FiniteDiscreteDistribution Class

public sealed class FiniteDiscreteDistribution : ProbabilityDistribution

using System;

namespace Novacta.Analytics.CodeExamples
{
    public class FiniteDiscreteDistributionExample0  
    {
        public void Main()
        {
            // Create the values.
            var values = DoubleMatrix.Dense(
                3, 2, [2, -1, 0, 1, 3, -4]);

            // Create the corresponding probabilities.
            var probabilities = DoubleMatrix.Dense(
                3, 2, [1.0 / 8, 0.0, 2.0 / 8, 1.0 / 8, 3.0 / 8, 1.0 / 8]);

            // Create the finite discrete distribution.
            var distribution = new FiniteDiscreteDistribution(values, probabilities);
            Console.WriteLine("Values:");
            Console.WriteLine(distribution.Values);
            Console.WriteLine();
            Console.WriteLine("Probabilities:");
            Console.WriteLine(distribution.Masses);
            Console.WriteLine();

            // Compute the mean value.
            double mean = distribution.Mean();
            Console.WriteLine("Expected value: {0}", mean);
            Console.WriteLine();

            // Draw a sample from the distribution.
            int sampleSize = 100000;
            var sample = distribution.Sample(sampleSize);

            // Compute the sample mean.
            double sampleMean = Stat.Mean(sample);
            Console.WriteLine("Sample mean: {0}", sampleMean);
            Console.WriteLine();

            // Get a specific value.
            int valueIndex = 3;
            double value = distribution.Values[valueIndex];

            // Get its mass.
            double mass = distribution.Masses[valueIndex];
            Console.WriteLine("Mass of value {0}: {1}", value, mass);
            Console.WriteLine();

            // Compute its sample frequency.
            IndexCollection valuePositions = sample.Find(value);
            double frequency = (valuePositions == null) ? 0.0 
                : (double)valuePositions.Count / sampleSize;
            Console.WriteLine("Sample frequency of value {0}: {1}", value, frequency);
        }
    }
}

// Executing method Main() produces the following output:
// 
// Values:
// 2                1                
// -1               3                
// 0                -4               
// 
// 
// 
// Probabilities:
// 0.125            0.125            
// 0                0.375            
// 0.25             0.125            
// 
// 
// 
// Expected value: 1
// 
// Sample mean: 0.99149
// 
// Mass of value 1: 0.125
// 
// Sample frequency of value 1: 0.1244