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.OutOfRangeException; 020import org.apache.commons.math3.exception.util.LocalizedFormats; 021import org.apache.commons.math3.random.RandomGenerator; 022import org.apache.commons.math3.random.Well19937c; 023import org.apache.commons.math3.util.FastMath; 024 025/** 026 * Implementation of the geometric distribution. 027 * 028 * @see <a href="http://en.wikipedia.org/wiki/Geometric_distribution">Geometric distribution (Wikipedia)</a> 029 * @see <a href="http://mathworld.wolfram.com/GeometricDistribution.html">Geometric Distribution (MathWorld)</a> 030 * @since 3.3 031 */ 032public class GeometricDistribution extends AbstractIntegerDistribution { 033 034 /** Serializable version identifier. */ 035 private static final long serialVersionUID = 20130507L; 036 /** The probability of success. */ 037 private final double probabilityOfSuccess; 038 /** {@code log(p)} where p is the probability of success. */ 039 private final double logProbabilityOfSuccess; 040 /** {@code log(1 - p)} where p is the probability of success. */ 041 private final double log1mProbabilityOfSuccess; 042 043 /** 044 * Create a geometric distribution with the given probability of success. 045 * <p> 046 * <b>Note:</b> this constructor will implicitly create an instance of 047 * {@link Well19937c} as random generator to be used for sampling only (see 048 * {@link #sample()} and {@link #sample(int)}). In case no sampling is 049 * needed for the created distribution, it is advised to pass {@code null} 050 * as random generator via the appropriate constructors to avoid the 051 * additional initialisation overhead. 052 * 053 * @param p probability of success. 054 * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. 055 */ 056 public GeometricDistribution(double p) { 057 this(new Well19937c(), p); 058 } 059 060 /** 061 * Creates a geometric distribution. 062 * 063 * @param rng Random number generator. 064 * @param p Probability of success. 065 * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. 066 */ 067 public GeometricDistribution(RandomGenerator rng, double p) { 068 super(rng); 069 070 if (p <= 0 || p > 1) { 071 throw new OutOfRangeException(LocalizedFormats.OUT_OF_RANGE_LEFT, p, 0, 1); 072 } 073 074 probabilityOfSuccess = p; 075 logProbabilityOfSuccess = FastMath.log(p); 076 log1mProbabilityOfSuccess = FastMath.log1p(-p); 077 } 078 079 /** 080 * Access the probability of success for this distribution. 081 * 082 * @return the probability of success. 083 */ 084 public double getProbabilityOfSuccess() { 085 return probabilityOfSuccess; 086 } 087 088 /** {@inheritDoc} */ 089 public double probability(int x) { 090 if (x < 0) { 091 return 0.0; 092 } else { 093 return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; 094 } 095 } 096 097 /** {@inheritDoc} */ 098 @Override 099 public double logProbability(int x) { 100 if (x < 0) { 101 return Double.NEGATIVE_INFINITY; 102 } else { 103 return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; 104 } 105 } 106 107 /** {@inheritDoc} */ 108 public double cumulativeProbability(int x) { 109 if (x < 0) { 110 return 0.0; 111 } else { 112 return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1)); 113 } 114 } 115 116 /** 117 * {@inheritDoc} 118 * 119 * For probability parameter {@code p}, the mean is {@code (1 - p) / p}. 120 */ 121 public double getNumericalMean() { 122 return (1 - probabilityOfSuccess) / probabilityOfSuccess; 123 } 124 125 /** 126 * {@inheritDoc} 127 * 128 * For probability parameter {@code p}, the variance is 129 * {@code (1 - p) / (p * p)}. 130 */ 131 public double getNumericalVariance() { 132 return (1 - probabilityOfSuccess) / (probabilityOfSuccess * probabilityOfSuccess); 133 } 134 135 /** 136 * {@inheritDoc} 137 * 138 * The lower bound of the support is always 0. 139 * 140 * @return lower bound of the support (always 0) 141 */ 142 public int getSupportLowerBound() { 143 return 0; 144 } 145 146 /** 147 * {@inheritDoc} 148 * 149 * The upper bound of the support is infinite (which we approximate as 150 * {@code Integer.MAX_VALUE}). 151 * 152 * @return upper bound of the support (always Integer.MAX_VALUE) 153 */ 154 public int getSupportUpperBound() { 155 return Integer.MAX_VALUE; 156 } 157 158 /** 159 * {@inheritDoc} 160 * 161 * The support of this distribution is connected. 162 * 163 * @return {@code true} 164 */ 165 public boolean isSupportConnected() { 166 return true; 167 } 168 169 /** 170 * {@inheritDoc} 171 */ 172 @Override 173 public int inverseCumulativeProbability(double p) throws OutOfRangeException { 174 if (p < 0 || p > 1) { 175 throw new OutOfRangeException(p, 0, 1); 176 } 177 if (p == 1) { 178 return Integer.MAX_VALUE; 179 } 180 if (p == 0) { 181 return 0; 182 } 183 return Math.max(0, (int) Math.ceil(FastMath.log1p(-p)/log1mProbabilityOfSuccess-1)); 184 } 185}