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1 |
1 | <?php |
2 | /** |
3 | * Jingga |
4 | * |
5 | * PHP Version 8.1 |
6 | * |
7 | * @package phpOMS\Math\Stochastic\Distribution |
8 | * @copyright Dennis Eichhorn |
9 | * @license OMS License 2.0 |
10 | * @version 1.0.0 |
11 | * @link https://jingga.app |
12 | */ |
13 | declare(strict_types=1); |
14 | |
15 | namespace phpOMS\Math\Stochastic\Distribution; |
16 | |
17 | use phpOMS\Math\Functions\Functions; |
18 | |
19 | /** |
20 | * Binomial distribution. |
21 | * |
22 | * @package phpOMS\Math\Stochastic\Distribution |
23 | * @license OMS License 2.0 |
24 | * @link https://jingga.app |
25 | * @since 1.0.0 |
26 | */ |
27 | final class BinomialDistribution |
28 | { |
29 | /** |
30 | * Get mode. |
31 | * |
32 | * @param int $n Value n |
33 | * @param float $p Value p |
34 | * |
35 | * @return float |
36 | * |
37 | * @since 1.0.0 |
38 | */ |
39 | public static function getMode(int $n, float $p) : float |
40 | { |
41 | return \floor(($n + 1) * $p); |
42 | } |
43 | |
44 | /** |
45 | * Get moment generating function. |
46 | * |
47 | * @param int $n Value n |
48 | * @param float $t Value t |
49 | * @param float $p Value p |
50 | * |
51 | * @return float |
52 | * |
53 | * @since 1.0.0 |
54 | */ |
55 | public static function getMgf(int $n, float $t, float $p) : float |
56 | { |
57 | return \pow(1 - $p + $p * \exp($t), $n); |
58 | } |
59 | |
60 | /** |
61 | * Get skewness. |
62 | * |
63 | * @param int $n Value n |
64 | * @param float $p Value p |
65 | * |
66 | * @return float |
67 | * |
68 | * @since 1.0.0 |
69 | */ |
70 | public static function getSkewness(int $n, float $p) : float |
71 | { |
72 | return (1 - 2 * $p) / \sqrt($n * $p * (1 - $p)); |
73 | } |
74 | |
75 | /** |
76 | * Get Fisher information. |
77 | * |
78 | * @param int $n Value n |
79 | * @param float $p Value p |
80 | * |
81 | * @return float |
82 | * |
83 | * @since 1.0.0 |
84 | */ |
85 | public static function getFisherInformation(int $n, float $p) : float |
86 | { |
87 | return $n / ($p * (1 - $p)); |
88 | } |
89 | |
90 | /** |
91 | * Get Ex. kurtosis. |
92 | * |
93 | * @param int $n Value n |
94 | * @param float $p Value p |
95 | * |
96 | * @return float |
97 | * |
98 | * @since 1.0.0 |
99 | */ |
100 | public static function getExKurtosis(int $n, float $p) : float |
101 | { |
102 | return (1 - 6 * $p * (1 - $p)) / ($n * $p * (1 - $p)); |
103 | } |
104 | |
105 | /** |
106 | * Get cumulative distribution function. |
107 | * |
108 | * @param int $n Value n |
109 | * @param int $x Value x |
110 | * @param float $p Value p |
111 | * |
112 | * @return float |
113 | * |
114 | * @since 1.0.0 |
115 | */ |
116 | public static function getCdf(int $n, int $x, float $p) : float |
117 | { |
118 | $sum = 0.0; |
119 | |
120 | for ($i = 1; $i < $x; ++$i) { |
121 | $sum += self::getPmf($n, $i, $p); |
122 | } |
123 | |
124 | return $sum; |
125 | } |
126 | |
127 | /** |
128 | * Get probability mass function. |
129 | * |
130 | * Formula: C(n, k) * p^k * (1-p)^(n-k) |
131 | * |
132 | * @param int $n Value n |
133 | * @param int $k Value k |
134 | * @param float $p Value p |
135 | * |
136 | * @return float |
137 | * |
138 | * @since 1.0.0 |
139 | */ |
140 | public static function getPmf(int $n, int $k, float $p) : float |
141 | { |
142 | return Functions::binomialCoefficient($n, $k) * \pow($p, $k) * \pow(1 - $p, $n - $k); |
143 | } |
144 | |
145 | /** |
146 | * Get median. |
147 | * |
148 | * @param int $n Value n |
149 | * @param float $p Value p |
150 | * |
151 | * @return float |
152 | * |
153 | * @since 1.0.0 |
154 | */ |
155 | public static function getMedian(int $n, float $p) : float |
156 | { |
157 | return \floor($n * $p); |
158 | } |
159 | |
160 | /** |
161 | * Get expected value. |
162 | * |
163 | * @param int $n Value n |
164 | * @param float $p Value p |
165 | * |
166 | * @return float |
167 | * |
168 | * @since 1.0.0 |
169 | */ |
170 | public static function getMean(int $n, float $p) : float |
171 | { |
172 | return $n * $p; |
173 | } |
174 | |
175 | /** |
176 | * Get variance. |
177 | * |
178 | * @param int $n Value n |
179 | * @param float $p Value p |
180 | * |
181 | * @return float |
182 | * |
183 | * @since 1.0.0 |
184 | */ |
185 | public static function getVariance(int $n, float $p) : float |
186 | { |
187 | return $n * $p * (1 - $p); |
188 | } |
189 | |
190 | /** |
191 | * Get standard deviation. |
192 | * |
193 | * @param int $n Value n |
194 | * @param float $p Value p |
195 | * |
196 | * @return float |
197 | * |
198 | * @since 1.0.0 |
199 | */ |
200 | public static function getStandardDeviation(int $n, float $p) : float |
201 | { |
202 | return \sqrt(self::getVariance($n, $p)); |
203 | } |
204 | } |