eBook

Esiur.Analysis/Statistics/Distributions.cs

@@ -0,0 +1,55 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace Esiur.Analysis.Statistics
+{
+    public static class Distributions
+    {
+
+
+        public static int Factorial(this int n)
+        {
+            var rt = 1;
+            while (n > 1)
+                rt *= n--;
+            return rt;
+        }
+
+        public static int Permutation(int n, int k)
+        {
+            var rt = 1;
+            var l = n - k;
+            while (n > l)
+                rt *= n--;
+            return n;
+        }
+
+        public static int Combination(int n, int k)
+        {
+            var rt = 1;
+            while (n > k)
+                rt *= n--;
+
+            rt /= Factorial(n - k);
+
+            return rt;
+        }
+
+        public static Probability Binomial(Probability p, int n, int x)
+        {
+            return Combination(n, x) * p.Power(x) * (1 - p.Power(n - x));
+        }
+
+        public static Probability Poisson(double l, int x)
+        {
+            return Math.Exp(-l) * Math.Pow(l, x) / Factorial(x);
+        }
+
+        public static Probability Geometric(Probability p, int x)
+        {
+            // joint probability of failures and one success
+            return p.Inverse().Power(x - 1) * p;
+        }
+    }
+}

Esiur.Analysis/Statistics/Probability.cs

@@ -12,6 +12,7 @@ namespace Esiur.Analysis.Statistics
         public static implicit operator Probability(double v) => new Probability(v);
         public static implicit operator double(Probability v) => v.Value;
 
+        
         public Probability(double value)
         {
             if (value > 1 || value < 0)
@@ -27,5 +28,15 @@ namespace Esiur.Analysis.Statistics
         {
             return (Math.Round(Value * 10000) / 100) + "%";
         }
+
+        public Probability Power(double exponent)
+        {
+            return Math.Pow(Value, exponent);
+        }
+
+        public Probability Inverse()
+        {
+            return 1 - Value;
+        }
     }
 }

Esiur.Analysis/Statistics/StatisticalFunctions.cs

@@ -28,8 +28,11 @@ namespace Esiur.Analysis.Statistics
             double rt = 0;
 
             for (var i = 0; i < n; i++)
+            {
                 rt += (x[i] - X) * (y[i] - Y);
-
+                rt += (x[i] * y[i] - Y * x[i] - X * y[i] + X * Y);//  - X) * (y[i] - Y);
+            }
+            
             return rt / n;
         }