001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017package org.apache.commons.math3.distribution;
018
019import org.apache.commons.math3.exception.NotPositiveException;
020import org.apache.commons.math3.exception.OutOfRangeException;
021import org.apache.commons.math3.exception.util.LocalizedFormats;
022import org.apache.commons.math3.random.RandomGenerator;
023import org.apache.commons.math3.random.Well19937c;
024import org.apache.commons.math3.special.Beta;
025import org.apache.commons.math3.util.FastMath;
026
027/**
028 * Implementation of the binomial distribution.
029 *
030 * @see <a href="http://en.wikipedia.org/wiki/Binomial_distribution">Binomial distribution (Wikipedia)</a>
031 * @see <a href="http://mathworld.wolfram.com/BinomialDistribution.html">Binomial Distribution (MathWorld)</a>
032 */
033public class BinomialDistribution extends AbstractIntegerDistribution {
034    /** Serializable version identifier. */
035    private static final long serialVersionUID = 6751309484392813623L;
036    /** The number of trials. */
037    private final int numberOfTrials;
038    /** The probability of success. */
039    private final double probabilityOfSuccess;
040
041    /**
042     * Create a binomial distribution with the given number of trials and
043     * probability of success.
044     * <p>
045     * <b>Note:</b> this constructor will implicitly create an instance of
046     * {@link Well19937c} as random generator to be used for sampling only (see
047     * {@link #sample()} and {@link #sample(int)}). In case no sampling is
048     * needed for the created distribution, it is advised to pass {@code null}
049     * as random generator via the appropriate constructors to avoid the
050     * additional initialisation overhead.
051     *
052     * @param trials Number of trials.
053     * @param p Probability of success.
054     * @throws NotPositiveException if {@code trials < 0}.
055     * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}.
056     */
057    public BinomialDistribution(int trials, double p) {
058        this(new Well19937c(), trials, p);
059    }
060
061    /**
062     * Creates a binomial distribution.
063     *
064     * @param rng Random number generator.
065     * @param trials Number of trials.
066     * @param p Probability of success.
067     * @throws NotPositiveException if {@code trials < 0}.
068     * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}.
069     * @since 3.1
070     */
071    public BinomialDistribution(RandomGenerator rng,
072                                int trials,
073                                double p) {
074        super(rng);
075
076        if (trials < 0) {
077            throw new NotPositiveException(LocalizedFormats.NUMBER_OF_TRIALS,
078                                           trials);
079        }
080        if (p < 0 || p > 1) {
081            throw new OutOfRangeException(p, 0, 1);
082        }
083
084        probabilityOfSuccess = p;
085        numberOfTrials = trials;
086    }
087
088    /**
089     * Access the number of trials for this distribution.
090     *
091     * @return the number of trials.
092     */
093    public int getNumberOfTrials() {
094        return numberOfTrials;
095    }
096
097    /**
098     * Access the probability of success for this distribution.
099     *
100     * @return the probability of success.
101     */
102    public double getProbabilityOfSuccess() {
103        return probabilityOfSuccess;
104    }
105
106    /** {@inheritDoc} */
107    public double probability(int x) {
108        final double logProbability = logProbability(x);
109        return logProbability == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logProbability);
110    }
111
112    /** {@inheritDoc} **/
113    @Override
114    public double logProbability(int x) {
115        if (numberOfTrials == 0) {
116            return (x == 0) ? 0. : Double.NEGATIVE_INFINITY;
117        }
118        double ret;
119        if (x < 0 || x > numberOfTrials) {
120            ret = Double.NEGATIVE_INFINITY;
121        } else {
122            ret = SaddlePointExpansion.logBinomialProbability(x,
123                    numberOfTrials, probabilityOfSuccess,
124                    1.0 - probabilityOfSuccess);
125        }
126        return ret;
127    }
128
129    /** {@inheritDoc} */
130    public double cumulativeProbability(int x) {
131        double ret;
132        if (x < 0) {
133            ret = 0.0;
134        } else if (x >= numberOfTrials) {
135            ret = 1.0;
136        } else {
137            ret = 1.0 - Beta.regularizedBeta(probabilityOfSuccess,
138                    x + 1.0, numberOfTrials - x);
139        }
140        return ret;
141    }
142
143    /**
144     * {@inheritDoc}
145     *
146     * For {@code n} trials and probability parameter {@code p}, the mean is
147     * {@code n * p}.
148     */
149    public double getNumericalMean() {
150        return numberOfTrials * probabilityOfSuccess;
151    }
152
153    /**
154     * {@inheritDoc}
155     *
156     * For {@code n} trials and probability parameter {@code p}, the variance is
157     * {@code n * p * (1 - p)}.
158     */
159    public double getNumericalVariance() {
160        final double p = probabilityOfSuccess;
161        return numberOfTrials * p * (1 - p);
162    }
163
164    /**
165     * {@inheritDoc}
166     *
167     * The lower bound of the support is always 0 except for the probability
168     * parameter {@code p = 1}.
169     *
170     * @return lower bound of the support (0 or the number of trials)
171     */
172    public int getSupportLowerBound() {
173        return probabilityOfSuccess < 1.0 ? 0 : numberOfTrials;
174    }
175
176    /**
177     * {@inheritDoc}
178     *
179     * The upper bound of the support is the number of trials except for the
180     * probability parameter {@code p = 0}.
181     *
182     * @return upper bound of the support (number of trials or 0)
183     */
184    public int getSupportUpperBound() {
185        return probabilityOfSuccess > 0.0 ? numberOfTrials : 0;
186    }
187
188    /**
189     * {@inheritDoc}
190     *
191     * The support of this distribution is connected.
192     *
193     * @return {@code true}
194     */
195    public boolean isSupportConnected() {
196        return true;
197    }
198}