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http://mathxls.com/en/articles/2742?print= | Internal Links | Nofollow |
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Functions for calculating the statistical characteristics of array elements | Internal Links | Dofollow |
1.1. MathMean() | Internal Links | Dofollow |
1.2. MathVariance() | Internal Links | Dofollow |
1.3. MathSkewness() | Internal Links | Dofollow |
1.4. MathKurtosis() | Internal Links | Dofollow |
1.5. MathMoments() | Internal Links | Dofollow |
1.6. MathMedian() | Internal Links | Dofollow |
1.7. MathStandardDeviation() | Internal Links | Dofollow |
1.8. MathAverageDeviation() | Internal Links | Dofollow |
Functions for working with statistical distributions | Internal Links | Dofollow |
2.1. Normal distribution | Internal Links | Dofollow |
2.1.1. MathProbabilityDensityNormal() | Internal Links | Dofollow |
2.1.2. MathCumulativeDistributionNormal() | Internal Links | Dofollow |
2.1.3. MathQuantileNormal() | Internal Links | Dofollow |
2.1.4. MathRandomNormal() | Internal Links | Dofollow |
2.1.5. MathMomentsNormal() | Internal Links | Dofollow |
2.2. Log-normal distribution | Internal Links | Dofollow |
2.2.1. MathProbabilityDensityLognormal() | Internal Links | Dofollow |
2.2.2. MathCumulativeDistributionLognormal() | Internal Links | Dofollow |
2.2.3. MathQuantileLognormal() | Internal Links | Dofollow |
2.2.4. MathRandomLognormal() | Internal Links | Dofollow |
2.2.5. MathMomentsLognormal() | Internal Links | Dofollow |
2.3. Beta distribution | Internal Links | Dofollow |
2.3.1. MathProbabilityDensityBeta() | Internal Links | Dofollow |
2.3.2. MathCumulativeDistributionBeta() | Internal Links | Dofollow |
2.3.3. MathQuantileBeta() | Internal Links | Dofollow |
2.3.4. MathRandomBeta() | Internal Links | Dofollow |
2.3.5. MathMomentsBeta() | Internal Links | Dofollow |
2.4. Noncentral beta distribution | Internal Links | Dofollow |
2.4.1. MathProbabilityDensityNoncentralBeta() | Internal Links | Dofollow |
2.4.2. MathCumulativeDistributionNoncentralBeta() | Internal Links | Dofollow |
2.4.3. MathQuantileNoncentralBeta() | Internal Links | Dofollow |
2.4.4. MathRandomNoncentralBeta() | Internal Links | Dofollow |
2.4.5. MathMomentsNoncentralBeta() | Internal Links | Dofollow |
2.5. Gamma distribution | Internal Links | Dofollow |
2.5.1. MathProbabilityDensityGamma() | Internal Links | Dofollow |
2.5.2. MathCumulativeDistributionGamma() | Internal Links | Dofollow |
2.5.3. MathQuantileGamma() | Internal Links | Dofollow |
2.5.4. MathRandomGamma() | Internal Links | Dofollow |
2.5.5. MathMomentsGamma() | Internal Links | Dofollow |
2.6. Chi-squared distribution | Internal Links | Dofollow |
2.6.1. MathProbabilityDensityChiSquare() | Internal Links | Dofollow |
2.6.2. MathCumulativeDistributionChiSquare() | Internal Links | Dofollow |
2.6.3. MathQuantileChiSquare() | Internal Links | Dofollow |
2.6.4. MathRandomChiSquare() | Internal Links | Dofollow |
2.6.5. MathMomentsChiSquare() | Internal Links | Dofollow |
2.7. Noncentral chi-squared distribution | Internal Links | Dofollow |
2.7.1. MathProbabilityDensityNoncentralChiSquare() | Internal Links | Dofollow |
2.7.2. MathCumulativeDistributionNoncentralChiSquare() | Internal Links | Dofollow |
2.7.3. MathQuantileNoncentralChiSquare() | Internal Links | Dofollow |
2.7.4. MathRandomNoncentralChiSquare() | Internal Links | Dofollow |
2.7.5. MathMomentsNoncentralChiSquare() | Internal Links | Dofollow |
2.8. Exponential distribution | Internal Links | Dofollow |
2.8.1. MathProbabilityDensityExponential() | Internal Links | Dofollow |
2.8.2. MathCumulativeDistributionExponential() | Internal Links | Dofollow |
2.8.3. MathQuantileExponential() | Internal Links | Dofollow |
2.8.4. MathRandomExponential() | Internal Links | Dofollow |
2.8.5. MathMomentsExponential() | Internal Links | Dofollow |
2.9. F-distribution | Internal Links | Dofollow |
2.9.1. MathProbabilityDensityF() | Internal Links | Dofollow |
2.9.2. MathCumulativeDistributionF() | Internal Links | Dofollow |
2.9.3. MathQuantileF() | Internal Links | Dofollow |
