//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is dual licensed under the MIT and the University of Illinois Open // Source Licenses. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // <random> // class bernoulli_distribution // template<class _URNG> result_type operator()(_URNG& g); #include <random> #include <numeric> #include <vector> #include <cassert> template <class T> inline T sqr(T x) { return x * x; } int main() { { typedef std::bernoulli_distribution D; typedef std::minstd_rand G; G g; D d(.75); const int N = 100000; std::vector<D::result_type> u; for (int i = 0; i < N; ++i) u.push_back(d(g)); double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.p(); double x_var = d.p()*(1-d.p()); double x_skew = (1 - 2 * d.p())/std::sqrt(x_var); double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var; assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02); } { typedef std::bernoulli_distribution D; typedef std::minstd_rand G; G g; D d(.25); const int N = 100000; std::vector<D::result_type> u; for (int i = 0; i < N; ++i) u.push_back(d(g)); double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.p(); double x_var = d.p()*(1-d.p()); double x_skew = (1 - 2 * d.p())/std::sqrt(x_var); double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var; assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02); } }