* @author Dennis Eichhorn * @copyright 2013 Dennis Eichhorn * @license OMS License 1.0 * @version 1.0.0 * @link http://orange-management.com */ namespace phpOMS\Math\Stochastic\Distribution; /** * Exponential distribution. * * @category Framework * @package phpOMS\DataStorage\Database * @author OMS Development Team * @author Dennis Eichhorn * @license OMS License 1.0 * @link http://orange-management.com * @since 1.0.0 */ class ExponentialDistribution { /** * Get probability density function. * * @param float $x * @param float $lambda * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getPdf(float $x, float $lambda) : float { return $x >= 0 ? $lambda * exp(-$lambda * $x) : 0; } /** * Get cumulative distribution function. * * @param float $x * @param float $lambda * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getCdf(float $x, float $lambda) : float { return $x >= 0 ? 1 - exp($lambda * $x) : 0; } /** * Get mode. * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getMode() : float { return 0; } /** * Get expected value. * * @param float $lambda * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getMean(float $lambda) : float { return 1 / $lambda; } /** * Get expected value. * * @param float $lambda * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getMedian(float $lambda) : float { return 1 / $lambda; } /** * Get variance. * * @param float $lambda * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getVariance(float $lambda) : float { return pow($lambda, -2); } /** * Get moment generating function. * * @param float $t * @param float $lambda * * @return float * * @throws * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getMgf(float $t, float $lambda) : float { if ($t >= $lambda) { throw new \Exception('Out of bounds'); } return $lambda / ($lambda - $t); } /** * Get skewness. * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getSkewness() : float { return 2; } /** * Get Ex. kurtosis. * * @return float * * @since 1.0.0 * @author Dennis Eichhorn */ public static function getExKurtosis() : float { return 6; } public static function getRandom() { } }