2.9.4. MathRandomF() | Internal Links | Dofollow |
2.9.5. MathMomentsF() | Internal Links | Dofollow |
2.10. Noncentral F-distribution | Internal Links | Dofollow |
2.10.1. MathProbabilityDensityNoncentralF() | Internal Links | Dofollow |
2.10.2. MathCumulativeDistributionNoncentralF() | Internal Links | Dofollow |
2.10.3. MathQuantileNoncentralF() | Internal Links | Dofollow |
2.10.4. MathRandomNoncentralF() | Internal Links | Dofollow |
2.10.5. MathMomentsNoncentralF() | Internal Links | Dofollow |
2.11. t-distribution | Internal Links | Dofollow |
2.11.1. MathProbabilityDensityT() | Internal Links | Dofollow |
2.11.2. MathCumulativeDistributionT() | Internal Links | Dofollow |
2.11.3. MathQuantileT() | Internal Links | Dofollow |
2.11.4. MathRandomT() | Internal Links | Dofollow |
2.11.5. MathMomentsT() | Internal Links | Dofollow |
2.12 Noncentral t-distribution | Internal Links | Dofollow |
2.12.1. MathProbabilityDensityNoncentralT() | Internal Links | Dofollow |
2.12.2. MathCumulativeDistributionNoncentralT() | Internal Links | Dofollow |
2.12.3. MathQuantileNoncentralT() | Internal Links | Dofollow |
2.12.4. MathRandomNoncentralT() | Internal Links | Dofollow |
2.12.5. MathMomentsNoncentralT() | Internal Links | Dofollow |
2.13. Logistic distribution | Internal Links | Dofollow |
2.13.1. MathProbabilityDensityLogistic() | Internal Links | Dofollow |
2.13.2. MathCumulativeDistributionLogistic() | Internal Links | Dofollow |
2.13.3. MathQuantileLogistic() | Internal Links | Dofollow |
2.13.4. MathRandomLogistic() | Internal Links | Dofollow |
2.13.5. MathMomentsLogistic() | Internal Links | Dofollow |
2.14. Cauchy distribution | Internal Links | Dofollow |
2.14.1. MathProbabilityDensityCauchy() | Internal Links | Dofollow |
2.14.2. MathCumulativeDistributionCauchy() | Internal Links | Dofollow |
2.14.3. MathQuantileCauchy() | Internal Links | Dofollow |
2.14.4. MathRandomCauchy() | Internal Links | Dofollow |
2.14.5. MathMomentsCauchy() | Internal Links | Dofollow |
2.15. Uniform distribution | Internal Links | Dofollow |
2.15.1. MathProbabilityDensityUniform() | Internal Links | Dofollow |
2.15.2. MathCumulativeDistributionUniform() | Internal Links | Dofollow |
2.15.3. MathQuantileUniform() | Internal Links | Dofollow |
2.15.4. MathRandomUniform() | Internal Links | Dofollow |
2.15.5. MathMomentsUniform() | Internal Links | Dofollow |
2.16. Weibull distribution | Internal Links | Dofollow |
2.16.1. MathProbabilityDensityWeibull() | Internal Links | Dofollow |
2.16.2. MathCumulativeDistributionWeibull() | Internal Links | Dofollow |
2.16.3. MathQuantileWeibull() | Internal Links | Dofollow |
2.16.4. MathRandomWeibull() | Internal Links | Dofollow |
2.16.5. MathMomentsWeibull() | Internal Links | Dofollow |
http://mathxls.com/en/articles/2742#Discrete_Distributions | Internal Links | Dofollow |
2.17. Binomial distribution | Internal Links | Dofollow |
2.17.1. MathProbabilityDensityBinomial() | Internal Links | Dofollow |
2.17.2. MathCumulativeDistributionBinomial() | Internal Links | Dofollow |
2.17.3. MathQuantileBinomial() | Internal Links | Dofollow |
2.17.4. MathRandomBinomial() | Internal Links | Dofollow |
2.17.5. MathMomentsBinomial() | Internal Links | Dofollow |
2.18. Negative binomial distribution | Internal Links | Dofollow |
2.18.1. MathProbabilityDensityNegativeBinomial() | Internal Links | Dofollow |
2.18.2. MathCumulativeDistributionNegativeBinomial() | Internal Links | Dofollow |
2.18.3. MathQuantileNegativeBinomial() | Internal Links | Dofollow |
2.18.4. MathRandomNegativeBinomial() | Internal Links | Dofollow |
2.18.5. MathMomentsNegativeBinomial() | Internal Links | Dofollow |
2.19. Geometric distribution | Internal Links | Dofollow |
2.19.1. MathProbabilityDensityGeometric() | Internal Links | Dofollow |
2.19.2. MathCumulativeDistributionGeometric() | Internal Links | Dofollow |
2.19.3. MathQuantileGeometric() | Internal Links | Dofollow |
2.19.4. MathRandomGeometric() | Internal Links | Dofollow |
2.19.5. MathMomentsGeometric() | Internal Links | Dofollow |
2.20. Hypergeometric distribution | Internal Links | Dofollow |
