private void PopulateQuantileValues()
{
for (int k = 0; k < GetNumber() - 1; ++k)
{
_quantileValues[k] = (double)((Double)MathsUtil.BinomialCoefficient(k, GetNumber())
* Math.Pow(_p.GetValue(), k)
* Math.Pow(_p.GetInverseEventProb().GetValue(), GetNumber() - k));
if (k > 0)
{
_quantileValues[k] += _quantileValues[k - 1];
}
}
_quantileValues[GetNumber() - 1] = 1.0;
}
public static FloatType ShoreStandardNormalQuantileFunction <FloatType>(random.Probability p)
where FloatType : unmanaged
{
/*
* see:
* https://en.wikipedia.org/wiki/Normal_distribution#Numerical_approximations_for_the_normal_CDF
*/
double r, epsilon;
bool condition = p.GetValue() >= 0.5;
r = condition ? p : 1 - p;
epsilon = condition ? 1.0 : 0.0;
return((FloatType)(object)(epsilon * 5.5556 * (1 - Math.Pow(r / (1 - r), 0.1186))));
}
public HypergeometricDistribution(Probability p, int min, int max, int N)
: base(min, max)
{
_N = N;
if (N < min - max + 1)
{
throw new System.ArgumentOutOfRangeException("Nope, RTFM.");
}
/*
* we have to have N*p an integer
* so we may have to tweak p a bit
*/
int j = (int)(_N * p.GetValue());
_p = new Probability((double)j / _N);
PopulateQuantileValues();
}
override public double TheoreticalMean()
{
return(_p.GetValue());
}
