Download MetaTrader 5

Uniform distribution

This section contains functions for working with uniform distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the uniform law. The uniform distribution is defined by the following formula:

pdf_uniform_distribution

where:

  • x – value of the random variable
  • a –  parameter of the distribution (lower bound)
  • b – parameter of the distribution (upper bound)

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityUniform

Calculates the probability density function of the uniform distribution

MathCumulativeDistributionUniform

Calculates the value of the uniform probability distribution function

MathQuantileUniform

Calculates the value of the inverse uniform distribution function for the specified probability

MathRandomUniform

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the uniform law

MathMomentsUniform

Calculates the theoretical numerical values of the first 4 moments of the uniform distribution


Updated: 2017.01.10