, v)

For each element of x, compute the probability density function (PDF) at x of a univariate discrete distribution which assumes the values in v with equal probability.

Function File: unifcdf (x, a, b)

Return the CDF at x of the uniform distribution on [a, b], i.e., PROB (uniform (a, b) <= x).

Default values are a = 0, b = 1.

Function File: unifinv (x, a, b)

For each element of x, compute the quantile (the inverse of the CDF) at x of the uniform distribution on [a, b].

Default values are a = 0, b = 1.

Function File: unifpdf (x, a, b)

For each element of x, compute the PDF at x of the uniform distribution on [a, b].

Default values are a = 0, b = 1.

Function File: wblcdf (x, scale, shape)

Compute the cumulative distribution function (CDF) at x of the Weibull distribution with shape parameter scale and scale parameter shape, which is

 ```1 - exp(-(x/shape)^scale) ```

for x >= 0.

Function File: wblinv (x, scale, shape)

Compute the quantile (the inverse of the CDF) at x of the Weibull distribution with shape parameter scale and scale parameter shape.

Function File: wblpdf (x, scale, shape)

Compute the probability density function (PDF) at x of the Weibull distribution with shape parameter scale and scale parameter shape which is given by

 ``` scale * shape^(-scale) * x^(scale-1) * exp(-(x/shape)^scale) ```

for x > 0.

 [ < ] [ > ] [ << ] [ Up ] [ >> ] [Top] [Contents] [Index] [ ? ]
```© manpagez.com 2000-2018
Individual documents may contain additional copyright information.
```