Fwd: Accurate probability distribution functions (GSOC 2012)

[prateek papriwal]

Where is the inverse CDF's implemented (Beta inverse cdf,normal inverse cdf
etc. as menationed in [1]) . The list of functions(given at link [2]) under
sub heading Statistics does not have these functions . Also i looked upon
the functions there can be a lot more can be implemented . Matlab has huge
number of functions .

One of such functions as Geometric CDF , i have planned for how to go about
implenting it. Geometric CDF is the probability distribution of the number
of bernoulli trials to get one success.

*Calling Sequence*

[P,Q] = cdfgeo("PQ",Xn,Pr,Ompr)*

Arguments*
P,Q,Xn,PR,Ompr
   5 real vecors of the same size

P,Q(Q=1-P)
   The cumulation from 0 to Xn of the geometric distribution.
    (Probablility of getting one(first) success in Xn trials or less than
Xn. Probability of success is Pr . )  Input range: [0,1].

Xn
The number of max trials .We will be looking at the geometric distribution
for 1 to Xn trials and then sum them up to get geocdf.

Pr,Ompr
The probability of getting success in each trial .

In matlab it is implemented as

geocdf(3,0.5) where 3 is our Xn and Pr=Ompr=0.5

Hence now geocdf will be = (0.5^0)(0.5) + ((0.5)^1)(0.5) + ((0.5)^2)(0.5) =
0.5 + 0.25 + 0.125
Explanation of 3rd term -- to get first success, i used 3 trials(Xn) ,
therefore got failure in first two trials and success in the 3rd trial .
Explanation of 2nd Term -- to get first success , i used 2 trials (less
than Xn) , therefore got failure in first trial and success in 2nd one...
Explanation of 1st Term  --  i got success in first trial only ...

Note -- Xn is the total number of max trials. For determining cdf we will
be using fewer number tan Xn also and adding all them up ..



[1] http://forge.scilab.org/index.php/p/distfun/
[2] http://help.scilab.org/docs/5.4.0-alpha-1/en_US/index.html


On Sat, Mar 24, 2012 at 9:50 PM, Sylvestre Ledru <
sylvestre.ledru at scilab-enterprises.com> wrote:

> thanks for the forward, just don't forget me the next time ;)
>
> Le samedi 24 mars 2012 à 17:19 +0530, prateek papriwal a écrit :
> >
> >
> > ---------- Forwarded message ----------
> > From: prateek papriwal <papriwalprateek at gmail.com>
> > Date: Sat, Mar 24, 2012 at 4:47 PM
> > Subject: Re: Accurate probability distribution functions (GSOC 2012)
> > To: michael.baudin at contrib.scilab.org
> >
> >
> > ok .
> >
> > yes . its true there are much more functions in matlab.
> > PLUS more function such as
> > binmial,geometric,hypergeometric,poisson,chebyshev's inequality,
> > markov's inequality, MGF of random variable , chi- square, bernoulli
> > etc.
> >
> > Yes implementing these functions in scilab would be a good idea to
> > work upon .
> >
> >
> > On Sat, Mar 24, 2012 at 4:27 PM, <michael.baudin at contrib.scilab.org>
> > wrote:
> >         I think that you looked at it too quickly.
> >         There is, by far, not all the required functions.
> >         To see this more quickly, compare with :
> >
> >
> http://www.mathworks.fr/help/toolbox/stats/bq_w_hm.html#bq_w_ie-8
> >
> >         There is only ~5% of the distributions in Matlab.
> >         At least 30-40 more functions are necessary to make a complete
> >         distribution toolbox:
> >         just look at the "TODO" section in the readme.
> >
> >         As far as I am concerned, I have no interest in Queuing
> >         theory.
> >
> >         Regards,
> >
> >         Michaël
> >
> >
> >
> >         On Mon, 19 Mar 2012 18:05:25 +0530, prateek papriwal
> >         <papriwalprateek at gmail.com> wrote:
> >
> >                 @michael, thank you for ur reply .
> >
> >
> >                 http://forge.scilab.org/index.php/p/distfun/ [1] .. i
> >                 saw the
> >
> >                 features(functions) already implemented .
> >                 i would like to have a view at the current state and
> >                 would be very
> >                 mjuch interested in implemeting concepts of Queueing
> >                 theory .
> >
> >
> >                 On Sun, Mar 18, 2012 at 7:24 AM, Sylvestre Ledru
> >                  wrote:
> >
> >                  Le samedi 17 mars 2012 à 17:24 +0100,
> >
> >                 michael.baudin at contrib.scilab.org [3]
> >
> >                  a écrit :
> >
> >
> >                  >  Secondly, i now work at EDF R&D, and no more in
> >                 the Scilab
> >                  > Consortium.
> >                  >  How i could be involved in the GSOC 2012 has to be
> >                 clarified with
> >                  > the
> >                  >  Consortium.
> >
> >                  As long as I (or someone else in the consortium) am
> >                 in the loop, I
> >                 don't
> >                  have any issues with that.
> >
> >                  S
> >
> >                  --
> >                  -----------------------------
> >                  Sylvestre Ledru
> >                  Projects manager
> >                  Community manager
> >                  -----------------------------
> >                  Scilab Enterprises
> >
> >                  http://www.scilab-enterprises.com/ [4]
> >                  http://www.scilab.org/ [5]
> >                  -----------------------------
> >
> >
> >
> >                 Links:
> >                 ------
> >                 [1] http://forge.scilab.org/index.php/p/distfun/
> >                 [2] mailto:sylvestre.ledru at scilab-enterprises.com
> >                 [3] mailto:michael.baudin at contrib.scilab.org
> >                 [4] http://www.scilab-enterprises.com/
> >                 [5] http://www.scilab.org/
> >
> >
> >
>
> --
> -----------------------------
> Sylvestre Ledru
> Operation manager
> Community manager
> -----------------------------
> Scilab Enterprises
> http://www.scilab-enterprises.com/
> http://www.scilab.org/
> -----------------------------
>
>
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