<title>Arcsine Distribution</title>
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<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
- <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a> <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
+ <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
<span class="keyword">class</span> <span class="identifier">arcsine_distribution</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">arcsine_distribution</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">arcsine</span><span class="special">;</span> <span class="comment">// double precision standard arcsine distribution [0,1].</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
<span class="keyword">class</span> <span class="identifier">arcsine_distribution</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
distribution</a> defined on the interval [<span class="emphasis"><em>x_min, x_max</em></span>]
is given by:
</p>
-<p>
-     f(x; x_min, x_max) = 1 /(π⋅√((x - x_min)⋅(x_max - x_min))
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">f(x; x_min, x_max) = 1 /(π⋅√((x - x_min)⋅(x_max
+ - x_min))</span>
+ </p></blockquote></div>
<p>
For example, <a href="http://www.wolframalpha.com/" target="_top">Wolfram Alpha</a>
arcsine distribution, from input of
The 'Standard' (0, 1) arcsine distribution is shown in blue and some generalized
examples with other <span class="emphasis"><em>x</em></span> ranges.
</p>
-<p>
- <span class="inlinemediaobject"><img src="../../../../graphs/arcsine_pdf.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../../graphs/arcsine_pdf.svg" align="middle"></span>
+
+ </p></blockquote></div>
<p>
The Cumulative Distribution Function CDF is defined as
</p>
-<p>
-     F(x) = 2⋅arcsin(√((x-x_min)/(x_max - x))) / π
- </p>
-<p>
- <span class="inlinemediaobject"><img src="../../../../graphs/arcsine_cdf.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">F(x) = 2⋅arcsin(√((x-x_min)/(x_max - x))) /
+ π</span>
+ </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../../graphs/arcsine_cdf.svg" align="middle"></span>
+
+ </p></blockquote></div>
<h6>
<a name="math_toolkit.dist_ref.dists.arcine_dist.h0"></a>
<span class="phrase"><a name="math_toolkit.dist_ref.dists.arcine_dist.constructor"></a></span><a class="link" href="arcine_dist.html#math_toolkit.dist_ref.dists.arcine_dist.constructor">Constructor</a>
<pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">arcsine_distribution</span><span class="special">;</span>
<span class="identifier">arcsine_distribution</span><span class="special"><></span> <span class="identifier">as</span><span class="special">(</span><span class="number">2</span><span class="special">,</span> <span class="number">5</span><span class="special">);</span> <span class="comment">// Cconstructs a double arcsine distribution.</span>
-<span class="identifier">assert</span><span class="special">(</span><span class="identifier">as</span><span class="special">.</span><span class="identifier">x_min</span><span class="special">()</span> <span class="special">==</span> <span class="number">2.</span><span class="special">);</span> <span class="comment">// as.x_min() returns 2.</span>
-<span class="identifier">assert</span><span class="special">(</span><span class="identifier">as</span><span class="special">.</span><span class="identifier">x_max</span><span class="special">()</span> <span class="special">==</span> <span class="number">5.</span><span class="special">);</span> <span class="comment">// as.x_max() returns 5.</span>
+<span class="identifier">BOOST_ASSERT</span><span class="special">(</span><span class="identifier">as</span><span class="special">.</span><span class="identifier">x_min</span><span class="special">()</span> <span class="special">==</span> <span class="number">2.</span><span class="special">);</span> <span class="comment">// as.x_min() returns 2.</span>
+<span class="identifier">BOOST_ASSERT</span><span class="special">(</span><span class="identifier">as</span><span class="special">.</span><span class="identifier">x_max</span><span class="special">()</span> <span class="special">==</span> <span class="number">5.</span><span class="special">);</span> <span class="comment">// as.x_max() returns 5.</span>
</pre>
<h5>
<a name="math_toolkit.dist_ref.dists.arcine_dist.h2"></a>
and <span class="emphasis"><em>x_max</em></span> a fraction can be obtained from <span class="emphasis"><em>x</em></span>
using
</p>
-<p>
-   fraction = (x - x_min) / (x_max - x_min)
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">fraction = (x - x_min) / (x_max - x_min)</span>
+ </p></blockquote></div>
<p>
The simplest example is tossing heads and tails with a fair coin and modelling
the risk of losing, or winning. Walkers (molecules, drunks...) moving left
<a href="http://www.wolframalpha.com/" target="_top">Wolfram Alpha</a>, for example:
</p>
<pre class="programlisting"><span class="identifier">N</span><span class="special">[</span><span class="identifier">PDF</span><span class="special">[</span><span class="identifier">arcsinedistribution</span><span class="special">[</span><span class="number">0</span><span class="special">,</span> <span class="number">1</span><span class="special">],</span> <span class="number">0.5</span><span class="special">],</span> <span class="number">50</span><span class="special">]</span>
- <span class="number">0.63661977236758134307553505349005744813783858296183</span>
+<span class="number">0.63661977236758134307553505349005744813783858296183</span>
</pre>
<h5>
<a name="math_toolkit.dist_ref.dists.arcine_dist.h7"></a>
</h5>
<p>
In the following table <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>
- are the parameters <span class="emphasis"><em>x_min</em></span>   and <span class="emphasis"><em>x_max</em></span>,
+ are the parameters <span class="emphasis"><em>x_min</em></span> and <span class="emphasis"><em>x_max</em></span>,
<span class="emphasis"><em>x</em></span> is the random variable, <span class="emphasis"><em>p</em></span> is
the probability and its complement <span class="emphasis"><em>q = 1-p</em></span>.
</p>
<p>
and produced the resulting expression
</p>
-<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">a</span> <span class="identifier">sin</span><span class="special">^</span><span class="number">2</span><span class="special">((</span><span class="identifier">pi</span> <span class="identifier">p</span><span class="special">)/</span><span class="number">2</span><span class="special">)+</span><span class="identifier">a</span><span class="special">+</span><span class="identifier">b</span> <span class="identifier">sin</span><span class="special">^</span><span class="number">2</span><span class="special">((</span><span class="identifier">pi</span> <span class="identifier">p</span><span class="special">)/</span><span class="number">2</span><span class="special">)</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">x = -a sin^2((pi p)/2)+a+b sin^2((pi p)/2)</span>
+ </p></blockquote></div>
<p>
Thanks to Wolfram for providing this facility.
</p>