Statistics.NormalFit Method ([In] TVec, out double, out double, double[], double[], double)

Calculate parameters for normally distributed values.

Syntax

Visual Basic

public static void NormalFit([In] TVec X, out double mu, out double sigma, ref double[] PCIMu, ref double[] PCISigma, double Alpha);

Parameters

Parameters	Description
[In] TVec X	Stores data which is assumed to be normaly distributed.
out double mu	Return normal distribution parameter estimator Mu.
out double sigma	Return normal distribution parameter estimator Sigma.
ref double[] PCIMu	Mu (1-Alpha)*100 percent confidence interval.
ref double[] PCISigma	Sigma (1-Alpha)*100 percent confidence interval.
double Alpha	Confidence interval percentage.

See Also

RandomNormal, NormalStat

Example

The following example generates 100 random standard normally distributed values and then uses NormalFit routine to extract used Mu and Sigma parameters

using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples; { private void Example() { Vector vec1 = new Vector(0); // first, generate 1000 normaly distributed // numbers with Mu a=0.0 and Sigma =1.0 vec1.Size(1000, false); StatRandom.RandomNormal(0.0, 1.0, vec1, -1); double resMu, resSigma; double[] CIMu = new double[2]; double[] CISigma = new double[2]; // Now extract the Mu,Sigma and their 95% confidence intervals. // Use at max 400 iterations and tolerance 0.0001 Statistics.NormalFit(vec1, out resMu, out resSigma, out CIMu, out CISigma, 0.05); } }

Group

NormalFit Method

Links

Statistics Class, Statistics Members, Dew.Stats.Units Namespace, NormalFit Method, Example, See Also

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