/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.distribution; import org.apache.commons.math3.exception.OutOfRangeException; import org.apache.commons.math3.exception.util.LocalizedFormats; import org.apache.commons.math3.random.RandomGenerator; import org.apache.commons.math3.random.Well19937c; /** * Implementation of the geometric distribution. * * @see <a href="http://en.wikipedia.org/wiki/Geometric_distribution">Geometric distribution (Wikipedia)</a> * @see <a href="http://mathworld.wolfram.com/GeometricDistribution.html">Geometric Distribution (MathWorld)</a> * @since 3.3 */ public class GeometricDistribution extends AbstractIntegerDistribution { /** Serializable version identifier. */ private static final long serialVersionUID = 20130507L; /** The probability of success. */ private final double probabilityOfSuccess; /** {@code log(p)} where p is the probability of success. */ private final double logProbabilityOfSuccess; /** {@code log(1 - p)} where p is the probability of success. */ private final double log1mProbabilityOfSuccess; /** * Create a geometric distribution with the given probability of success. * <p> * <b>Note:</b> this constructor will implicitly create an instance of * {@link Well19937c} as random generator to be used for sampling only (see * {@link #sample()} and {@link #sample(int)}). In case no sampling is * needed for the created distribution, it is advised to pass {@code null} * as random generator via the appropriate constructors to avoid the * additional initialisation overhead. * * @param p probability of success. * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. */ public GeometricDistribution(double p) { this(new Well19937c(), p); } /** * Creates a geometric distribution. * * @param rng Random number generator. * @param p Probability of success. * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. */ public GeometricDistribution(RandomGenerator rng, double p) { super(rng); if (p <= 0 || p > 1) { throw new OutOfRangeException(LocalizedFormats.OUT_OF_RANGE_LEFT, p, 0, 1); } probabilityOfSuccess = p; logProbabilityOfSuccess = Math.log(p); log1mProbabilityOfSuccess = Math.log1p(-p); } /** * Access the probability of success for this distribution. * * @return the probability of success. */ public double getProbabilityOfSuccess() { return probabilityOfSuccess; } /** {@inheritDoc} */ public double probability(int x) { if (x < 0) { return 0.0; } else { return Math.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; } } /** {@inheritDoc} */ @Override public double logProbability(int x) { if (x < 0) { return Double.NEGATIVE_INFINITY; } else { return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; } } /** {@inheritDoc} */ public double cumulativeProbability(int x) { if (x < 0) { return 0.0; } else { return -Math.expm1(log1mProbabilityOfSuccess * (x + 1)); } } /** * {@inheritDoc} * * For probability parameter {@code p}, the mean is {@code (1 - p) / p}. */ public double getNumericalMean() { return (1 - probabilityOfSuccess) / probabilityOfSuccess; } /** * {@inheritDoc} * * For probability parameter {@code p}, the variance is * {@code (1 - p) / (p * p)}. */ public double getNumericalVariance() { return (1 - probabilityOfSuccess) / (probabilityOfSuccess * probabilityOfSuccess); } /** * {@inheritDoc} * * The lower bound of the support is always 0. * * @return lower bound of the support (always 0) */ public int getSupportLowerBound() { return 0; } /** * {@inheritDoc} * * The upper bound of the support is infinite (which we approximate as * {@code Integer.MAX_VALUE}). * * @return upper bound of the support (always Integer.MAX_VALUE) */ public int getSupportUpperBound() { return Integer.MAX_VALUE; } /** * {@inheritDoc} * * The support of this distribution is connected. * * @return {@code true} */ public boolean isSupportConnected() { return true; } /** * {@inheritDoc} */ @Override public int inverseCumulativeProbability(double p) throws OutOfRangeException { if (p < 0 || p > 1) { throw new OutOfRangeException(p, 0, 1); } if (p == 1) { return Integer.MAX_VALUE; } if (p == 0) { return 0; } return Math.max(0, (int) Math.ceil(Math.log1p(-p)/log1mProbabilityOfSuccess-1)); } }