phpOMS/Math/Stochastic/Distribution/UniformDistributionDiscrete.php
2021-10-11 20:04:39 +00:00

170 lines
3.3 KiB
PHP

<?php
/**
* Orange Management
*
* PHP Version 8.0
*
* @package phpOMS\Math\Stochastic\Distribution
* @copyright Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link https://orange-management.org
*/
declare(strict_types=1);
namespace phpOMS\Math\Stochastic\Distribution;
/**
* Uniform (discrete) distribution.
*
* @package phpOMS\Math\Stochastic\Distribution
* @license OMS License 1.0
* @link https://orange-management.org
* @since 1.0.0
*/
final class UniformDistributionDiscrete
{
/**
* Get probability mass function.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getPmf(float $a, float $b) : float
{
return 1 / ($b - $a + 1);
}
/**
* Get cumulative distribution function.
*
* @param float $k Value k element of [a, b]
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @throws \OutOfBoundsException
*
* @since 1.0.0
*/
public static function getCdf(float $k, float $a, float $b) : float
{
if ($k > $b || $k < $a) {
throw new \OutOfBoundsException('Out of bounds');
}
return (floor($k) - $a + 1) / ($b - $a + 1);
}
/**
* Get moment generating function.
*
* @param int $t Value t
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getMgf(int $t, float $a, float $b) : float
{
return (exp($a * $t) - exp(($b + 1) * $t))
/ (($b - $a + 1) * (1 - exp($t)));
}
/**
* Get skewness.
*
* @return float
*
* @since 1.0.0
*/
public static function getSkewness() : float
{
return 0.0;
}
/**
* Get Ex. kurtosis.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getExKurtosis(float $a, float $b) : float
{
$n = ($b - $a + 1);
return -6 / 5 * ($n ** 2 + 1) / ($n ** 2 - 1);
}
/**
* Get median.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getMedian(float $a, float $b) : float
{
return ($a + $b) / 2;
}
/**
* Get expected value.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getMean(float $a, float $b) : float
{
return ($a + $b) / 2;
}
/**
* Get variance.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getVariance(float $a, float $b) : float
{
return (($b - $a + 1) ** 2 - 1) / 12;
}
/**
* Get standard deviation.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getStandardDeviation(float $a, float $b) : float
{
return sqrt(self::getVariance($a, $b));
}
}