// Approximate as normal (true if other is Gaussian)
public override ContinuousDistribution Plus(ContinuousDistribution two)
{
return(new GaussianDistribution(mean + two.Mean, variance + two.Variance));
/*return new GaussianDistribution((mean * two.Variance + two.Mean * variance) / (variance + two.Variance),
* variance * two.Variance / (variance + two.Variance));*/
}
public override ContinuousDistribution Plus(ContinuousDistribution two)
{
if (two is ClippedGaussianDistribution)
{
ClippedGaussianDistribution other = (ClippedGaussianDistribution)two;
return(new ClippedGaussianDistribution(mean + two.Mean, variance + two.Variance, lower + other.lower, upper + other.upper));
}
return(new GaussianDistribution(mean + two.Mean, variance + two.Variance));
}
public TransformedDistribution(ContinuousDistribution distribution, double shift, double scale)
{
this.distribution = distribution;
this.shift = shift;
this.scale = scale;
}
public override ContinuousDistribution Times(ContinuousDistribution two)
{
return(new GaussianDistribution((mean * two.Variance + two.Mean * variance) / (variance + two.Variance),
variance * two.Variance / (variance + two.Variance)));
}
// Approximate as normal-- very poor approximation -- assume far from 0
public override ContinuousDistribution DividedBy(ContinuousDistribution two)
{
return(Times(new GaussianDistribution(1 / two.Mean, two.Variance / (two.Mean * two.Mean))));
}
// Approximate as normal (poor approximation) - from (mu1 + s1) * (mu2 + s2)
public override ContinuousDistribution Times(ContinuousDistribution two)
{
return(new GaussianDistribution(mean * two.Mean, Math.Abs(mean) * two.Variance + Math.Abs(two.Mean) * variance));
}
public override ContinuousDistribution Times(ContinuousDistribution two)
{
return(two);
}
public virtual ContinuousDistribution DividedBy(ContinuousDistribution two)
{
throw new NotImplementedException();
}
public virtual ContinuousDistribution Times(ContinuousDistribution two)
{
throw new NotImplementedException();
}
public virtual ContinuousDistribution Minus(ContinuousDistribution two)
{
return(this.Plus(two.Negate()));
}
