Poisson Binomial Distribution for C#

About

Binomial probability distribution is the probability distribution of the sum of independent Bernoulli random variables with non-uniform success probabilities. This implementation of the Poisson Binomial probability distribution is based on the python version developed by Mika Straka (https://github.com/tsakim/poibin).

Methods included:

• pmf: probability mass function
• cdf: cumulative distribution function

More information on the Poisson Binomial distribution can be found here: Yili Hong, On computing the distribution function for the Poisson binomial distribution, Computational Statistics & Data Analysis, Volume 59, March 2013, pages 41-51,ISSN 0167-9473

Usage

This code does not contain an FFT implementation. For it to run and work correctly, you will need to add a C# FFT library. I recommend and have used https://www.nayuki.io/res/free-small-fft-in-multiple-languages/FftTest.cs. If you use this source, the functional called in the code will call this FFT function without changes needed to the input parameters.

Authors

Kay Toma, Carlos Zamora Cura

Contributing

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This project has adopted the Microsoft Open Source Code of Conduct. For more information see the Code of Conduct FAQ or contact opencode@microsoft.com with any additional questions or comments.