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<a name="math_toolkit.stat_tut.weg.binom_eg.binomial_coinflip_example"></a><a class="link" href="binomial_coinflip_example.html" title="Binomial Coin-Flipping Example">Binomial
Coin-Flipping Example</a>
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<p>
An example of a <a href="http://en.wikipedia.org/wiki/Bernoulli_process" target="_top">Bernoulli
process</a> is coin flipping. A variable in such a sequence may be
called a Bernoulli variable.
</p>
<p>
This example shows using the Binomial distribution to predict the probability
of heads and tails when throwing a coin.
</p>
<p>
The number of correct answers (say heads), X, is distributed as a binomial
random variable with binomial distribution parameters number of trials
(flips) n = 10 and probability (success_fraction) of getting a head p
= 0.5 (a 'fair' coin).
</p>
<p>
(Our coin is assumed fair, but we could easily change the success_fraction
parameter p from 0.5 to some other value to simulate an unfair coin,
say 0.6 for one with chewing gum on the tail, so it is more likely to
fall tails down and heads up).
</p>
<p>
First we need some includes and using statements to be able to use the
binomial distribution, some std input and output, and get started:
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">binomial</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
<span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">binomial</span><span class="special">;</span>
<span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">iostream</span><span class="special">></span>
<span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">;</span> <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">left</span><span class="special">;</span>
<span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">iomanip</span><span class="special">></span>
<span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">setw</span><span class="special">;</span>
<span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span>
<span class="special">{</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Using Binomial distribution to predict how many heads and tails."</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="keyword">try</span>
<span class="special">{</span>
</pre>
<p>
See note <a class="link" href="binomial_coinflip_example.html#coinflip_eg_catch">with the catch block</a>
about why a try and catch block is always a good idea.
</p>
<p>
First, construct a binomial distribution with parameters success_fraction
1/2, and how many flips.
</p>
<pre class="programlisting"><span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">success_fraction</span> <span class="special">=</span> <span class="number">0.5</span><span class="special">;</span> <span class="comment">// = 50% = 1/2 for a 'fair' coin.</span>
<span class="keyword">int</span> <span class="identifier">flips</span> <span class="special">=</span> <span class="number">10</span><span class="special">;</span>
<span class="identifier">binomial</span> <span class="identifier">flip</span><span class="special">(</span><span class="identifier">flips</span><span class="special">,</span> <span class="identifier">success_fraction</span><span class="special">);</span>
<span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="number">4</span><span class="special">);</span>
</pre>
<p>
Then some examples of using Binomial moments (and echoing the parameters).
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"From "</span> <span class="special"><<</span> <span class="identifier">flips</span> <span class="special"><<</span> <span class="string">" one can expect to get on average "</span>
<span class="special"><<</span> <span class="identifier">mean</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" heads (or tails)."</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Mode is "</span> <span class="special"><<</span> <span class="identifier">mode</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Standard deviation is "</span> <span class="special"><<</span> <span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"So about 2/3 will lie within 1 standard deviation and get between "</span>
<span class="special"><<</span> <span class="identifier">ceil</span><span class="special">(</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special">-</span> <span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">flip</span><span class="special">))</span> <span class="special"><<</span> <span class="string">" and "</span>
<span class="special"><<</span> <span class="identifier">floor</span><span class="special">(</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special">+</span> <span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">flip</span><span class="special">))</span> <span class="special"><<</span> <span class="string">" correct."</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Skewness is "</span> <span class="special"><<</span> <span class="identifier">skewness</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="comment">// Skewness of binomial distributions is only zero (symmetrical)</span>
<span class="comment">// if success_fraction is exactly one half,</span>
<span class="comment">// for example, when flipping 'fair' coins.</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Skewness if success_fraction is "</span> <span class="special"><<</span> <span class="identifier">flip</span><span class="special">.</span><span class="identifier">success_fraction</span><span class="special">()</span>
<span class="special"><<</span> <span class="string">" is "</span> <span class="special"><<</span> <span class="identifier">skewness</span><span class="special">(</span><span class="identifier">flip</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span> <span class="comment">// Expect zero for a 'fair' coin.</span>
</pre>
<p>
Now we show a variety of predictions on the probability of heads:
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"For "</span> <span class="special"><<</span> <span class="identifier">flip</span><span class="special">.</span><span class="identifier">trials</span><span class="special">()</span> <span class="special"><<</span> <span class="string">" coin flips: "</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting no heads is "</span> <span class="special"><<</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">0</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting at least one head is "</span> <span class="special"><<</span> <span class="number">1.</span> <span class="special">-</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">0</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
When we want to calculate the probability for a range or values we can
sum the PDF's:
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting 0 or 1 heads is "</span>
<span class="special"><<</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">0</span><span class="special">)</span> <span class="special">+</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">1</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span> <span class="comment">// sum of exactly == probabilities</span>
</pre>
<p>
Or we can use the cdf.
