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43 lines
1.0 KiB
43 lines
1.0 KiB
package stats
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import (
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"math"
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)
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// ProbGeom generates the probability for a geometric random variable
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// with parameter p to achieve success in the interval of [a, b] trials
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// See https://en.wikipedia.org/wiki/Geometric_distribution for more information
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func ProbGeom(a int, b int, p float64) (prob float64, err error) {
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if (a > b) || (a < 1) {
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return math.NaN(), ErrBounds
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}
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prob = 0
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q := 1 - p // probability of failure
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for k := a + 1; k <= b; k++ {
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prob = prob + p*math.Pow(q, float64(k-1))
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}
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return prob, nil
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}
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// ProbGeom generates the expectation or average number of trials
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// for a geometric random variable with parameter p
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func ExpGeom(p float64) (exp float64, err error) {
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if (p > 1) || (p < 0) {
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return math.NaN(), ErrNegative
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}
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return 1 / p, nil
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}
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// ProbGeom generates the variance for number for a
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// geometric random variable with parameter p
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func VarGeom(p float64) (exp float64, err error) {
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if (p > 1) || (p < 0) {
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return math.NaN(), ErrNegative
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}
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return (1 - p) / math.Pow(p, 2), nil
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}
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