pres: create the file counts.md and write something

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Giù Marcer 2020-06-04 21:46:27 +02:00 committed by rnhmjoj
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# 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:
$$
$$