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git-svn-id: https://cppannotations.svn.sourceforge.net/svnroot/cppannotations/trunk@493 f6dd340e-d3f9-0310-b409-bdd246841980
36 lines
1.2 KiB
Text
36 lines
1.2 KiB
Text
The ti(exponential_distribution<RealType = double>) is used to describe the
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lengths between events that can be modelled with a homogeneous Poisson
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process. It can be interpreted as the continuous form of the
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geometric distribution.
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Its parameter tt(prob) defines the distribution's em(lambda) parameter, called
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its em(rate) parameter. Its expected value and standard deviation are both
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tt(1 / lambda).
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Defined types:
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verb(
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typedef RealType result_type;
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struct param_type
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{
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explicit param_type(RealType lambda = RealType(1));
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RealType lambda() const;
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};
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)
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Constructors and members:
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itemization(
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itt(exponential_distribution<>(RealType lambda = 1))
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constructs an exponential distribution with specified tt(lambda)
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parameter.
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itt(exponential_distribution<>(param_type const ¶m))
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constructs an exponential distribution according to the value stored in
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the tt(param) struct.
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itt(RealType lambda() const)nl()
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returns the distribution's tt(lambda) parameter;
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itt(result_type min() const)nl()
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returns 0;
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itt(result_type max() const)nl()
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returns the maximum value of tt(result_type);
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)
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