| [article Statistical Distribution Explorer |
| [quickbook 1.4] |
| [copyright 2008 Paul A. Bristow, John Maddock] |
| [license |
| Distributed under the Boost Software License, Version 1.0. |
| (See accompanying file LICENSE_1_0.txt or copy at |
| [@http://www.boost.org/LICENSE_1_0.txt]) |
| ] |
| [authors [Bristow, Paul A.], [Maddock, John]] |
| [category math] |
| [purpose mathematics] |
| [/last-revision $Date: 2009-05-22 13:49:00 -0400 (Fri, 22 May 2009) $] |
| ] |
| |
| A Windows utility to show the properties of statistical distributions |
| using parameters provided interactively by the user. |
| |
| The distributions provided are: |
| |
| *bernoulli |
| *beta_distribution |
| *binomial_distribution |
| *cauchy |
| *chi_squared |
| *exponential |
| *extreme_value |
| *fisher_f |
| *gamma_distribution |
| *lognormal_distribution |
| *negative_binomial_distribution |
| *normal_distribution |
| *pareto |
| *poisson |
| *rayleigh |
| *students_t |
| *triangular |
| *uniform |
| *weibull |
| |
| Properties of distributions computed are: |
| |
| *mean |
| *mode |
| *median |
| *variance |
| *standard deviation |
| *coefficient of variation, |
| *skewness |
| *kurtosis |
| *excess |
| *range supported |
| |
| Calculated, from values provided, are: |
| |
| *probability density (or mass) function (PDF) |
| *cumulative distribution function (CDF), and complement |
| *Quantiles (percentiles) are calculated for typical risk (alpha) probabilities (0.001, 0.01, 0.5, 0.1, 0.333) |
| and for additional probabilities provided by the user. |
| |
| Results can be saved to text files using Save or SaveAs. |
| All the values on the four tabs are output to the file chosen, |
| and are tab separated to assist input to other programs, |
| for example, spreadsheets or text editors. |
| |
| Note: Excel (for example), only shows 10 decimal digits, by default: |
| to display the maximum possible precision (abotu 15 decimal digits), |
| it is necessary to format all cells to display this precision. |
| Although unusually accurate, not all values computed by Distexplorer will be as accurate as this. |
| Values shown as NaN cannot be calculated from the value(s) given, |
| most commonly because the value input is outside the range for the distribution. |
| |
| For more information, including downloads, see |
| |
| [@http://distexplorer.sourceforge.net/ Distexplorer at Sourceforge] |
| |
| This Microsoft Windows 32 package distribution.exe |
| was generated from a C# program |
| and uses a boost_math.dll generated using the |
| Boost.Math C++ source code from the Boost.Math Toolkit, compiled in CLI mode, |
| containing the underlying statistical distribution classes and functions. |
| |
| All source code is freely available for view and use under the |
| [@http://www.boost.org/LICENSE_1_0.txt Boost Open Source License]. |
| |
| [@https://svn.boost.org/svn/boost/sandbox\math_toolkit\libs\math\dot_net_example |
| Math Toolkit C++ source code] |
| to produce boost_math.dll is in the most recent [@http://www.boost.org Boost] release, initially 1.35.0. |
| |
| It is distributed as a single Windows Installer package Setupdistex.msi. |
| Unzip the distexplorer.zip to a temporary location of your choice and run setup.exe. |
| |
| (Note that .NET framework 2.0 and VCredist are requirements for this program. |
| Most recent and updated Windows environments will already have these, |
| but they are quickly, easily and safely installed from the Microsoft site if required.) |
| |
| (The package cannot be run on other platforms at present but it should be possible |
| to build an equivalent utility on any C/C++ platform if anyone would like to undertake this task.) |
| |
| [/ Distexplorer.qbk |
| Copyright 2008 John Maddock and Paul A. Bristow. |
| Distributed under the Boost Software License, Version 1.0. |
| (See accompanying file LICENSE_1_0.txt or copy at |
| http://www.boost.org/LICENSE_1_0.txt). |
| ] |
| |