diff --git a/mef/stochastic_layer.rst b/mef/stochastic_layer.rst index d142ea3..4c96462 100644 --- a/mef/stochastic_layer.rst +++ b/mef/stochastic_layer.rst @@ -554,7 +554,7 @@ As for arithmetic operators and built-ins, this list can be extended on demand. +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ | **beta-deviate** | 2 | beta distributions defined by two shape parameters :math:`\alpha` and :math:`\beta` | +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ - | **histograms** | any | discrete distributions defined by means of a list of pairs | + | **histogram** | >1 | piecewise-constant distributions defined by means of a list of pairs | +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ Uniform Deviates @@ -665,53 +665,62 @@ Beta Deviates The default value of the beta distribution is its mean, i.e., :math:`\alpha/(\alpha + \beta)`. Histograms - Histograms are lists of pairs :math:`(x_1, E_1), \ldots, (x_n, E_n)`, - where the :math:`x_i`'s are numbers - such that :math:`x_i < x_{i+1} \text{ for } i=1, \ldots, n-1` - and the :math:`E_i`'s are expressions. + Histograms are lists of pairs :math:`(b_1, w_1), \ldots, (b_n, w_n)`, + where the :math:`b_i`'s are upper bounds of successive, contiguous intervals + such that :math:`b_i < b_{i+1} \text{ for } i=0, \ldots, n-1`, + and the :math:`w_i`'s are non-negative weights for the intervals :math:`[b_{i-1}, b_i)`. + The lower bound of the first interval :math:`b_0` is given apart. - The :math:`x_i`'s represent upper bounds of successive intervals. - The lower bound of the first interval :math:`x_0` is given apart. + The drawing of a value according to a histogram distribution is a two-step process. + First, the interval :math:`i` is drawn at random + from a discrete distribution with the corresponding weights :math:`w_i`'s; + then, a random value :math:`x` is drawn uniformly from the range :math:`[b_{i-1}, b_i)`. + The sampling of the intervals and random values must be independent. - The drawing of a value according to a histogram is a two-step process. - First, a value :math:`z` is drawn uniformly in the range :math:`[x_0, x_n]`. - Then, a value is drawn at random by means of the expression :math:`E_i`, - where :math:`i` is the index of the interval - such that :math:`x_{i-1} < z \leq x_i`. + The probability density function of the histogram (or piece-wise constant) distribution: - By default, the value of a histogram is its mean, i.e., + .. math:: + + f(x;b_0,\ldots,b_n, w_1,\ldots,w_n) = \dfrac{w_k}{(b_k - b_{k-1})\cdot\sum_{i=1}^{n}w_i} + + Where :math:`k` is such that + + .. math:: + + b_{k - 1} \leq x < b_k \quad \forall k \in \mathbb{Z} : 1 \leq k \leq n + + By default, the value of the histogram distribution is its mean, i.e., .. math:: - \mathbf{E}(X) = \frac{1}{x_n - x_0} \times \sum_{i=1}^{n}(x_i - x_{i-1})\mathbf{E}(E_i) + E(x) = \dfrac{\sum_{i=1}^{n}\tfrac{1}{2}(b_i + b_{i-1}) \cdot w_i}{\sum_{i=1}^{n}w_i} Both Cumulative Distribution Functions - and Density Probability Distributions can be translated into histograms. + and Discrete Probability Distributions can be translated into histograms. A Cumulative Distribution Function is a list of pairs - :math:`(p_1, v_1), \ldots, (p_n, v_n)`, + :math:`(p_1, b_1), \ldots, (p_n, b_n)`, where the :math:`p_i`'s are - such that :math:`p_i < p_{i+1} \text{ for } i=1, \ldots, n \text{ and } p_n=1`. + such that :math:`p_i < p_{i+1} \text{ for } i=0, \ldots, n-1 \text{ and } p_n=1, p_0=0`. It differs from histograms in two ways. - First, :math:`X` axis values are normalized (to spread between 0 and 1); + First, :math:`Y` axis values are normalized (to spread between 0 and 1); second, they are presented in a cumulative way. The histogram that corresponds to a Cumulative Distribution Function - :math:`(p_1, v_1), \ldots, (p_n, v_n)` - is the list of pairs :math:`(x_1, v_1), \ldots, (x_n, v_n)`, - with the initial value - :math:`x_0 = 0, x_1 = p_1, \text{ and } x_i = p_i - p_{i-1} \text{ for all } i>1`. + :math:`(p_1, b_1), \ldots, (p_n, b_n)` + is the list of pairs :math:`(b_1, w_1), \ldots, (b_n, w_n)`, + where :math:`w_i = p_i - p_{i-1}`. A Discrete Probability Distribution is a list of pairs :math:`(d_1, m_1), \ldots, (d_n, m_n)`. The :math:`d_i`'s are probability densities. - However, they could be any kind of values. + However, they could be any kind of non-negative values. The :math:`m_i`'s are midpoints of intervals - and are such that :math:`m_1 < m_2 < \ldots < m_n < 1`. + and are such that :math:`0 < m_1 < m_2 < \ldots < m_n`. The histogram that corresponds to a Discrete Probability Distribution :math:`(d_1, m_1), \ldots, (d_n, m_n)` - is the list of pairs :math:`(x_1, d_1), \ldots, (x_n, d_n)`, - with the initial value - :math:`x_0 = 0, x_1 = 2m_1, \text{ and } x_i = x_{i-1} + 2(m_i - x_{i-1})`. + is the list of pairs :math:`(b_1, d_1), \ldots, (b_n, d_n)`, + with the initial boundary :math:`b_0 = 0`, + :math:`b_i = b_{i-1} + 2(m_i - b_{i-1})`. XML Representation