/* Copyright (C) 2001 Kyle Siegrist, Dawn Duehring This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ /**This class models the distribution of the position at time n for a random walk on the interval [0, n].*/ package distributions; public class WalkPositionDistribution extends Distribution{ //Paramters private int steps ; private double probability; /**This general constructor creates a new distribution with specified time and probability parameters.*/ public WalkPositionDistribution(int n, double p){ setParameters(n, p); } /**This default constructor creates a new WalkPositionDistribution with time parameter 10 and probability p.*/ public WalkPositionDistribution(){ this(10, 0.5); } /**This method sets the time and probability parameters.*/ public void setParameters(int n, double p){ if (n < 0) n = 0; if (p < 0) p = 0; else if (p > 1) p = 1; steps = n; probability = p; super.setParameters(-steps, steps, 2, DISCRETE); } /**This method computes the density function.*/ public double getDensity(double x){ int k = (int)Math.rint(x), m = (k + steps) / 2; return comb(steps, m) * Math.pow(probability, m) * Math.pow(1 - probability, steps - m); } /**This method returns the maximum value of the density function.*/ public double getMaxDensity(){ double mode = 2 * Math.min(Math.floor((steps + 1) * probability), steps) - steps; return getDensity(mode); } /**This method computes the mean.*/ public double getMean(){ return 2 * steps * probability - steps; } /**This method computes the variance.*/ public double getVariance(){ return 4 * steps * probability * (1 - probability); } /**This method returns the number of steps.*/ public double getSteps(){ return steps; } /**This method returns the probability of a step to the right.*/ public double getProbability(){ return probability; } /**This method simulates a value from the distribution.*/ public double simulate(){ int step, position = 0; for (int i = 1; i <= steps; i++){ if (Math.random() < probability) step = 1; else step = -1; position = position + step; } return position; } }