eBook

Esiur.Analysis/Statistics/Distributions.cs

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+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;
+        }
+    }
+}