org.soulspace.math.probability — org.soulspace.clj/math.core 1.0.0-SNAPSHOT

bernoulli clj/s

(bernoulli p)

Calculates the bernulli(p) random variable. Returns 1 with a probability of p and 0 with a probability of (1 - p).

binomial clj/s

(binomial n p)

Calculates the binomial(n, p) random variable.

binomial-approximation-by-normal clj/s

(binomial-approximation-by-normal n p)

Approximates mu and sigma corresponding to a binomial(n, p) variable.

inverse-normal-cdf clj/s

(inverse-normal-cdf p)

(inverse-normal-cdf p [mu sigma])

(inverse-normal-cdf p mu sigma)

Calculates the inverse of the cumulative distribution function for the normal distribution. Approximates the value with binary search.

inverse-normal-cdf-with-tolerance clj/s

(inverse-normal-cdf-with-tolerance p e)

(inverse-normal-cdf-with-tolerance p mu sigma e)

Calculates the inverse of the cumulative distribution function for the normal distribution. Approximates the value with binary search.

lower-p-value clj/s

Calculates the probability for seeing the value x.

normal-cdf clj/s

(normal-cdf x)

(normal-cdf x [mu sigma])

(normal-cdf x mu sigma)

Calculates the cumulative distribution function for the normal distribution.

normal-lower-bound clj/s

(normal-lower-bound probability)

(normal-lower-bound probability [mu sigma])

(normal-lower-bound probability mu sigma)

Calculates the x for which P(X >= x) = probability.

normal-pdf clj/s

(normal-pdf x)

(normal-pdf x [mu sigma])

(normal-pdf x mu sigma)

Calculates the probability density function for the normal distribution.

normal-probability-above clj/s

(normal-probability-above x)

(normal-probability-above x [mu sigma])

(normal-probability-above x mu sigma)

Calculates the probability that the variable is above the given value x.

normal-probability-below clj/s

Calculates the probability that the variable is below the given value x (which is exactly what the cumulative distribution function gives us).

normal-probability-between clj/s

(normal-probability-between low high)

(normal-probability-between low high [mu sigma])

(normal-probability-between low high mu sigma)

Calculates the probability that the variable is between of the given values low and high.

normal-probability-outside clj/s

(normal-probability-outside low high)

(normal-probability-outside low high [mu sigma])

(normal-probability-outside low high mu sigma)

Calculates the probability that the variable is outside of the given values low and high.

normal-symmetric-bounds clj/s

(normal-symmetric-bounds probability)

(normal-symmetric-bounds probability [mu sigma])

(normal-symmetric-bounds probability mu sigma)

Calculates the symmetric bounds around the mean for probability.

normal-upper-bound clj/s

(normal-upper-bound probability)

(normal-upper-bound probability [mu sigma])

(normal-upper-bound probability mu sigma)

Calculates the x for which P(X <= x) = probability.

two-sided-p-value clj/s

(two-sided-p-value x)

(two-sided-p-value x [mu sigma])

(two-sided-p-value x mu sigma)

Calculates the probability for seeing the value x.

uniform-cdf clj/s

(uniform-cdf x)

Calculates the cumulative distribution function for the uniform distribution.

uniform-pdf clj/s

(uniform-pdf x)

Calculates the probability density function for the uniform distribution.

upper-p-value clj/s

Calculates the probability for seeing the value x.