1Statistical Distribution Explorer 2 3Paul A. Bristow 4John Maddock 5 6Copyright � 2008 , 2009, 2010, 2012 Paul A. Bristow, John Maddock 7 8Distributed 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) 9 10A Windows utility to show the properties of statistical distributions using parameters provided interactively by the user. 11 12The 31 distributions provided (by version 1.0.1.52) are: 13 14 * bernoulli 15 * beta 16 * binomial 17 * cauchy 18 * chi_squared 19 * exponential 20 * extreme_value 21 * fisher_f 22 * gamma 23 * geometric 24 * hypergeometric 25 * inverse_chi_squared 26 * inverse_gamma 27 * inverse_gaussian 28 * laplace 29 * logistic 30 * lognormal 31 * negative_binomial 32 * non-central beta 33 * non-central_chi_squared 34 * non-central_F 35 * non-central_t 36 * normal (Gaussian) 37 * pareto 38 * poisson 39 * rayleigh 40 * students_t 41 * skew_normal 42 * triangular 43 * uniform 44 * weibull 45 46Properties of distributions computed (where possible) are: 47 48 * mean 49 * mode 50 * median 51 * variance 52 * standard deviation 53 * coefficient of variation, 54 * skewness 55 * kurtosis 56 * excess 57 * range supported 58 59Calculated, from values provided, are: 60 61 * probability density (or mass) function (PDF) 62 * cumulative distribution function (CDF), and complement 63 * Quantiles (percentiles) are calculated for typical risk (alpha) probabilities (0.001, 0.01, 0.5, 0.1, 0.333) and for additional probabilities that can be requested by the user. 64 65Results 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. 66 67Note: Excel (for example), by default, only shows 10 decimal digits: to display the maximum possible precision (about 15 decimal digits), it is necessary to format all cells to display this precision. Although unusually accurate, not all values computed by Statistical Distribution Explorer will be as accurate as 15 decimal digits. 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. 68 69For more information, including downloads, and this index.html file, see Distexplorer at Sourceforge. 70 71This Microsoft Windows 32 package was generated from a C# program and uses a boost_math.dll generated using the Boost.Math C++ source code containing the underlying statistical distribution classes and functions (C++ was compiled in CLI mode). 72 73All source code is freely available for view and for use under the Boost Open Source License. 74 75Math Toolkit C++ source code to produce boost_math.dll is in the most recent Boost release, currently 1.52.0 (and the Boost version used to build the explorer is embedded in its version number). You can download the current Boost library and find the source to build the Distribution Explorer at /libs/math/dot_net_example/. 76 77Installation 78============ 79Statistical Distribution Explorer is distributed as a single Windows Installer package setupdistex.msi. Unzip the distexplorer.zip file to a temporary location of your choice and run setupdistex.msi. 80 81(If the program installs OK, but does not run, it will be necessary to run setup.exe to install Microsoft redistributables. This is because .NET Framework 4.0 Client Profile and VC Redistributable X86 are requirements for this program. Most recent and updated Windows environments will already have these installed, but they are quickly, easily and safely installed from the Microsoft site if required. This program has been tested on Windows 200 up to Windows 8). 82 83(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.) 84 85Last revised: 15 Oct 2012 86 87