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[mathcad] RE: rgeom mistake?

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[mathcad] RE: rgeom mistake?
Author: Oakley, Philip SELEX UK    Posted: Wed, 11 Jan 2006 16:48:49 +0000
Have you checked your zero tolerance? try multiplying the result by 10^300 (or suitable large number) to see if it just 'very small' Philip From: Marc Artzrouni "mailto:marc.artzrouni" Sent: 11 January 2006 15:26 To: Mathcad Discussion List Subject: [mathcad] rgeom mistake? *** WARNING *** This mail has originated outside your organization, either from an external partner or the Global Internet. Keep this in mind if you answer this message. Hi: When using rgeom to simulate the geometric random variable G I have values of 0 - which isn't possible for the "trial number on which the first success occurs". The Help file (and my 2001i manual) have p(1-p)^k for the probability of G=k. An exponent k explains why G can indeed by 0 - however every probability textbook I check tells me the exponent is k-1, not k, with a smallest possible value of G equal to 1 and not 0. Can anyone confirm that this is a mistake, and let me know whether it's been fixed in more recent versions ? Many thanks Marc Artzrouni Marc Artzrouni Département de Mathématiques (IPRA) Université de Pau - BP 1155 64013 Pau Cedex FRANCE Home page/page perso: http://www.univ-pau.fr/~artzroun/ ********************************** tel: + 33 - (0)5 59 40 75 50 fax: + 33 - (0)5 59 40 75 55 e-mail: "marc.artzrouni" ********************************** ******************************************************************** This email and any attachments are confidential to the intended recipient and may also be privileged. If you are not the intended recipient please delete it from your system and notify the sender. You should not copy it or use it for any purpose nor disclose or distribute its contents to any other person. ********************************************************************

[mathcad] Re: rgeom mistake?
Author: Chris Whitford    Posted: Wed, 11 Jan 2006 17:25:32 +0000
According to http://en.wikipedia.org/wiki/Geometric_distribution there are 2 alternative definitions: the number of trials until the first success, or the number of trials before the first success. Chris At 16:25 11/01/2006 +0100, you wrote: >When using rgeom to simulate the geometric random variable G I have >values of 0 - which isn't possible for the "trial number >on which the first success occurs". The Help file (and my 2001i manual) >have p(1-p)^k for the probability >of G=k. An exponent k explains why G can indeed by 0 - however every >probability textbook I check >tells me the exponent is k-1, not k, with a smallest possible value of G >equal to 1 and not 0. + Chris Whitford + Research Fellow, University of Leicester, Space Research Centre, + Physics and Astronomy Department, University Road, LEICESTER LE1 7RH, UK + Tel: +44 (0)116 252 3496, Fax: +44 (0)116 252 2464 + email: "chw" http://www.star.le.ac.uk/

[mathcad] RE: rgeom mistake?
Author: Oakley, Philip SELEX UK    Posted: Wed, 11 Jan 2006 17:15:26 +0000
>From V11 manual.You can access numerical recipes (Press et al) on the web. Sorry about the confusion over the zero - thought you meant it returned zero where a real>0 was expected. Also just because the particular experiment can have zero trials doesn't mean a distribution can't include a coefficient 'zero' [one could win by default..] Philip rgeom Random Numbers Syntax rgeom(m, p) Description Returns a vector of m random numbers having the geometric distribution. Arguments m integer, m > 0 p real number, 0 <p <1 Algorithm Inverse cumulative density method (Press et al., 1992) See also rnd From: Oakley, Philip (SELEX) (UK) Sent: 11 January 2006 16:49 To: Mathcad Discussion List Subject: [mathcad] RE: rgeom mistake? Have you checked your zero tolerance? try multiplying the result by 10^300 (or suitable large number) to see if it just 'very small' Philip From: Marc Artzrouni "mailto:marc.artzrouni" Sent: 11 January 2006 15:26 To: Mathcad Discussion List Subject: [mathcad] rgeom mistake? *** WARNING *** This mail has originated outside your organization, either from an external partner or the Global Internet. Keep this in mind if you answer this message. Hi: When using rgeom to simulate the geometric random variable G I have values of 0 - which isn't possible for the "trial number on which the first success occurs". The Help file (and my 2001i manual) have p(1-p)^k for the probability of G=k. An exponent k explains why G can indeed by 0 - however every probability textbook I check tells me the exponent is k-1, not k, with a smallest possible value of G equal to 1 and not 0. Can anyone confirm that this is a mistake, and let me know whether it's been fixed in more recent versions ? Many thanks Marc Artzrouni Marc Artzrouni Département de Mathématiques (IPRA) Université de Pau - BP 1155 64013 Pau Cedex FRANCE Home page/page perso: http://www.univ-pau.fr/~artzroun/ ********************************** tel: + 33 - (0)5 59 40 75 50 fax: + 33 - (0)5 59 40 75 55 e-mail: "marc.artzrouni" ********************************** ******************************************************************** This email and any attachments are confidential to the intended recipient and may also be privileged. If you are not the intended recipient please delete it from your system and notify the sender. You should not copy it or use it for any purpose nor disclose or distribute its contents to any other person. ******************************************************************** ******************************************************************** This email and any attachments are confidential to the intended recipient and may also be privileged. If you are not the intended recipient please delete it from your system and notify the sender. You should not copy it or use it for any purpose nor disclose or distribute its contents to any other person. ********************************************************************

[mathcad] Re: rgeom mistake?
Author: Andy Spragg    Posted: Wed, 11 Jan 2006 17:55:01 +0000
To add further confusion, there is the do-you-count-from-1 or do-you-count-from-0 issue. It might be interesting to change the array base in the options and seeing if this changes the results you get ... Andy Chris Whitford "chw" 11/01/2006 17:25 Please respond to "mathcad" To Mathcad Discussion List "mathcad" cc Subject [mathcad] Re: rgeom mistake? According to http://en.wikipedia.org/wiki/Geometric_distribution there are 2 alternative definitions: the number of trials until the first success, or the number of trials before the first success. Chris At 16:25 11/01/2006 +0100, you wrote: When using rgeom to simulate the geometric random variable G I have values of 0 - which isn't possible for the "trial number on which the first success occurs". The Help file (and my 2001i manual) have p(1-p)^k for the probability of G=k. An exponent k explains why G can indeed by 0 - however every probability textbook I check tells me the exponent is k-1, not k, with a smallest possible value of G equal to 1 and not 0. + Chris Whitford + Research Fellow, University of Leicester, Space Research Centre, + Physics and Astronomy Department, University Road, LEICESTER LE1 7RH, UK + Tel: +44 (0)116 252 3496, Fax: +44 (0)116 252 2464 + email: "chw" http://www.star.le.ac.uk/ **************************************************************** Any opinions expressed in this email are those of the individual and not necessarily of RHM plc and/or any of its subsidiaries. This email and any files transmitted with it are private, may be confidential and are for the intended recipient only. If you are not the intended recipient, be advised that you have received them in error. Please notify the sender of the error, delete all copies of them from your system and destroy any printed copies. If you are not the intended recipient, you are not authorized to read, print, retain, copy, disseminate, distribute, or use this email and any files transmitted with it. Please rely on your own anti-virus system. No responsibility is taken by RHM plc and/or any of its subsidiaries for any damage arising out of any bug or virus infection. ****************************************************************

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