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document poisson distribution
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@@ -1,26 +1,32 @@
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#include <iostream>
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/**
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* @file
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* @brief [Poisson
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* statistics](https://en.wikipedia.org/wiki/Poisson_distribution)
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*
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* The Poisson distribution counts how many
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* events occur over a set time interval.
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*/
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#include <cmath>
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#include <iostream>
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// The Poisson distribution counts how many
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// events occur over a set time interval
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// https://en.wikipedia.org/wiki/Poisson_distribution
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// calculate the events per unit time
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// e.g 5 dollars every 2 mins = 5 / 2 = 2.5
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/**
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* poisson rate:\n
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* calculate the events per unit time\n
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* e.g 5 dollars every 2 mins = 5 / 2 = 2.5
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*/
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double poisson_rate(double events, double timeframe) {
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return events / timeframe;
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}
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// calculate the expected value over a time
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// e.g rate of 2.5 over 10 mins = 2.5 x 10 = 25
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double poisson_expected(double rate, double time) {
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return rate * time;
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}
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// find the factorial of a given number
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/**
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* calculate the expected value over a time
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* e.g rate of 2.5 over 10 mins = 2.5 x 10 = 25
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*/
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double poisson_expected(double rate, double time) { return rate * time; }
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/**
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* Compute factorial of a given number
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*/
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double fact(double x) {
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double x_fact = x;
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for (int i = x - 1; i > 0; i--) {
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@@ -33,14 +39,18 @@ double fact(double x) {
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return x_fact;
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}
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// find the probability of x successes in a Poisson dist
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/**
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* Find the probability of x successes in a Poisson dist.
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* \f[p(\mu,x) = \frac{\mu^x e^{-\mu}}{x!}\f]
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*/
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double poisson_x_successes(double expected, double x) {
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return (pow(expected, x) * exp(-expected)) / fact(x);
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return (std::pow(expected, x) * std::exp(-expected)) / fact(x);
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}
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// probability of a success in range for Poisson dist (inclusive, inclusive)
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/**
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* probability of a success in range for Poisson dist (inclusive, inclusive)
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* \f[P = \sum_i p(\mu,i)\f]
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*/
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double poisson_range_successes(double expected, double lower, double upper) {
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double probability = 0;
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for (int i = lower; i <= upper; i++) {
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@@ -49,6 +59,9 @@ double poisson_range_successes(double expected, double lower, double upper) {
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return probability;
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}
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/**
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* main function
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*/
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int main() {
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double rate, expected;
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rate = poisson_rate(3, 1);
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@@ -57,10 +70,10 @@ int main() {
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expected = poisson_expected(rate, 2);
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std::cout << "Poisson expected : " << expected << std::endl;
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std::cout << "Poisson 0 successes : "
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<<poisson_x_successes(expected, 0) <<std::endl;
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std::cout << "Poisson 0 successes : " << poisson_x_successes(expected, 0)
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<< std::endl;
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std::cout << "Poisson 0-8 successes : "
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<< poisson_range_successes(expected, 0, 8) <<std::endl;
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<< poisson_range_successes(expected, 0, 8) << std::endl;
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return 0;
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}
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