ProbabilityDist Class Reference

#include <probability.h>

Inheritance diagram for ProbabilityDist:

Public Member Functions
	LM_INTERFACE_CLASS (ProbabilityDist, Component)
	LM_DISABLE_COPY_AND_MOVE (ProbabilityDist)
Public Member Functions inherited from SIMDAlignedType
void *	operator new (std::size_t size) throw (std::bad_alloc)
void	operator delete (void *p)

Detailed Description

Probability distribution $P_X$ on the random variable $X$.

The inherited classes are expected to (implicitly) define

• Probability space $(, F, P)$
• Random variable

  X

  {X}

• Probability space with the random variable $X$ : $({X}, {A}, )$

From the above information (and some additional assumptions) we can derive

• CDF $F_X(E) = P(X^{-1}(X)), E {A}$
• PDF $p_(x)$ defined by $P(X A) = {x A} p_(x) d(x), A F$