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Counting: permutations_count (N!, eq. 1.3), partial_permutations (N!/(N-n)!, eq. 1.5), binomial_expansion (eq. 1.21), hockey_stick (eq. 1.29). Events: classify_events (independence and exclusivity, sec. 2.2.3), conditional_from_joint (P(B|A) = P(A and B)/P(A), eq. 2.48), conditional_subset (eq. 2.49). Moments: bernoulli_variance (pq, eq. 3.22), binomial_variance (npq, eq. 3.33). Distributions: binomial_pmf_vector (eq. 4.10), hypergeometric_pmf (eq. 4.71), poisson_small_interval (eq. 4.18), poisson_mean_rate (eq. 4.19), poisson_zero_series (eq. 4.53), density_expectation (trapezoid rule, eq. 4.55), poisson_binomial_peak_ratio (eq. 4.98), the Gaussian approximations gaussian_approx_2n, gaussian_approx_n, gaussian_approx_biased (eqs. 5.13-5.15) and gaussian_sum_density (eq. 6.70).

Usage

bernoulli_variance(p)

binomial_expansion(a, b, n)

binomial_pmf_vector(n, p)

binomial_variance(n, p)

classify_events(p_a, p_b, p_ab, tol = 1e-12)

conditional_from_joint(p_a_and_b, p_a)

conditional_subset(p_b, p_a)

density_expectation(grid, density)

gaussian_approx_2n(x, n)

gaussian_approx_n(x, n)

gaussian_approx_biased(x, n, p)

gaussian_sum_density(z, sigma_x, sigma_y)

hockey_stick(n, k)

hypergeometric_pmf(k, N, K, n)

partial_permutations(N, n)

permutations_count(n)

poisson_binomial_peak_ratio(n, p)

poisson_mean_rate(lam, t)

poisson_small_interval(lam, eps)

poisson_zero_series(a, terms = 60)

Arguments

p, p_a, p_b, p_ab, p_a_and_b

Probabilities.

a, b

Terms of the binomial, or the Poisson mean a.

n, N, K, k

Non-negative integers.

tol

Tolerance of the event classification.

grid, density

Grid and density values.

x

Deviation from the mean.

z

Value of the sum.

sigma_x, sigma_y

Standard deviations.

lam

Rate.

t

Duration.

eps

Interval length.

terms

Number of series terms.

Value

Lists with the same components as the Python arm.

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. CreateSpace Independent Publishing.

Examples

hypergeometric_pmf(2, 20, 7, 5)$probability
#> [1] 0.3873839
gaussian_approx_2n(3, 50)$PG
#> [1] 0.06664492