38 lines
1.1 KiB
Ruby
38 lines
1.1 KiB
Ruby
module Statistics
|
|
module Distribution
|
|
class Poisson
|
|
attr_accessor :expected_number_of_occurrences
|
|
|
|
alias_method :mean, :expected_number_of_occurrences
|
|
alias_method :variance, :expected_number_of_occurrences
|
|
|
|
def initialize(l)
|
|
self.expected_number_of_occurrences = l
|
|
end
|
|
|
|
def probability_mass_function(k)
|
|
return if k < 0 || expected_number_of_occurrences < 0
|
|
|
|
k = k.to_i
|
|
|
|
upper = (expected_number_of_occurrences ** k) * Math.exp(-expected_number_of_occurrences)
|
|
lower = Math.factorial(k)
|
|
|
|
upper/lower.to_f
|
|
end
|
|
|
|
def cumulative_function(k)
|
|
return if k < 0 || expected_number_of_occurrences < 0
|
|
|
|
k = k.to_i
|
|
|
|
upper = Math.lower_incomplete_gamma_function((k + 1).floor, expected_number_of_occurrences)
|
|
lower = Math.factorial(k.floor)
|
|
|
|
# We need the right tail, i.e.: The upper incomplete gamma function. This can be
|
|
# achieved by doing a substraction between 1 and the lower incomplete gamma function.
|
|
1 - (upper/lower.to_f)
|
|
end
|
|
end
|
|
end
|
|
end
|