...one of the most highly
regarded and expertly designed C++ library projects in the
world.

— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards

This is the documentation for a snapshot of the develop branch, built from commit 3475a457cf.

Imagine you have a critical component that you know will fail in 1 in
N "uses" (for some suitable definition of "use").
You may want to schedule routine replacement of the component so that
its chance of failure between routine replacements is less than P%. If
the failures follow a binomial distribution (each time the component
is "used" it either fails or does not) then the static member
function `binomial_distibution<>::find_maximum_number_of_trials`

can be used to estimate the maximum number of "uses" of that
component for some acceptable risk level *alpha*.

The example program binomial_sample_sizes.cpp demonstrates its usage. It centres on a routine that prints out a table of maximum sample sizes for various probability thresholds:

void find_max_sample_size( double p, // success ratio. unsigned successes) // Total number of observed successes permitted. {

The routine then declares a table of probability thresholds: these are
the maximum acceptable probability that *successes*
or fewer events will be observed. In our example, *successes*
will be always zero, since we want no component failures, but in other
situations non-zero values may well make sense.

double alpha[] = { 0.5, 0.25, 0.1, 0.05, 0.01, 0.001, 0.0001, 0.00001 };

Much of the rest of the program is pretty-printing, the important part is in the calculation of maximum number of permitted trials for each value of alpha:

for(unsigned i = 0; i < sizeof(alpha)/sizeof(alpha[0]); ++i) { // Confidence value: cout << fixed << setprecision(3) << setw(10) << right << 100 * (1-alpha[i]); // calculate trials: double t = binomial::find_maximum_number_of_trials( successes, p, alpha[i]); t = floor(t); // Print Trials: cout << fixed << setprecision(5) << setw(15) << right << t << endl; }

Note that since we're calculating the maximum number of trials permitted,
we'll err on the safe side and take the floor of the result. Had we been
calculating the *minimum* number of trials required
to observe a certain number of *successes* using
`find_minimum_number_of_trials`

we would have taken the ceiling instead.

We'll finish off by looking at some sample output, firstly for a 1 in 1000 chance of component failure with each use:

________________________ Maximum Number of Trials ________________________ Success ratio = 0.001 Maximum Number of "successes" permitted = 0 ____________________________ Confidence Max Number Value (%) Of Trials ____________________________ 50.000 692 75.000 287 90.000 105 95.000 51 99.000 10 99.900 0 99.990 0 99.999 0

So 51 "uses" of the component would yield a 95% chance that no component failures would be observed.

Compare that with a 1 in 1 million chance of component failure:

________________________ Maximum Number of Trials ________________________ Success ratio = 0.0000010 Maximum Number of "successes" permitted = 0 ____________________________ Confidence Max Number Value (%) Of Trials ____________________________ 50.000 693146 75.000 287681 90.000 105360 95.000 51293 99.000 10050 99.900 1000 99.990 100 99.999 10

In this case, even 1000 uses of the component would still yield a less than 1 in 1000 chance of observing a component failure (i.e. a 99.9% chance of no failure).