Statistics.ExponentFit Method (TVec, TSample, TTwoElmReal, TSample)

Calculate parameters for exponentially distributed values.

public ExponentFit(TVec X, ref double mu, ref TTwoElmReal PCIMu, double alpha);

Parameters

Parameters	Description
X	Stores data which is assumed to be exponentialy distributed.
mu	Returns exponential distribution parameter estimator.
PCIMu	Mu (1-Alpha)*100 percent confidence interval.
alpha	Confidence interval percentage.

Related Topics

RandomExponent, ExponentStat

C# Example

The following example generates 100 random standard exponentially distributed values and then uses ExponentFit routine to extract used Mu parameter:

using Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples;
{
  private void Example()
  {
    Vector vec1 = new Vector(1000,false);
    // first, generate 1000 randomly beta distributed
    // numbers with parameter mu=4.13
    StatRandom.RandomExponent(4.13,vec1);
    double estmu;
    double cimu[2];
    // Now extract the mu and its 95% confidence intervals.
    //Use at max 300 iterations and tolerance 0.001
    Statistics.ExponentFit(vec1,out estmu,out cimu,300,1.0E-3,0.05);