Add Exponential Distribution

Author: HarshilShah1804

probability/exponential_dist.cpp

@@ -0,0 +1,90 @@
+/**
+ * @file
+ * @brief [Exponential Distribution] (https://en.wikipedia.org/wiki/Exponential_distribution)
+ * 
+ * The exponential distribution is used to model
+ * events occuring between a Poisson process like radioactive decay.
+ * 
+ * P(x,⋋) = ⋋e^(-⋋x)
+ * 
+ * Summary of variables used:
+ * ⋋: rate parameter
+ */
+#include<cmath>
+#include<cassert>
+#include<iostream>
+
+/** Find the expected value of the exponential distribution
+ * \param [in] lambda
+ * \returns \f$\mu=1/lambda\f$
+ */
+double exponential_expected(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/lambda;
+}
+
+/** Find the variance of the exponential distribution
+ * \param [in] lambda
+ * \returns \f$\sigma^2=1/(lambda^2)\f$
+ */
+double exponential_var(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/pow(lambda,2);
+}
+
+/** Find the standard deviation of the exponential distribution
+ * \param [in] lambda
+ * \returns \f$\sigma=1/lambda\f$
+ */
+double exponential_std(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/lambda;
+}
+
+static void test(){
+    double lambda = 2;
+    double expected = 0.5;
+    double var = 0.25;
+    double std = 0.5;
+
+    //Test 1
+    std::cout << "Expected Value" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << expected <<std::endl;
+    std::cout << "Output : " << exponential_expected(lambda) << std::endl;
+    assert(exponential_expected(lambda)==expected);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+
+    //Test 2
+    std::cout << "Variance" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << var <<std::endl;
+    std::cout << "Output : " << exponential_var(lambda) << std::endl;
+    assert(exponential_var(lambda)==var);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+
+    //Test 3
+    std::cout << "Standard Deviation" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << std <<std::endl;
+    std::cout << "Output : " << exponential_std(lambda) << std::endl;
+    assert(exponential_std(lambda)==std);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+}
+
+int main(){
+    test(); //Self-implemented test
+    return 0;
+}