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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-24 14:24:11 -0400 |
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| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-24 14:24:11 -0400 |
| commit | badae0f3f338d9218ca5860f4f91603b67b8cf07 (patch) | |
| tree | 7bfc7a77ceacb13d44bea9958d95e3085b1af745 /man/lossdistrib.fft.Rd | |
| parent | 2b4c4fd1b186d343d2776517ab91988d97a8fb91 (diff) | |
| download | lossdistrib-badae0f3f338d9218ca5860f4f91603b67b8cf07.tar.gz | |
docs improvement
Diffstat (limited to 'man/lossdistrib.fft.Rd')
| -rw-r--r-- | man/lossdistrib.fft.Rd | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/man/lossdistrib.fft.Rd b/man/lossdistrib.fft.Rd index 7f86f10..c4eae10 100644 --- a/man/lossdistrib.fft.Rd +++ b/man/lossdistrib.fft.Rd @@ -10,17 +10,17 @@ lossdistrib.fft(p) \item{p}{Numeric vector, the vector of success probabilities} } \value{ -A vector such that q[k]=P(S=k) +A vector such that \eqn{q_k=\Pr(S=k)} } \description{ \code{lossdistrib.fft} computes the probability distribution of a sum of independent Bernouilli variables with unequal probabilities. } \details{ -This uses the fft. Complexity is of order O(n m) + O(m\log{m}) -where m is the size of the grid and n, the number of probabilities. +We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i} +where \eqn{X_i} is Bernouilli(\eqn{p_i}). +This uses the FFT, thus omplexity is of order \eqn{O(n m) + O(m\log(m))} +where \eqn{m} is the size of the grid and \eqn{n}, the number of probabilities. It is slower than the recursive algorithm in practice. -We compute the probability distribution of S = \sum_{i=1}^n X_i -where X_i is Bernouilli(p_i) } |
