#| Inverse exponential distr in Racket/Gamble From Handbook on probability distributions page 60ff var : d1 mean: 0.2664812575655873 Min: 0.0005581020845981731 Mean: 0.2445981236460591 Max: 1.450191890864342 Variance: 0.05546496120603369 Stddev: 0.23551000234816713 Credible interval (0.84): 0.0005581020845981731..0.4507365847646491 var : d2 mean: 0.23901832476962973 Min: 0.00039682077382927706 Mean: 0.2412964569935237 Max: 1.5967378208470433 Variance: 0.05876156492011414 Stddev: 0.24240784830552442 Credible interval (0.84): 0.00039682077382927706..0.4324259244689304 See gamble_distributions.rkt and gamble_distributions_test.rkt This program was created by Hakan Kjellerstrand, hakank@gmail.com See also my Racket page: http://www.hakank.org/racket/ |# #lang gamble ; (require gamble/viz) (require racket) (require "gamble_utils.rkt") (require "gamble_distributions.rkt") (define (model) (; enumerate ; rejection-sampler importance-sampler ; mh-sampler (define lambda_ 1/4) (define d1 (inverse_exponential lambda_)) (define d2 (exponential_dist (/ 1 lambda_))) (list d1 d2 ) ) ) (show-marginals (model) (list "d1" "d2" ) #:num-samples 1000 #:truncate-output 5 #:skip-marginals? #t #:show-stats? #t #:credible-interval 0.84 ; #:show-histogram? #t ; #:show-percentiles? #t )