From cf785830e2de20ac9df989d14fca27d0a28f9008 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Gi=C3=B9=20Marcer?= Date: Thu, 4 Jun 2020 21:46:27 +0200 Subject: [PATCH] pres: create the file counts.md and write something --- pres/counts.md | 43 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) create mode 100644 pres/counts.md diff --git a/pres/counts.md b/pres/counts.md new file mode 100644 index 0000000..192cc11 --- /dev/null +++ b/pres/counts.md @@ -0,0 +1,43 @@ +# PDF + +The Moyal distribution is defined as: +$$ + M(x) = \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} \left[ x + e^{-x} \right]} +$$ +More generally, it is defined with the location and scale parameters $\mu$ and +$\sigma$ such as: +$$ + x \rightarrow \frac{x - \mu}{\sigma} +$$ + +# CDF + +The cumulative distribution function $\mathscr{M}(x)$ can be derived from the +pdf $M(x)$ integrating: +$$ + \mathscr{M}(x) = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, M(y) + = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, e^{- \frac{1}{2}} + e^{- \frac{1}{2} e^{-y}} +$$ +with the change of variable: +\begin{align} + z = \frac{1}{\sqrt{2}} e^{-\frac{y}{2}} + &\thus \frac{dz}{dy} = \frac{-1}{2 \sqrt{2}} e^{-\frac{y}{2}} \\ + &\thus dy = -2 \sqrt{2} e^{\frac{y}{2}} dz +\end{align} +hence, the limits of the integral become: +\begin{align} + y \rightarrow - \infty &\thus z \rightarrow + \infty \\ + y = x &\thus z = \\\frac{1}{\sqrt{2}} e^{-\frac{x}{2}} = f(x) +\end{align} +and the CDF can be rewritten as: +$$ + \mathscr{M}(x) = \frac{1}{2 \pi} \int\limits_{+ \infty}^{f(x)} + dz \, (- 2 \sqrt{2}) e^{\frac{y}{2}} e^{- \frac{y}{2}} e^{- z^2} + = \frac{-2 \sqrt{2}}{\sqrt{2 \pi}} \int\limits_{+ \infty}^{f(x)} + dz e^{- z^2} +$$ +since the `erf` is defines as: +$$ + +$$