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting 0 or 1 (<= 1) heads is "</span> <span class="special"><<</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">1</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting 9 or 10 heads is "</span> <span class="special"><<</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">9</span><span class="special">)</span> <span class="special">+</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">10</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
Note that using
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting 9 or 10 heads is "</span> <span class="special"><<</span> <span class="number">1.</span> <span class="special">-</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">8</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
is less accurate than using the complement
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting 9 or 10 heads is "</span> <span class="special"><<</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">8</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
Since the subtraction may involve <a href="http://docs.sun.com/source/806-3568/ncg_goldberg.html" target="_top">cancellation
error</a>, where as <code class="computeroutput"><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">8</span><span class="special">))</span></code>
does not use such a subtraction internally, and so does not exhibit the
problem.
</p>
<p>
To get the probability for a range of heads, we can either add the pdfs
for each number of heads
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of between 4 and 6 heads (4 or 5 or 6) is "</span>
<span class="comment">// P(X == 4) + P(X == 5) + P(X == 6)</span>
<span class="special"><<</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">4</span><span class="special">)</span> <span class="special">+</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">5</span><span class="special">)</span> <span class="special">+</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">6</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
But this is probably less efficient than using the cdf
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of between 4 and 6 heads (4 or 5 or 6) is "</span>
<span class="comment">// P(X <= 6) - P(X <= 3) == P(X < 4)</span>
<span class="special"><<</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">6</span><span class="special">)</span> <span class="special">-</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">3</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
Certainly for a bigger range like, 3 to 7
</p>
<pre class="programlisting"><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of between 3 and 7 heads (3, 4, 5, 6 or 7) is "</span>
<span class="comment">// P(X <= 7) - P(X <= 2) == P(X < 3)</span>
<span class="special"><<</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">7</span><span class="special">)</span> <span class="special">-</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="number">2</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
</pre>
<p>
Finally, print two tables of probability for the <span class="emphasis"><em>exactly</em></span>
and <span class="emphasis"><em>at least</em></span> a number of heads.
</p>
<pre class="programlisting"><span class="comment">// Print a table of probability for the exactly a number of heads.</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting exactly (==) heads"</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="keyword">for</span> <span class="special">(</span><span class="keyword">int</span> <span class="identifier">successes</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span> <span class="identifier">successes</span> <span class="special"><=</span> <span class="identifier">flips</span><span class="special">;</span> <span class="identifier">successes</span><span class="special">++)</span>
<span class="special">{</span> <span class="comment">// Say success means getting a head (or equally success means getting a tail).</span>
<span class="keyword">double</span> <span class="identifier">probability</span> <span class="special">=</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="identifier">successes</span><span class="special">);</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">left</span> <span class="special"><<</span> <span class="identifier">setw</span><span class="special">(</span><span class="number">2</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">successes</span> <span class="special"><<</span> <span class="string">" "</span> <span class="special"><<</span> <span class="identifier">setw</span><span class="special">(</span><span class="number">10</span><span class="special">)</span>
<span class="special"><<</span> <span class="identifier">probability</span> <span class="special"><<</span> <span class="string">" or 1 in "</span> <span class="special"><<</span> <span class="number">1.</span> <span class="special">/</span> <span class="identifier">probability</span>
<span class="special"><<</span> <span class="string">", or "</span> <span class="special"><<</span> <span class="identifier">probability</span> <span class="special">*</span> <span class="number">100.</span> <span class="special"><<</span> <span class="string">"%"</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="special">}</span> <span class="comment">// for i</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="comment">// Tabulate the probability of getting between zero heads and 0 upto 10 heads.</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability of getting upto (<=) heads"</span> <span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="keyword">for</span> <span class="special">(</span><span class="keyword">int</span> <span class="identifier">successes</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span> <span class="identifier">successes</span> <span class="special"><=</span> <span class="identifier">flips</span><span class="special">;</span> <span class="identifier">successes</span><span class="special">++)</span>
<span class="special">{</span> <span class="comment">// Say success means getting a head</span>
<span class="comment">// (equally success could mean getting a tail).</span>
<span class="keyword">double</span> <span class="identifier">probability</span> <span class="special">=</span> <span class="identifier">cdf</span><span class="special">(</span><span class="identifier">flip</span><span class="special">,</span> <span class="identifier">successes</span><span class="special">);</span> <span class="comment">// P(X <= heads)</span>
<span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">setw</span><span class="special">(</span><span class="number">2</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">successes</span> <span class="special"><<</span> <span class="string">" "</span> <span class="special"><<</span> <span class="identifier">setw</span><span class="special">(</span><span class="number">10</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">left</span>
<span class="special"><<</span> <span class="identifier">probability</span> <span class="special"><<</span> <span class="string">" or 1 in "</span> <span class="special"><<</span> <span class="number">1.</span> <span class="special">/</span> <span class="identifier">probability</span> <span class="special"><<</span> <span class="string">", or "</span>
<span class="special"><<</span> <span class="identifier">probability</span> <span class="special">*</span> <span class="number">100.</span> <span class="special"><<</span> <span class="string">"%"</span><span class="special"><<</span> <span class="identifier">endl</span><span class="special">;</span>
<span class="special">}</span> <span class="comment">// for i</span>
</pre>
<p>
The last (0 to 10 heads) must, of course, be 100% probability.
