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Delphi-GTDistrib

Statistical Distibutions Library for Delphi

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README

#GTDistrib This unit contains definitions of objects that represent probability distributions. The object hierarchy is as follows:

pascal
tDistribution
    tContinuous_distribution
        tNormal_distribution
        tBeta_distribution
        tGamma_distribution
            tChi_square_distribution
            tExponential_distribution
        tF_distribution
        tT_distribution
        tCauchy_distribution
        tDouble_exponential_distribution
        tGumbel_distribution
        tLogistic_distribution
        tLognormal_distribution
        tPareto_distribution
        tUniform_distribution
        tWeibull_distribution
        tNon_central_Chi_square_distribution
        tNon_central_Beta_distribution
        tNon_central_F_distribution
        tNon_central_t_distribution
    tDiscrete_distribution
        tBinomial_distribution
            tBernoulli_distribution
        tHypergeometric_distribution
        tPoisson_distribution
        tDiscrete_Uniform_distribution
        tNegative_Binomial_distribution
            tGeometric_distribution

For the user the most interesting methods will be:

pascal
. cdf(x) (cumulative distribution function)
. quantile(q) (inverse cdf)
. random_value (gives a random draw from the distribution)
### Further methods include:
. density(x) (for continuous distributions)
. probability(x) (for discrete distributions)
. in_support(x) (true if x is in the support of the distribution)
. expectation_exists and variance exists (true or false)
. mean and variance

In Resource file:

pascal
id_error, "Caution"
err_val_le, "Value should be greater than "
err_val_l, "Value should be at least "
err_val_ge, "Value should be less than "
err_val_int, "Value should be integer."
err_val2_le, "Second parameter should be greater than "
err_val2_l, "Second parameter should be at least "
err_val2_ge, "Second parameter should be smaller than "
err_val2_int, "Second parameter should be integer."
err_val3_le, "Third parameter should be greater than "
err_val3_l, "Third parameter should be at least "
err_val3_ge, "Third parameter should be less than "
err_val3_int, "Third parameter should be integer."
err_val1_l_val2, "The second parameter should not be greater than the first."
err_val1_l_val3, "The third parameter should not be greater than the first."
err_val_g, "Value should be not greater than "
err_overflow, "Numbers too large."
err_expectation, "Expectation does not exist."
err_variance, "Variance and standard deviation do not exist."