public EvenDistribution(double a, double b)
{
this.a = a;
this.b = b;
int m = 24;
long M = 2147483648;
long beta = Beta(m);
MCM = new MultiplicativeCongruentialMethod(2147483648, beta);
}
public ExponentialDistribution(double l)
{
this.l = l;
a = 0;
b = 1.5;
int m = 24;
long M = 2147483648;
long beta = Beta(m);
MCM = new MultiplicativeCongruentialMethod(2147483648, beta);
}
public NormalDistribution(double m, double d2)
{
this.a = -8;
this.b = -this.a;
this.m = m;
this.d2 = d2;
int _m = 24;
long M = 2147483648;
long beta = Beta(_m);
MCM = new MultiplicativeCongruentialMethod(2147483648, beta);
}
public void SolveEquation()
{
double[][] A =
{
new[] { -0.3, 0.2 },
new[] { -0.2, 0.3 }
};
double[][] p =
{
new[] { 0.5, 0.5 },
new[] { 0.5, 0.5 }
};
double[] f = { 2, -1 };
double[] pi = { 0.5, 0.5 };
const int N = 1000;
int[] I = new int[N + 1];
double[] Q = new double[N + 1];
double[] x = { 0, 0 };
int n = 1000;
double[] ksi = new double[n];
int m = 24;
long M = 2147483648;
long beta = Beta(m);
MultiplicativeCongruentialMethod dt = new MultiplicativeCongruentialMethod(M, beta);
double alpha;
double result = 0;
string fileEquation = "Equation.txt";
using (StreamWriter streamWriter = new StreamWriter(fileEquation))
{
for (int comp = 0; comp <= 1; comp++)
{
double[] h = { 0, 0 };
h[comp] = 1;
for (int j = 0; j < n; j++)
{
alpha = dt.GetElement();
I[0] = (alpha < pi[0] ? 0 : 1);
for (int k = 1; k <= N; k++)
{
alpha = dt.GetElement();
I[k] = (alpha < 0.5 ? 0 : 1);
}
Q[0] = (pi[I[0]] > 0 ? h[I[0]] / pi[I[0]] : 0);
for (int k = 1; k <= N; k++)
{
Q[k] = (p[I[k - 1]][I[k]] > 0 ? Q[k - 1] * A[I[k - 1]][I[k]] / p[I[k - 1]][I[k]] : 0);
}
for (int k = 0; k <= N; k++)
{
ksi[j] = 0;
}
for (int k = 0; k <= N; k++)
{
ksi[j] += Q[k] * f[I[k]];
}
}
result = 0;
for (int k = 0; k < N; k++)
{
result += ksi[k];
}
result /= N;
x[comp] = result;
streamWriter.WriteLine("x" + comp + " = " + x[comp]);
}
}
}