distributions

distributions

The distributions module exposes single-sample distribution functions and a named-distribution dist_sample_n runner. For PDF/CDF/quantile functions and sampling from heavier distributions (chi-square, Student’s t, beta, gamma), see distributions_advanced.

Import

use std::core::distributions

Basic Distribution Samplers

Each call returns a single sample.

Function	Description
dist_uniform(lo: number, hi: number)	Uniform U(lo, hi)
dist_lognormal(mean: number, std: number)	Lognormal with underlying-normal (mean, std)
dist_exponential(lambda: number)	Exponential with rate lambda
dist_poisson(lambda: number)	Poisson with rate lambda

use std::core::distributions

let u = distributions::dist_uniform(0.0, 1.0)
let p = distributions::dist_poisson(3.5)

distributions::dist_sample_n(name: string, params: Array<number>, n: int) -> Array<number>

Sample n values from a named distribution. name is one of "uniform" | "lognormal" | "exponential" | "poisson"; params matches that distribution’s argument order.

let samples = distributions::dist_sample_n("uniform", [0.0, 1.0], 1000)

Advanced Distributions

The distributions_advanced module ships PDF / CDF / sampling for additional distributions, plus helpers gamma, beta_fn, and special functions.

use std::core::distributions_advanced

Family	Functions
Normal	normal_pdf(x, mu?, sigma?), normal_cdf(x, mu?, sigma?), normal_quantile(p, mu?, sigma?)
Chi-square	chi_square_pdf(x, k), chi_square_cdf(x, k), chi_square_sample(k)
Student’s t	t_pdf(x, df), t_cdf(x, df), t_sample(df)
Beta	beta_pdf(x, a, b), beta_cdf(x, a, b), beta_sample(a, b)
Gamma	gamma_pdf(x, k, theta?), gamma_cdf(x, k, theta?), gamma_sample(k, theta?)
Special	gamma(x), beta_fn(a, b)

use std::core::distributions_advanced

print(distributions_advanced::normal_cdf(1.96))   // ~0.975
let z = distributions_advanced::normal_quantile(0.95)

See Also

• random — low-level PRNG primitives
• stochastic — continuous-time processes built on distributions
• monte_carlo — simulation runner with variance reduction