feat: Added Exponential Probability Distribution

probability/exponential_dist.cpp

@@ -0,0 +1,96 @@
+/**
+ * @file
+ * @brief [Exponential Distribution](https://en.wikipedia.org/wiki/Exponential_distribution)
+ * 
+ * The exponential distribution is used to model
+ * events occuring between a Poisson process like radioactive decay.
+ * 
+ * \f[P(x, \lambda) = \lambda e^{-\lambda x}\f]
+ * 
+ * Summary of variables used:
+ * \f$\lambda\f$ : rate parameter
+ */
+
+#include<cmath> // For power function
+#include<cassert> // For asserting the test cases
+#include<iostream> // For I/O operation
+
+/** 
+ * @brief the expected value of the exponential distribution
+ * @returns \f[\mu = \frac{1}{\lambda}\f]
+ */
+double exponential_expected(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/lambda;
+}
+
+/** 
+ * @brief the variance of the exponential distribution
+ * @returns \f[\sigma^2 = \frac{1}{\lambda^2}\f]
+ */
+double exponential_var(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/pow(lambda,2);
+}
+
+/** 
+ * @brief the standard deviation of the exponential distribution
+ * @returns \f[\sigma = \frac{1}{\lambda}\f]
+ */
+double exponential_std(double lambda){
+    if (lambda<=0){
+        std::cout << "Error: Lambda must be greater than 0." << std::endl;
+        assert(lambda>0);
+    }
+    return 1/lambda;
+}
+
+static void test(){
+    double lambda = 2;
+    double expected = 0.5;
+    double var = 0.25;
+    double std = 0.5;
+
+    //Test 1
+    std::cout << "Expected Value" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << expected <<std::endl;
+    std::cout << "Output : " << exponential_expected(lambda) << std::endl;
+    assert(exponential_expected(lambda)==expected);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+
+    //Test 2
+    std::cout << "Variance" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << var <<std::endl;
+    std::cout << "Output : " << exponential_var(lambda) << std::endl;
+    assert(exponential_var(lambda)==var);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+
+    //Test 3
+    std::cout << "Standard Deviation" << std::endl;
+    std::cout << "Lambda : " << lambda << std::endl;
+    std::cout << "Expected Output : " << std <<std::endl;
+    std::cout << "Output : " << exponential_std(lambda) << std::endl;
+    assert(exponential_std(lambda)==std);
+    std::cout << "TEST PASSED" << std::endl;
+    std::cout<<std::endl;
+}
+
+/**
+ * @brief Main function
+ * @return 0 on exit
+ */
+int main(){
+    test(); // Self test implementation
+    return 0;
+}
+