diff --git a/mef/schema/random_deviate.rnc b/mef/schema/random_deviate.rnc index e5e834a..c93a428 100644 --- a/mef/schema/random_deviate.rnc +++ b/mef/schema/random_deviate.rnc @@ -11,4 +11,6 @@ beta-deviate = element beta-deviate { expression, expression } histogram = element histogram { expression, bin+ } +discrete = element discrete { bin+ } + bin = element bin { expression, expression } diff --git a/mef/schema/stochastic_layer.rnc b/mef/schema/stochastic_layer.rnc index 1b66137..7d71fe5 100644 --- a/mef/schema/stochastic_layer.rnc +++ b/mef/schema/stochastic_layer.rnc @@ -18,5 +18,6 @@ random-deviate = | gamma-deviate | beta-deviate | histogram + | discrete test-event = test-initiating-event | test-functional-event diff --git a/mef/stochastic_layer.rst b/mef/stochastic_layer.rst index d142ea3..a20db41 100644 --- a/mef/stochastic_layer.rst +++ b/mef/stochastic_layer.rst @@ -533,7 +533,7 @@ When used to perform Monte-Carlo simulations, they return a number drawn at pseudo-random according to their type. The Model Exchange Format includes two types of random deviates: built-in deviates like uniform, normal or lognormal, -and histograms that are user defined discrete distributions. +and user defined discrete distributions like histograms. A preliminary list of distributions is summarized in :numref:`table_random_deviates`. As for arithmetic operators and built-ins, this list can be extended on demand. @@ -556,6 +556,8 @@ As for arithmetic operators and built-ins, this list can be extended on demand. +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ | **histograms** | any | discrete distributions defined by means of a list of pairs | +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ + | **discrete** | >1 | discrete distributions defined by means of a list of pairs | + +-----------------------+------------+-------------------------------------------------------------------------------------------------------------+ Uniform Deviates These primitives describe uniform distributions in a given range @@ -685,9 +687,7 @@ Histograms \mathbf{E}(X) = \frac{1}{x_n - x_0} \times \sum_{i=1}^{n}(x_i - x_{i-1})\mathbf{E}(E_i) - Both Cumulative Distribution Functions - and Density Probability Distributions can be translated into histograms. - + Cumulative Distribution Functions can be translated into histograms. A Cumulative Distribution Function is a list of pairs :math:`(p_1, v_1), \ldots, (p_n, v_n)`, where the :math:`p_i`'s are @@ -701,17 +701,31 @@ Histograms with the initial value :math:`x_0 = 0, x_1 = p_1, \text{ and } x_i = p_i - p_{i-1} \text{ for all } i>1`. - A Discrete Probability Distribution is a list of pairs - :math:`(d_1, m_1), \ldots, (d_n, m_n)`. - The :math:`d_i`'s are probability densities. - However, they could be any kind of values. - The :math:`m_i`'s are midpoints of intervals - and are such that :math:`m_1 < m_2 < \ldots < m_n < 1`. - The histogram that corresponds to a Discrete Probability Distribution - :math:`(d_1, m_1), \ldots, (d_n, m_n)` - is the list of pairs :math:`(x_1, d_1), \ldots, (x_n, d_n)`, - with the initial value - :math:`x_0 = 0, x_1 = 2m_1, \text{ and } x_i = x_{i-1} + 2(m_i - x_{i-1})`. +Discrete Distribution + A discrete distribution is a statistical distribution + whose variables can only take discrete values. + It is defined by a list of pairs + :math:`(a_1, w_1), \ldots, (a_n, w_n)`. + The :math:`a_i`'s are the values of the distribution, + and the :math:`w_i` are their respective non-negative weights. + + The probability density function of the discrete distribution: + + .. math:: + + f(x;w_1,\ldots,w_n) = \frac{w_k}{\sum_{i=1}^{n}w_i} + + Where :math:`k` is such that + + .. math:: + + x = a_k \quad \forall k \in \mathbb{Z} : 1 \leq k \leq n + + The default value is the expected value of the distribution. + + .. math:: + + E(x) = \dfrac{\sum_{i=1}^{n}a_i \cdot w_i}{\sum_{i=1}^{n}w_i} XML Representation