2.20.1. MathProbabilityDensityHypergeometric() | Internal Links | Dofollow |
2.20.2. MathCumulativeDistributionHypergeometric() | Internal Links | Dofollow |
2.20.3. MathQuantileHypergeometric() | Internal Links | Dofollow |
2.20.4. MathRandomHypergeometric() | Internal Links | Dofollow |
2.20.5. MathMomentsHypergeometric() | Internal Links | Dofollow |
2.21. Poisson distribution | Internal Links | Dofollow |
2.21.1. MathProbabilityDensityPoisson() | Internal Links | Dofollow |
2.21.2. MathCumulativeDistributionPoisson() | Internal Links | Dofollow |
2.21.3. MathQuantilePoisson() | Internal Links | Dofollow |
2.21.4. MathRandomPoisson() | Internal Links | Dofollow |
2.21.5. MathMomentsPoisson() | Internal Links | Dofollow |
Table of correspondence to the statistical functions in R | Internal Links | Dofollow |
An example of using the functions | Internal Links | Dofollow |
Comparison of calculation speed | Internal Links | Dofollow |
Detected calculation errors in R | Internal Links | Dofollow |
References | Internal Links | Dofollow |
R language | Internal Links | Nofollow |
NaN | Internal Links | Dofollow |
mean() | Internal Links | Nofollow |
var() | Internal Links | Nofollow |
skewness() | Internal Links | Nofollow |
kurtosis() | Internal Links | Nofollow |
median() | Internal Links | Nofollow |
sd() | Internal Links | Nofollow |
aad() | Internal Links | Nofollow |
dnorm() | Internal Links | Nofollow |
dlnorm() | Internal Links | Nofollow |
dbeta() | Internal Links | Nofollow |
dgamma() | Internal Links | Nofollow |
dchisq() | Internal Links | Nofollow |
dexp() | Internal Links | Nofollow |
df() | Internal Links | Nofollow |
dt() | Internal Links | Nofollow |
dlogis() | Internal Links | Nofollow |
dcauchy() | Internal Links | Nofollow |
dunif() | Internal Links | Nofollow |
dweibull() | Internal Links | Nofollow |
dbinom() | Internal Links | Nofollow |
dnbinom() | Internal Links | Nofollow |
dgeom() | Internal Links | Nofollow |
dhyper() | Internal Links | Nofollow |
dpois() | Internal Links | Nofollow |
seq() | Internal Links | Nofollow |
rep() | Internal Links | Nofollow |
rev(x) | Internal Links | Nofollow |
identical() | Internal Links | Nofollow |
unique() | Internal Links | Nofollow |
order() | Internal Links | Nofollow |
sample() | Internal Links | Nofollow |
sum() | Internal Links | Nofollow |
prod() | Internal Links | Nofollow |
cumsum() | Internal Links | Nofollow |
diff() | Internal Links | Nofollow |
min() | Internal Links | Nofollow |
range() | Internal Links | Nofollow |
rank() | Internal Links | Nofollow |
corr() | Internal Links | Nofollow |
qunatile() | Internal Links | Nofollow |
fivenum() | Internal Links | Nofollow |
log() | Internal Links | Nofollow |
sin() | Internal Links | Nofollow |
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ceil() | Internal Links | Nofollow |
sinh() | Internal Links | Nofollow |
bitwNot() | Internal Links | Nofollow |
microbenchmark | Internal Links | Nofollow |
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ChiSquare | Internal Links | Nofollow |
NoncentralChiSquare | Internal Links | Nofollow |
new 64-bit compiler of the MQL5 | Internal Links | Dofollow |
"Continuous Univariate Distributions: Volume 1." | Internal Links | Nofollow |
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"Statistical Distributions" | Internal Links | Nofollow |
"Cumulative distribution function of the noncentral t distribution" | Internal Links | Nofollow |
"Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral t and the distribution of the square of the sample multiple correlation coefficient" | Internal Links | Nofollow |
Go to discussion | Internal Links | Dofollow |
Aleksey Nikolayev | Internal Links | Dofollow |
The Easy Way to Evaluate a Signal: Trading Activity, Drawdown/Load and MFE/MAE Distribution Charts | Internal Links | Dofollow |
LifeHack for trader: "Quiet" optimization or Plotting trade distributions | Internal Links | Dofollow |
Neural network: Self-optimizing Expert Advisor | Internal Links | Dofollow |
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