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1 Statistical Distribution Explorer
2
3 Paul A. Bristow
4 John Maddock
5
6 Copyright © 2008 , 2009, 2010, 2012 Paul A. Bristow, John Maddock
7
8 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)
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10 A Windows utility to show the properties of statistical distributions using parameters provided interactively by the user.
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12 The 31 distributions provided (by version 1.0.1.52) are:
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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
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46 Properties of distributions computed (where possible) are:
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48 * mean
49 * mode
50 * median
51 * variance
52 * standard deviation
53 * coefficient of variation,
54 * skewness
55 * kurtosis
56 * excess
57 * range supported
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59 Calculated, from values provided, are:
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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.
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65 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.
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67 Note: 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.
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69 For more information, including downloads, and this index.html file, see Distexplorer at Sourceforge.
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71 This 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).
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73 All source code is freely available for view and for use under the Boost Open Source License.
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75 Math 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/.
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77 Installation
78 ============
79 Statistical 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).
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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.)
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85 Last revised: 15 Oct 2012
86