핵심 알고리즘

다양한 분포의 특성

지원되는 각각의 분포에 대한 극명한 특성 목록을 질의할 수 있습니다. 또한 모수 분포뿐만 아니라 분포에서 파생되어 나온 분포에서도 효율적인 모수 추정이 가능합니다.

In[1]:=

props = Thread[

HoldForm[{PDF[\[ScriptCapitalD], x], CDF[\[ScriptCapitalD], x],

SurvivalFunction[\[ScriptCapitalD], x],

HazardFunction[\[ScriptCapitalD], x],

DistributionParameterAssumptions[\[ScriptCapitalD]],

RandomVariate[(\[ScriptCapitalD] /. \[Lambda] -> 3), 3],

EstimatedDistribution[data, \[ScriptCapitalD]],

FindDistributionParameters[data, \[ScriptCapitalD]],

Quantile[\[ScriptCapitalD], q], InverseCDF[\[ScriptCapitalD], q],

InverseSurvivalFunction[\[ScriptCapitalD], q],

Median[\[ScriptCapitalD]], InterquartileRange[\[ScriptCapitalD]],

QuartileDeviation[\[ScriptCapitalD]],

QuartileSkewness[\[ScriptCapitalD]],

Quartiles[\[ScriptCapitalD]], Mean[\[ScriptCapitalD]],

StandardDeviation[\[ScriptCapitalD]],

Variance[\[ScriptCapitalD]], Skewness[\[ScriptCapitalD]],

Kurtosis[\[ScriptCapitalD]],

Likelihood[\[ScriptCapitalD], {x, y}],

LogLikelihood[\[ScriptCapitalD], {x, y}],

CharacteristicFunction[\[ScriptCapitalD], t],

Moment[\[ScriptCapitalD], r],

MomentGeneratingFunction[\[ScriptCapitalD], t],

CentralMoment[\[ScriptCapitalD], r],

CentralMomentGeneratingFunction[\[ScriptCapitalD], t],

Cumulant[\[ScriptCapitalD], r],

CumulantGeneratingFunction[\[ScriptCapitalD], t],

FactorialMoment[\[ScriptCapitalD], r],

FactorialMomentGeneratingFunction[\[ScriptCapitalD], t]}]];

In[2]:=

In[3]:=

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