Package org.drip.sample.chisquaredistribution

Chi-Square Distribution Usage/Properties
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CentralChernoffBounds
    CentralChernoffBounds illustrates the Upper Chernoff Bounds for the Central Chi-squared Function.
    CentralCLTProxyMeasureEstimate
    CentralCLTProxyMeasureEstimate illustrates the Estimation of Measures for a CLT Proxy for a Central Chi-squared Distribution.
    CentralCLTProxyPDFEstimate
    CentralCLTProxyPDFEstimate illustrates the Construction and the Usage of a CLT Proxy for a Central Chi-squared Distribution.
    CentralExponentialCDFComparison
    CentralExponentialCDFComparison illustrates the Comparison of the CDF between the Exponential Distribution and the Central Chi-squared Distribution with 2 Degrees of Freedom.
    CentralFisherProxyPDFEstimate
    CentralFisherProxyPDFEstimate illustrates the Construction and the Usage of a Fisher Proxy for a Central Chi-squared Distribution.
    CentralMeasureEstimate
    CentralMeasureEstimate illustrates the Estimation of the Central Chi-squared Distribution Measures.
    CentralMomentsAboutZero
    CentralMomentsAboutZero illustrates the Computation of the non-Central Moments about Zero for the Central Chi-squared Function.
    CentralPDFEstimate
    CentralPDFEstimate illustrates the Construction and the Usage of a Central Chi-squared Distribution.
    CentralWilsonHilfertyMeasureEstimate
    CentralWilsonHilfertyMeasureEstimate illustrates the Estimation of Measures for the Wilson-Hilferty Transformation of a Central Chi-squared Distribution.
    CentralWilsonHilfertyPDFEstimate
    CentralWilsonHilfertyPDFEstimate illustrates the Construction and the Usage of the Wilson-Hilferty Normal Proxy for a Central Chi-squared Distribution.
    NonCentralAbdelAtyPDFEstimate
    NonCentralAbdelAtyPDFEstimate illustrates the Construction and the Usage of the Abdel-Aty (1954) Wilson-Hilferty Based R1 Normal Approximation of an R1 Non-central Chi-square Distribution.
    NonCentralCentralMoments
    NonCentralCentralMoments illustrates the Computation of the Four Leading Central Moments for the Non-central Chi-Square Distribution.
    NonCentralCumulantMoments
    NonCentralCumulantMoments illustrates the Computation of the Leading Cumulants and the Non-Central Moments.
    NonCentralMeasureEstimate
    NonCentralMeasureEstimate implements the Measure Table for the Non-central Chi-Square Distribution.
    NonCentralPDFEstimate
    NonCentralPDFEstimate implements the PDF for the Non-central Chi-Square Distribution.
    NonCentralRawMoments
    NonCentralRawMoments illustrates the Computation of the Four Leading Raw Moments for the Non-central Chi-Square Distribution.
    NonCentralSankaranPDFEstimate
    NonCentralSankaranPDFEstimate illustrates the Construction and the Usage of the Sankaran (1963) Wilson-Hilferty Based R1 Normal Approximation of an R1 Non-central Chi-square Distribution.