<html> <head> <meta http-equiv="Content-Type" content="text/html; charset=US-ASCII"> <title>Discrete Probability Distributions</title> <link rel="stylesheet" href="../../../../../../../../doc/src/boostbook.css" type="text/css"> <meta name="generator" content="DocBook XSL Stylesheets V1.74.0"> <link rel="home" href="../../../index.html" title="Math Toolkit"> <link rel="up" href="../stat_tut.html" title="Statistical Distributions Tutorial"> <link rel="prev" href="variates.html" title="Random Variates and Distribution Parameters"> <link rel="next" href="../dist_ref.html" title="Statistical Distributions Reference"> </head> <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF"> <table cellpadding="2" width="100%"><tr> <td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../../../boost.png"></td> <td align="center"><a href="../../../../../../../../index.html">Home</a></td> <td align="center"><a href="../../../../../../../../libs/libraries.htm">Libraries</a></td> <td align="center"><a href="http://www.boost.org/users/people.html">People</a></td> <td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td> <td align="center"><a href="../../../../../../../../more/index.htm">More</a></td> </tr></table> <hr> <div class="spirit-nav"> <a accesskey="p" href="variates.html"><img src="../../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../stat_tut.html"><img src="../../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../dist_ref.html"><img src="../../../../../../../../doc/src/images/next.png" alt="Next"></a> </div> <div class="section" lang="en"> <div class="titlepage"><div><div><h4 class="title"> <a name="math_toolkit.dist.stat_tut.dist_params"></a><a class="link" href="dist_params.html" title="Discrete Probability Distributions"> Discrete Probability Distributions</a> </h4></div></div></div> <p> Note that the <a href="http://en.wikipedia.org/wiki/Discrete_probability_distribution" target="_top">discrete distributions</a>, including the binomial, negative binomial, Poisson & Bernoulli, are all mathematically defined as discrete functions: only integral values of the random variate are envisaged and the functions are only defined at these integral values. However because the method of calculation often uses continuous functions, it is convenient to treat them as if they were continuous functions, and permit non-integral values of their parameters. </p> <p> To enforce a strict mathematical model, users may use floor or ceil functions on the random variate, prior to calling the distribution function, to enforce integral values. </p> <p> For similar reasons, in continuous distributions, parameters like degrees of freedom that might appear to be integral, are treated as real values (and are promoted from integer to floating-point if necessary). In this case however, that there are a small number of situations where non-integral degrees of freedom do have a genuine meaning. </p> <p> Generally speaking there is no loss of performance from allowing real-values parameters: the underlying special functions contain optimizations for integer-valued arguments when applicable. </p> <div class="caution"><table border="0" summary="Caution"> <tr> <td rowspan="2" align="center" valign="top" width="25"><img alt="[Caution]" src="../../../../../../../../doc/src/images/caution.png"></td> <th align="left">Caution</th> </tr> <tr><td align="left" valign="top"> <p> The quantile function of a discrete distribution will by default return an integer result that has been <span class="emphasis"><em>rounded outwards</em></span>. That is to say lower quantiles (where the probability is less than 0.5) are rounded downward, and upper quantiles (where the probability is greater than 0.5) are rounded upwards. This behaviour ensures that if an X% quantile is requested, then <span class="emphasis"><em>at least</em></span> the requested coverage will be present in the central region, and <span class="emphasis"><em>no more than</em></span> the requested coverage will be present in the tails. </p> <p> This behaviour can be changed so that the quantile functions are rounded differently, or even return a real-valued result using <a class="link" href="../../policy/pol_overview.html" title="Policy Overview">Policies</a>. It is strongly recommended that you read the tutorial <a class="link" href="../../policy/pol_tutorial/understand_dis_quant.html" title="Understanding Quantiles of Discrete Distributions">Understanding Quantiles of Discrete Distributions</a> before using the quantile function on a discrete distribution. The <a class="link" href="../../policy/pol_ref/discrete_quant_ref.html" title="Discrete Quantile Policies">reference docs</a> describe how to change the rounding policy for these distributions. </p> </td></tr> </table></div> </div> <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> <td align="left"></td> <td align="right"><div class="copyright-footer">Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and Thijs van den Berg<p> Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) </p> </div></td> </tr></table> <hr> <div class="spirit-nav"> <a accesskey="p" href="variates.html"><img src="../../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../stat_tut.html"><img src="../../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../dist_ref.html"><img src="../../../../../../../../doc/src/images/next.png" alt="Next"></a> </div> </body> </html>