enumeratio

@enumeratio/statistics ​

Probability distributions and random processes, each defined once as an Epsil expression: the named laws, the functions over them (PDF, CDF, Expectation, Moment, …) and sampling (RandomVariate).

Usage ​

ts
import { declareDistributions, declareProcesses } from "@enumeratio/statistics";

declareDistributions(ce);
declareProcesses(ce);

declareDistributions through declareDistributions6 add the laws in batches; declareProcesses adds the random processes.

Mean(BinomialDistribution(10, 1/2))      // 5
CDF(ExponentialDistribution(2), 1)       // 1 - e^-2

Heads ​

Distributions. ProbabilityDistribution, the named laws (BinomialDistribution, GammaDistribution, HypergeometricDistribution, WeibullDistribution, …), and transforms (MixtureDistribution, TransformedDistribution, MarginalDistribution).

Functions of a distribution. Expectation, Probability, Moment, Cumulant, Median, CharacteristicFunction, MomentGeneratingFunction, RandomVariate.

Processes. PoissonProcess, WienerProcess, …

See also ​

The combinatorial statistics (Inversions, MajorIndex, Area, …) and the maps between carriers are combinatorics'.