Types and functions common to many probability distributions.
- class Distribution d where
- class Distribution d => Mean d where
- class Mean d => Variance d where
- findRoot :: Distribution d => d -> Double -> Double -> Double -> Double -> Double
The interface shared by all probability distributions.
Probability density function. The probability that a the random variable X has the value x, i.e. P(X=x).
Cumulative distribution function. The probability that a random variable X is less than x, i.e. P(X≤x).
Inverse of the cumulative distribution function. The value x for which P(X≤x).
|:: Distribution d|
Lower bound on interval
Upper bound on interval
Approximate the value of X for which P(x>X)=p.
This method uses a combination of Newton-Raphson iteration and bisection with the given guess as a starting point. The upper and lower bounds specify the interval in which the probability distribution reaches the value p.