Statistics.ExponentFit Method

Overload List

#SignatureDescription
1procedure ExponentFit(const X: TVec; out mu: Double);Calculate parameters for exponentialy distributed values.
2procedure ExponentFit(const X: TVec; out mu: Double; var PCIMu: TDoubleArray; Alpha: Double);Calculate parameters for exponentially distributed values.

Overload 1: procedure ExponentFit(const X: TVec; out mu: Double);

Calculate parameters for exponentialy distributed values.

#NameTypeDescription
1XTVec
2muDouble

Result: stored in self (calling object)

Examples
Uses MtxExpr,Math387,Statistics, StatRandom;
procedure Example;
var vec1: Vector;
resMu: double;
CIMu: TTwoElmReal;
begin
    // first, generate 1000 randomly exp. distributed
    // numbers with parameter mu=4.13
    vec1.Size(1000);
    RandomExponent(4.13,vec1);
    // Now, extract the mu and its 95% confidence interval
    ExponentFit(vec1,resMu,CIMu);
end;

Overload 2: procedure ExponentFit(const X: TVec; out mu: Double; var PCIMu: TDoubleArray; Alpha: Double);

Calculate parameters for exponentially distributed values.

#NameDescription
1XStores data which is assumed to be exponentialy distributed.
2muReturns exponential distribution parameter estimator.
3PCIMuMu (1-Alpha)*100 percent confidence interval.
4AlphaConfidence interval percentage.

Result: stored in self (calling object)

See Also: StatRandom.RandomExponent, Probabilities.ExponentStat