</p>
<pre class="programlisting"><span class="special">}</span>
<span class="keyword">catch</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">exception</span><span class="special">&</span> <span class="identifier">e</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">//</span>
</pre>
<p>
<a name="coinflip_eg_catch"></a>It is always essential to include try
& catch blocks because default policies are to throw exceptions on
arguments that are out of domain or cause errors like numeric-overflow.
</p>
<p>
Lacking try & catch blocks, the program will abort, whereas the message
below from the thrown exception will give some helpful clues as to the
cause of the problem.
</p>
<pre class="programlisting"> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span>
<span class="string">"\n"</span><span class="string">"Message from thrown exception was:\n "</span> <span class="special"><<</span> <span class="identifier">e</span><span class="special">.</span><span class="identifier">what</span><span class="special">()</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
<span class="special">}</span>
</pre>
<p>
See <a href="../../../../../../example/binomial_coinflip_example.cpp" target="_top">binomial_coinflip_example.cpp</a>
for full source code, the program output looks like this:
</p>
<pre class="programlisting">Using Binomial distribution to predict how many heads and tails.
From 10 one can expect to get on average 5 heads (or tails).
Mode is 5
Standard deviation is 1.581
So about 2/3 will lie within 1 standard deviation and get between 4 and 6 correct.
Skewness is 0
Skewness if success_fraction is 0.5 is 0
For 10 coin flips:
Probability of getting no heads is 0.0009766
Probability of getting at least one head is 0.999
Probability of getting 0 or 1 heads is 0.01074
Probability of getting 0 or 1 (<= 1) heads is 0.01074
Probability of getting 9 or 10 heads is 0.01074
Probability of getting 9 or 10 heads is 0.01074
Probability of getting 9 or 10 heads is 0.01074
Probability of between 4 and 6 heads (4 or 5 or 6) is 0.6562
Probability of between 4 and 6 heads (4 or 5 or 6) is 0.6563
Probability of between 3 and 7 heads (3, 4, 5, 6 or 7) is 0.8906
Probability of getting exactly (==) heads
0 0.0009766 or 1 in 1024, or 0.09766%
1 0.009766 or 1 in 102.4, or 0.9766%
2 0.04395 or 1 in 22.76, or 4.395%
3 0.1172 or 1 in 8.533, or 11.72%
4 0.2051 or 1 in 4.876, or 20.51%
5 0.2461 or 1 in 4.063, or 24.61%
6 0.2051 or 1 in 4.876, or 20.51%
7 0.1172 or 1 in 8.533, or 11.72%
8 0.04395 or 1 in 22.76, or 4.395%
9 0.009766 or 1 in 102.4, or 0.9766%
10 0.0009766 or 1 in 1024, or 0.09766%
Probability of getting upto (<=) heads
0 0.0009766 or 1 in 1024, or 0.09766%
1 0.01074 or 1 in 93.09, or 1.074%
2 0.05469 or 1 in 18.29, or 5.469%
3 0.1719 or 1 in 5.818, or 17.19%
4 0.377 or 1 in 2.653, or 37.7%
5 0.623 or 1 in 1.605, or 62.3%
6 0.8281 or 1 in 1.208, or 82.81%
7 0.9453 or 1 in 1.058, or 94.53%
8 0.9893 or 1 in 1.011, or 98.93%
9 0.999 or 1 in 1.001, or 99.9%
10 1 or 1 in 1, or 100%
</pre>
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Distributed under the Boost Software License, Version 1.0. (See accompanying
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