Class: Bernoulli::Distribution::Poisson

Inherits:
Object
  • Object
show all
Includes:
Bernoulli::Distribution
Defined in:
lib/bernoulli/distribution/poisson.rb

Overview

Implements Poisson distributed random variable See en.wikipedia.org/wiki/Poisson_distribution for more information

Instance Method Summary collapse

Methods included from Bernoulli::Distribution

#[], #standard_deviation

Constructor Details

#initialize(l) ⇒ Poisson

Returns a new instance of Poisson.

Parameters:

  • l (Float) —

    the avarage rate of success in a time period



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# File 'lib/bernoulli/distribution/poisson.rb', line 15

def initialize(l)
  if l <= 0.0
    raise 'Expecting l > 0.0'
  end
  @l = l.to_f
end

Instance Method Details

#excess ⇒ Object 



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# File 'lib/bernoulli/distribution/poisson.rb', line 51

def excess
  1 / @l
end

#expected_value ⇒ Object Also known as: ev 



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# File 'lib/bernoulli/distribution/poisson.rb', line 37

def expected_value
  @l
end

#probability(k) ⇒ Float

in the time period

Parameters:

  • k (Integer) —

    number of successes (>= 0)

Returns:

  • (Float) —

    the probability of ‘k` successes



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# File 'lib/bernoulli/distribution/poisson.rb', line 29

def probability(k)
  (@l**k / Math.factorial(k)) * Math.exp(-@l)
end

#probability_range(r) ⇒ Object 



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# File 'lib/bernoulli/distribution/poisson.rb', line 33

def probability_range(r)
  Math.exp(-@l) * r.inject(0) { |s, k| s + (@l**k / Math.factorial(k)) }
end

#skewness ⇒ Object 



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# File 'lib/bernoulli/distribution/poisson.rb', line 47

def skewness
  1 / Math.sqrt(@l)
end

#to_s ⇒ Object 



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# File 'lib/bernoulli/distribution/poisson.rb', line 22

def to_s
  "#<Distribution::Poisson @l=#@l>"
end

#variance ⇒ Object Also known as: v 



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# File 'lib/bernoulli/distribution/poisson.rb', line 42

def variance
  @l
end