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* use Devroye instead of Hormann for GIG * add gig header file * add gig test * move using declarations before member declaration * move using into each function * fix tab size and add init() * add test to jamfile * remove duplicate iostream operators * fix formatting again * add to docs * remove static because they use non-static member * add const in member functions * remove duplicate test * fix typo * need dist3 in three parameter test * specify test1 params * missing using std::cosh * sinh and cosh under c++11 * set arg3 different in test * set test arg value different from the default * add test3 to cover every line in gig * remove uninitialized variables compile warning in gig operator * did not add test3 mistakenly
113 lines
5.9 KiB
Plaintext
113 lines
5.9 KiB
Plaintext
[/
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/ Copyright (c) 2009 Steven Watanabe
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/
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/ Distributed under the Boost Software License, Version 1.0. (See
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/ accompanying file LICENSE_1_0.txt or copy at
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/ http://www.boost.org/LICENSE_1_0.txt)
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]
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In addition to the [link boost_random.reference.generators random number generators],
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this library provides distribution functions which map one distribution
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(often a uniform distribution provided by some generator) to another.
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Usually, there are several possible implementations of any given mapping.
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Often, there is a choice between using more space, more invocations of the
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underlying source of random numbers, or more time-consuming arithmetic such
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as trigonometric functions. This interface description does not mandate any
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specific implementation. However, implementations which cannot reach certain
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values of the specified distribution or otherwise do not converge
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statistically to it are not acceptable.
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[table Uniform Distributions
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[[distribution] [explanation] [example]]
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[[__uniform_smallint] [discrete uniform distribution on a small set of integers
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(much smaller than the range of the underlying
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generator)]
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[drawing from an urn]]
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[[__uniform_int_distribution] [discrete uniform distribution on a set of integers; the
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underlying generator may be called several times to gather
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enough randomness for the output]
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[drawing from an urn]]
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[[__uniform_01] [continuous uniform distribution on the range [0,1);
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important basis for other distributions]
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[-]]
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[[__uniform_real_distribution] [continuous uniform distribution on some range [min, max) of
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real numbers]
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[for the range [0, 2pi): randomly dropping a stick and
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measuring its angle in radians (assuming the angle is
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uniformly distributed)]]
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]
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[table Bernoulli Distributions
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[[distribution] [explanation] [example]]
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[[__bernoulli_distribution] [Bernoulli experiment: discrete boolean valued
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distribution with configurable probability]
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[tossing a coin (p=0.5)]]
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[[__binomial_distribution] [counts outcomes of repeated Bernoulli
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experiments]
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[tossing a coin 20 times and counting how many
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front sides are shown]]
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[[__geometric_distribution] [measures distance between outcomes of repeated
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Bernoulli experiments]
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[throwing a die several times and counting the
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number of tries until a "6" appears for the
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first time]]
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[[__negative_binomial_distribution] [Counts the number of failures of repeated
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Bernoulli experiments required to get some constant
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number of successes.]
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[flipping a coin and counting the number of
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heads that show up before we get 3 tails]]
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]
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[table Poisson Distributions
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[[distribution] [explanation] [example]]
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[[__poisson_distribution][poisson distribution]
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[counting the number of alpha particles emitted
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by radioactive matter in a fixed period of time]]
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[[__exponential_distribution] [exponential distribution]
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[measuring the inter-arrival time of alpha
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particles emitted by radioactive matter]]
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[[__gamma_distribution][gamma distribution][-]]
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[[__hyperexponential_distribution] [hyperexponential distribution] [service time of k-parallel servers each with a given service rate and probability to be chosen]]
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[[__weibull_distribution] [weibull distribution] [-]]
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[[__extreme_value_distribution] [extreme value distribution] [-]]
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[[__beta_distribution] [beta distribution] [-]]
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[[__laplace_distribution] [laplace distribution] [-]]
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]
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[table Normal Distributions
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[[distribution] [explanation] [example]]
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[[__normal_distribution] [counts outcomes of (infinitely) repeated Bernoulli
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experiments]
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[tossing a coin 10000 times and counting how many
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front sides are shown]]
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[[__lognormal_distribution] [lognormal distribution (sometimes used in
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simulations)]
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[measuring the job completion time of an assembly
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line worker]]
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[[__chi_squared_distribution][chi-squared distribution][-]]
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[[__non_central_chi_squared_distribution][non-central chi-squared distribution][-]]
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[[__cauchy_distribution][Cauchy distribution][-]]
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[[__fisher_f_distribution][Fisher F distribution][-]]
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[[__student_t_distribution][Student t distribution][-]]
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]
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[table Sampling Distributions
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[[distribution] [explanation] [example]]
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[[__discrete_distribution][discrete distribution with specific probabilities][rolling an unfair die]]
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[[__piecewise_constant_distribution][-][-]]
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[[__piecewise_linear_distribution][-][-]]
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]
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[table Miscellaneous Distributions
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[[distribution] [explanation] [example]]
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[[__triangle_distribution] [triangle distribution] [-]]
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[[__uniform_on_sphere] [uniform distribution on a unit sphere of arbitrary
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dimension]
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[choosing a random point on Earth (assumed to be a
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sphere) where to spend the next vacations]]
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[[__inverse_gaussian_distribution] [Inverse Gaussian Distribution] [The distribution is used to model non-negative, positively skewed data and has a wide variety of applications in business, survival analysis, finance, medicine, and even in labor dispute resolution.]]
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[[__generalized_inverse_gaussian_distribution][Generalized inverse Gaussian Distribution][-]]
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]
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