Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

PrevUpHomeNext

Map-Airy Distribution

#include <boost/math/distributions/mapairy.hpp>
template <class RealType = double,
          class Policy   = policies::policy<> >
class mapairy_distribution;

typedef mapairy_distribution<> mapairy;

template <class RealType, class Policy>
class mapairy_distribution
{
public:
   typedef RealType  value_type;
   typedef Policy    policy_type;

   BOOST_MATH_GPU_ENABLED mapairy_distribution(RealType location = 0, RealType scale = 1);

   BOOST_MATH_GPU_ENABLED RealType location()const;
   BOOST_MATH_GPU_ENABLED RealType scale()const;
};

It is special case of a stable distribution with shape parameter α=3/2, β=1.

This distribution is also defined as β = −1, which is inverted about the x-axis.

probability distribution function PDF given by:

The location parameter μ is the location of the distribution, while the scale parameter [c] determines the width of the distribution. If the location is zero, and the scale 1, then the result is a standard map-airy distribution.

The distribution describes the probability distribution of the area under a Brownian excursion over a unit interval.

The following graph shows how the distributions moves as the location parameter changes:

While the following graph shows how the shape (scale) parameter alters the distribution:

Member Functions
BOOST_MATH_GPU_ENABLED mapairy_distribution(RealType location = 0, RealType scale = 1);

Constructs a mapairy distribution, with location parameter location and scale parameter scale. When these parameters take their default values (location = 0, scale = 1) then the result is a Standard map-airy Distribution.

Requires scale > 0, otherwise calls domain_error.

BOOST_MATH_GPU_ENABLED RealType location()const;

Returns the location parameter of the distribution.

BOOST_MATH_GPU_ENABLED RealType scale()const;

Returns the scale parameter of the distribution.

Non-member Accessors

All the usual non-member accessor functions that are generic to all distributions are supported: Cumulative Distribution Function, Probability Density Function, Quantile, Hazard Function, Cumulative Hazard Function, __logcdf, __logpdf, mean, median, mode, variance, standard deviation, skewness, kurtosis, kurtosis_excess, range and support. For this distribution all non-member accessor functions are marked with BOOST_MATH_GPU_ENABLED and can be run on both host and device.

Note however that the map-airy distribution does not have a skewness, kurtosis, etc. See mathematically undefined function to control whether these should fail to compile with a BOOST_STATIC_ASSERTION_FAILURE, which is the default.

Alternately, the functions skewness, kurtosis and kurtosis_excess will all return a domain_error if called.

The domain of the random variable is [-[max_value], +[min_value]].

Accuracy

The error is within 4 epsilon except for the rapidly decaying left tail.

Errors in the PDF at 64-bit double precision:

Errors in the CDF at 64-bit double precision:

Errors in the CDF-complement at 64-bit double precision:

Implementation

See references.

References

PrevUpHomeNext