mirror of
https://github.com/boostorg/math.git
synced 2026-01-19 04:22:09 +00:00
Fixed some typos, changes 1 title, and fixed markup in normal_misc_examples.cpp.
[SVN r38947]
This commit is contained in:
@@ -230,7 +230,7 @@ and it is also deliberately over-commented.
|
||||
|
||||
[endsect] [/section:negative_binomial_example1]
|
||||
|
||||
[section:negative_binomial_example2 Negative Binomial example 2.]
|
||||
[section:negative_binomial_example2 Negative Binomial Table Printing Example.]
|
||||
Example program showing output of a table of values of cdf and pdf for various k failures.
|
||||
[import ../../example/negative_binomial_example2.cpp]
|
||||
[neg_binomial_example2]
|
||||
|
||||
@@ -91,7 +91,7 @@ Now we show a variety of predictions on the probability of heads:
|
||||
cout << "Probability of getting no heads is " << pdf(flip, 0) << endl;
|
||||
cout << "Probability of getting at least one head is " << 1. - pdf(flip, 0) << endl;
|
||||
/*`
|
||||
When we want to calculate the probabilty for a range or values we can sum the PDF's:
|
||||
When we want to calculate the probability for a range or values we can sum the PDF's:
|
||||
*/
|
||||
cout << "Probability of getting 0 or 1 heads is "
|
||||
<< pdf(flip, 0) + pdf(flip, 1) << endl; // sum of exactly == probabilities
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
// (See accompanying file LICENSE_1_0.txt
|
||||
// or copy at http://www.boost.org/LICENSE_1_0.txt)
|
||||
|
||||
// Simple example of computing probabilitiesfor a binomial random variable.
|
||||
// Simple example of computing probabilities for a binomial random variable.
|
||||
// Replication of source nag_binomial_dist (g01bjc).
|
||||
|
||||
// Shows how to replace NAG C library calls by Boost Math Toolkit C++ calls.
|
||||
@@ -32,7 +32,7 @@ int main()
|
||||
using boost::math::binomial_distribution;
|
||||
|
||||
// This replicates the computation of the examples of using nag-binomial_dist
|
||||
// using g01bjc in section g01 Somple Calculations on Statistical Data.
|
||||
// using g01bjc in section g01 Sample Calculations on Statistical Data.
|
||||
// http://www.nag.co.uk/numeric/cl/manual/pdf/G01/g01bjc.pdf
|
||||
// Program results section 8.3 page 3.g01bjc.3
|
||||
//8.2. Program Data
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
// (See accompanying file LICENSE_1_0.txt
|
||||
// or copy at http://www.boost.org/LICENSE_1_0.txt)
|
||||
|
||||
// Simple example of computing probabilitiesfor a binomial random variable.
|
||||
// Simple example of computing probabilities for a binomial random variable.
|
||||
// Replication of source nag_binomial_dist (g01bjc).
|
||||
|
||||
// Shows how to replace NAG C library calls by Boost Math Toolkit C++ calls.
|
||||
|
||||
@@ -57,13 +57,13 @@ int main()
|
||||
<< setprecision(precision) << setw(12) << pdf(s, z) << endl;
|
||||
}
|
||||
cout.precision(6); // default
|
||||
/*`And the area under the normal curve from -[infin] upto z,
|
||||
/*`And the area under the normal curve from -[infin] up to z,
|
||||
the cumulative distribution function (cdf).
|
||||
*/
|
||||
// For a standard normal distribution
|
||||
cout << "Standard normal mean = "<< s.mean()
|
||||
<< ", standard deviation = " << s.standard_deviation() << endl;
|
||||
cout << "Integral (area under the curve) from - infinity upto z " << endl;
|
||||
cout << "Integral (area under the curve) from - infinity up to z " << endl;
|
||||
cout << " z " " cdf " << endl;
|
||||
for (double z = -range; z < range + step; z += step)
|
||||
{
|
||||
@@ -129,16 +129,16 @@ that the true occurrence frequency lies *inside* the calculated interval.
