GeometricFit Routines

Summary

Calculate parameters for geometrically distributed values.

Declaration

Procedure GeometricFit(X: TVec; out P: TSample; out PCI: TTwoElmReal; alpha: TSample = 0.05);

Parameter	Description
X	Stores data which is assumed to be geometricaly distributed.
P	Returns geometric distribution parameter estimator.
PCI	P (1-Alpha)*100 percent confidence interval.
Alpha	Confidence interval percentage.

Description

Calculate parameters for geometrically distributed values.

See Also
RandomGeometric
MVGeometric

Example 1

The following example generates 1000 random Geometric distributed values and then uses GeometricFit routine to extract used P parameter:

  Uses MtxExpr, Math387, Statistics;
  procedure Example;
  var vec1: Vector;
    resp: TSample;
    CIp: TTwoElmReal;
  begin
    // first, generate 1000 randomly geometr. distributed
    // numbers with parameter p=0.713
    vec1.Size(1000);
    RandomGeometric(0.713,vec1);
    // Now, extract the p and its 100*(1-0.05) = 95%
    // confidence interval
    GeometricFit(vec1,resp,CIp);
  end;

  #include "StatRandom.hpp"
  #include "MtxVecCpp.h"
  #include "Statistics.hpp"
  void __fastcall Example();
  {
    Vector vec1;
    // first, generate 1000 randomly geometr. distributed
    // numbers with parameter p=0.713
    vec1->Size(1000);
    RandomGeometric(0.713,vec1);
    // Now, extract the p and its 100*(1-0.05) = 95%
    // confidence interval
    double resp;
    double CIp[2];
    GeometricFit(vec1,resp,CIp);
  }

  using Dew.Math;
  using Dew.Stats;
  using Dew.Stats.Units;
  namespace Dew.Examples;
  {
    private void Example()
    {
      Vector vec1 = new Vector(1000,false);
      // first, generate 1000 randomly geometr. distributed
      // numbers with parameter p=0.713
      StatRandom.RandomGeometric(0.713,vec1);
      // Now, extract the p and its 100*(1-0.05) = 95%
      // confidence interval
      double resp;
      double[2] CIp;
      Statistics.GeometricFit(vec1, out resp, outCIp);
    }
  }

Declaration

Procedure GeometricFit(X: TVec; out P: Tsample);