public void DistributionFunctionTest2() { // Verified against http://stattrek.com/online-calculator/hypergeometric.aspx int population = 20; int populationSuccess = 8; int sample = 6; double[] pmf = { 0.0238390092879257, 0.163467492260062, 0.357585139318886, 0.317853457172343, 0.119195046439628, 0.0173374613003096, 0.000722394220846233 }; double[] less = { 0.0000000000000000, 0.023839009287926, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478844, 0.999277605779154 }; double[] lessEqual = { 0.0238390092879257, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478845, 0.999277605779154, 1 }; double[] greater = { 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.018059855521155, 0.000722394220845968, 0 }; double[] greaterEqual = { 1, 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.0180598555211555, 0.00072239422084619 }; var target = new HypergeometricDistribution(population, populationSuccess, sample); for (int i = 0; i < pmf.Length; i++) { { // P(X = i) double actual = target.ProbabilityMassFunction(i); Assert.AreEqual(pmf[i], actual, 1e-4); Assert.IsFalse(Double.IsNaN(actual)); } { // P(X <= i) double actual = target.DistributionFunction(i); Assert.AreEqual(lessEqual[i], actual, 1e-4); Assert.IsFalse(Double.IsNaN(actual)); } { // P(X < i) double actual = target.DistributionFunction(i, inclusive: false); Assert.AreEqual(less[i], actual, 1e-4); Assert.IsFalse(Double.IsNaN(actual)); } { // P(X > i) double actual = target.ComplementaryDistributionFunction(i); Assert.AreEqual(greater[i], actual, 1e-4); Assert.IsFalse(Double.IsNaN(actual)); } { // P(X >= i) double actual = target.ComplementaryDistributionFunction(i, inclusive: true); Assert.AreEqual(greaterEqual[i], actual, 1e-4); Assert.IsFalse(Double.IsNaN(actual)); } } }
public void ConstructorTest() { int populationSize = 15; // population size N int success = 7; // number of successes in the sample int samples = 8; // number of samples drawn from N // Create a new Hypergeometric distribution with N = 15, n = 8, and s = 7 var dist = new HypergeometricDistribution(populationSize, success, samples); double mean = dist.Mean; // 1.3809523809523812 double median = dist.Median; // 4.0 double var = dist.Variance; // 3.2879818594104315 double mode = dist.Mode; // 4.0 double cdf = dist.DistributionFunction(k: 2); // 0.80488799999999994 double ccdf = dist.ComplementaryDistributionFunction(k: 2); // 0.19511200000000006 double pdf1 = dist.ProbabilityMassFunction(k: 4); // 0.38073038073038074 double pdf2 = dist.ProbabilityMassFunction(k: 5); // 0.18275058275058276 double pdf3 = dist.ProbabilityMassFunction(k: 6); // 0.030458430458430458 double lpdf = dist.LogProbabilityMassFunction(k: 2); // -2.3927801721315989 int icdf1 = dist.InverseDistributionFunction(p: 0.17); // 4 int icdf2 = dist.InverseDistributionFunction(p: 0.46); // 4 int icdf3 = dist.InverseDistributionFunction(p: 0.87); // 5 int icdf4 = dist.InverseDistributionFunction(p: 0.50); double hf = dist.HazardFunction(x: 4); // 1.7753623188405792 double chf = dist.CumulativeHazardFunction(x: 4); // 1.5396683418789763 string str = dist.ToString(CultureInfo.InvariantCulture); // "HyperGeometric(x; N = 15, m = 7, n = 8)" Assert.AreEqual(3.7333333333333334, mean); Assert.AreEqual(4.0, median); Assert.AreEqual(0.99555555555555553, var); Assert.AreEqual(4, mode); Assert.AreEqual(1.5396683418789763, chf, 1e-10); Assert.AreEqual(0.10023310023310024, cdf); Assert.AreEqual(0.38073038073038074, pdf1); Assert.AreEqual(0.18275058275058276, pdf2); Assert.AreEqual(0.030458430458430458, pdf3); Assert.AreEqual(-2.3927801721315989, lpdf); Assert.AreEqual(1.7753623188405792, hf); Assert.AreEqual(0.89976689976689972, ccdf); Assert.AreEqual(3, icdf1); Assert.AreEqual(4, icdf2); Assert.AreEqual(5, icdf3); Assert.AreEqual("HyperGeometric(x; N = 15, m = 7, n = 8)", str); }