|
||||
|
||||
/*`Notice the distinction between one-sided (also called one-tailed)
|
||||
where we are using a > *or* < test (and not both)
|
||||
and considering the area of the tail (integral) from z upto +[infin],
|
||||
and considering the area of the tail (integral) from z up to +[infin],
|
||||
and a two-sided test where we are using two > *and* < tests, and thus considering two tails,
|
||||
from -[infin] upto z low and z high upto +[infin].
|
||||
from -[infin] up to z low and z high up to +[infin].
|
||||
|
||||
So the 2-sided values alpha[i] are calculated using alpha[i]/2.
|
||||
|
||||
If we consider a simple example of alpha = 0.05, then for a two-sided test,
|
||||
the lower tail area from -[infin] upto -1.96 is 0.025 (alpha/2)
|
||||
and the upper tail area from +z upto +1.96 is also 0.025 (alpha/2),
|
||||
and the area between -1.96 upto 12.96 is alpha = 0.95.
|
||||
the lower tail area from -[infin] up to -1.96 is 0.025 (alpha/2)
|
||||
and the upper tail area from +z up to +1.96 is also 0.025 (alpha/2),
|
||||
and the area between -1.96 up to 12.96 is alpha = 0.95.
|
||||
and the sum of the two tails is 0.025 + 0.025 = 0.05,
|
||||
|
||||
*/
|
||||
@@ -165,19 +165,23 @@ easy to remember proportion of values that lie within 1, 2 and 3 standard deviat
|
||||
/*`
|
||||
To a useful precision, the 1, 2 & 3 percentages are 68, 95 and 99.7,
|
||||
and these are worth memorising as useful 'rules of thumb', as, for example, in
|
||||
[@http://en.wikipedia.org/wiki/Standard_deviation standard deviation]
|
||||
[@http://en.wikipedia.org/wiki/Standard_deviation standard deviation]:
|
||||
|
||||
[pre
|
||||
Fraction 1 standard deviation within either side of mean is 0.683
|
||||
Fraction 2 standard deviations within either side of mean is 0.954
|
||||
Fraction 3 standard deviations within either side of mean is 0.997
|
||||
]
|
||||
|
||||
We could of course get some really accurate values for these
|
||||
[@http://en.wikipedia.org/wiki/Confidence_interval confidence intervals]
|
||||
by using cout.precision(15);
|
||||
|
||||
[pre
|
||||
Fraction 1 standard deviation within either side of mean is 0.682689492137086
|
||||
Fraction 2 standard deviations within either side of mean is 0.954499736103642
|
||||
Fraction 3 standard deviations within either side of mean is 0.997300203936740
|
||||
]
|
||||
|
||||
But before you get too excited about this impressive precision,
|
||||
don't forget that the *confidence intervals of the standard deviation* are surprisingly wide,
|
||||
@@ -220,7 +224,8 @@ we construct a normal distribution called /bulbs/ with these values:
|
||||
/*`
|
||||
[note Real-life failures are often very ab-normal,
|
||||
with a significant number that 'dead-on-arrival' or suffer failure very early in their life:
|
||||
the lifetime of the suvivors of 'early mortality' may be well described by the normal distribution.]
|
||||
the lifetime of the survivors of 'early mortality' may be well described by the normal distribution.]
|
||||
*/
|
||||
//] [/normal_bulbs_example1 Quickbook end]
|
||||
}
|
||||
{
|
||||
@@ -445,7 +450,7 @@ Probability distribution function values
|
||||
3 0.0044318484119380075
|
||||
4 0.00013383022576488537
|
||||
Standard normal mean = 0, standard deviation = 1
|
||||
Integral (area under the curve) from - infinity upto z
|
||||
Integral (area under the curve) from - infinity up to z
|
||||
z cdf
|
||||
-4 3.1671241833119979e-005
|
||||
-3 0.0013498980316300959
|
||||
|
||||
Reference in New Issue
Block a user