document poisson distribution

This commit is contained in:
Krishna Vedala
2020-05-28 17:14:39 -04:00
parent 7047300464
commit 9a7018c5c8

View File

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