//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is distributed under the University of Illinois Open Source // License. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // // template // class binomial_distribution // template result_type operator()(_URNG& g); #include #include #include #include #include template inline T sqr(T x) { return x * x; } int main() { { typedef std::binomial_distribution<> D; typedef std::minstd_rand G; G g; D d(5, .75); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(std::abs(mean - x_mean) / x_mean < 0.01); assert(std::abs(var - x_var) / x_var < 0.01); assert(std::abs(skew - x_skew) / x_skew < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(30, .03125); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(std::abs(mean - x_mean) / x_mean < 0.01); assert(std::abs(var - x_var) / x_var < 0.01); assert(std::abs(skew - x_skew) / x_skew < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(40, .25); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(std::abs(mean - x_mean) / x_mean < 0.01); assert(std::abs(var - x_var) / x_var < 0.01); assert(std::abs(skew - x_skew) / x_skew < 0.03); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(40, 0); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(mean == x_mean); assert(var == x_var); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(40, 1); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(mean == x_mean); assert(var == x_var); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(400, 0.5); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(std::abs(mean - x_mean) / x_mean < 0.01); assert(std::abs(var - x_var) / x_var < 0.01); assert(std::abs(skew - x_skew) < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(1, 0.5); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(std::abs(mean - x_mean) / x_mean < 0.01); assert(std::abs(var - x_var) / x_var < 0.01); assert(std::abs(skew - x_skew) < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(0, 0.005); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(mean == x_mean); assert(var == x_var); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(0, 0); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(mean == x_mean); assert(var == x_var); } { typedef std::binomial_distribution<> D; typedef std::mt19937 G; G g; D d(0, 1); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.t() * d.p(); double x_var = x_mean*(1-d.p()); double x_skew = (1-2*d.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; assert(mean == x_mean); assert(var == x_var); } }