Class PoissonDistribution

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The Poisson distribution: the probability of an integer k for a mean μ.

public sealed class PoissonDistribution

Inheritance

object

PoissonDistribution

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

PoissonDistribution(double)

Initializes a new instance of the PoissonDistribution class.

public PoissonDistribution(double mu)

Parameters

mu double

The mean, non-negative.

Exceptions

ArgumentException

mu is negative or NaN.

Methods

Evaluate(long)

The probability of k, μ^k e^(−μ) / k!.

public double Evaluate(long k)

Parameters

k long

The integer, QuantLib's BigNatural: in [0, 4294967295].

Returns

double

The probability; for μ = 0, 1 at k = 0 and 0 elsewhere.

Exceptions

ArgumentOutOfRangeException

k is outside [0, 4294967295].

ArgumentException

k is 4294967295 and μ isn't 0: QuantLib's ln k! takes ln Γ(k + 1) with k + 1 wrapping to 0.