phpOMS/Math/Stochastic/Distribution/UniformDistributionContinuous.php

166 lines
3.1 KiB
PHP

<?php
/**
* Orange Management
*
* PHP Version 7.4
*
* @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 (continuous) distribution.
*
* @package phpOMS\Math\Stochastic\Distribution
* @license OMS License 1.0
* @link https://orange-management.org
* @since 1.0.0
*/
class UniformDistributionContinuous
{
/**
* Get mode.
*
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getMode(float $a, float $b) : float
{
return ($a + $b) / 2;
}
/**
* Get probability density function.
*
* @param float $x Value x
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getPdf(float $x, float $a, float $b) : float
{
return $x > $a && $x < $b ? 1 / ($b - $a) : 0;
}
/**
* Get cumulative distribution function.
*
* @param float $x Value x
* @param float $a Value a
* @param float $b Value b
*
* @return float
*
* @since 1.0.0
*/
public static function getCdf(float $x, float $a, float $b) : float
{
if ($x < $a) {
return 0;
} elseif ($x >= $a && $x < $b) {
return ($x - $a) / ($b - $a);
} else {
return 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 $t === 0 ? 1 : (\exp($t * $b) - \exp($t * $a)) / ($t * ($b - $a));
}
/**
* Get skewness.
*
* @return float
*
* @since 1.0.0
*/
public static function getSkewness() : float
{
return 0.0;
}
/**
* Get Ex. kurtosis.
*
* @return float
*
* @since 1.0.0
*/
public static function getExKurtosis() : float
{
return -6 / 5;
}
/**
* 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 $b) : float
{
return 1 / 12 * ($b - $a) ** 2;
}
}