module RubyStatistics module Distribution class Poisson attr_accessor :expected_number_of_occurrences alias_method :mean, :expected_number_of_occurrences alias_method :variance, :expected_number_of_occurrences def initialize(l) self.expected_number_of_occurrences = l end def probability_mass_function(k) return if k < 0 || expected_number_of_occurrences < 0 k = k.to_i upper = (expected_number_of_occurrences ** k) * Math.exp(-expected_number_of_occurrences) lower = Math.factorial(k) upper/lower.to_r end def cumulative_function(k) return if k < 0 || expected_number_of_occurrences < 0 k = k.to_i upper = Math.lower_incomplete_gamma_function((k + 1).floor, expected_number_of_occurrences) lower = Math.factorial(k.floor) # We need the right tail, i.e.: The upper incomplete gamma function. This can be # achieved by doing a substraction between 1 and the lower incomplete gamma function. 1 - (upper/lower.to_r) end end end end