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 */ 017 018package org.apache.commons.math3.distribution; 019 020import org.apache.commons.math3.exception.NotPositiveException; 021import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022import org.apache.commons.math3.exception.NumberIsTooLargeException; 023import org.apache.commons.math3.exception.util.LocalizedFormats; 024import org.apache.commons.math3.random.RandomGenerator; 025import org.apache.commons.math3.random.Well19937c; 026import org.apache.commons.math3.util.FastMath; 027 028/** 029 * Implementation of the hypergeometric distribution. 030 * 031 * @see <a href="http://en.wikipedia.org/wiki/Hypergeometric_distribution">Hypergeometric distribution (Wikipedia)</a> 032 * @see <a href="http://mathworld.wolfram.com/HypergeometricDistribution.html">Hypergeometric distribution (MathWorld)</a> 033 */ 034public class HypergeometricDistribution extends AbstractIntegerDistribution { 035 /** Serializable version identifier. */ 036 private static final long serialVersionUID = -436928820673516179L; 037 /** The number of successes in the population. */ 038 private final int numberOfSuccesses; 039 /** The population size. */ 040 private final int populationSize; 041 /** The sample size. */ 042 private final int sampleSize; 043 /** Cached numerical variance */ 044 private double numericalVariance = Double.NaN; 045 /** Whether or not the numerical variance has been calculated */ 046 private boolean numericalVarianceIsCalculated = false; 047 048 /** 049 * Construct a new hypergeometric distribution with the specified population 050 * size, number of successes in the population, and sample size. 051 * <p> 052 * <b>Note:</b> this constructor will implicitly create an instance of 053 * {@link Well19937c} as random generator to be used for sampling only (see 054 * {@link #sample()} and {@link #sample(int)}). In case no sampling is 055 * needed for the created distribution, it is advised to pass {@code null} 056 * as random generator via the appropriate constructors to avoid the 057 * additional initialisation overhead. 058 * 059 * @param populationSize Population size. 060 * @param numberOfSuccesses Number of successes in the population. 061 * @param sampleSize Sample size. 062 * @throws NotPositiveException if {@code numberOfSuccesses < 0}. 063 * @throws NotStrictlyPositiveException if {@code populationSize <= 0}. 064 * @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, 065 * or {@code sampleSize > populationSize}. 066 */ 067 public HypergeometricDistribution(int populationSize, int numberOfSuccesses, int sampleSize) 068 throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException { 069 this(new Well19937c(), populationSize, numberOfSuccesses, sampleSize); 070 } 071 072 /** 073 * Creates a new hypergeometric distribution. 074 * 075 * @param rng Random number generator. 076 * @param populationSize Population size. 077 * @param numberOfSuccesses Number of successes in the population. 078 * @param sampleSize Sample size. 079 * @throws NotPositiveException if {@code numberOfSuccesses < 0}. 080 * @throws NotStrictlyPositiveException if {@code populationSize <= 0}. 081 * @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, 082 * or {@code sampleSize > populationSize}. 083 * @since 3.1 084 */ 085 public HypergeometricDistribution(RandomGenerator rng, 086 int populationSize, 087 int numberOfSuccesses, 088 int sampleSize) 089 throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException { 090 super(rng); 091 092 if (populationSize <= 0) { 093 throw new NotStrictlyPositiveException(LocalizedFormats.POPULATION_SIZE, 094 populationSize); 095 } 096 if (numberOfSuccesses < 0) { 097 throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SUCCESSES, 098 numberOfSuccesses); 099 } 100 if (sampleSize < 0) { 101 throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, 102 sampleSize); 103 } 104 105 if (numberOfSuccesses > populationSize) { 106 throw new NumberIsTooLargeException(LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE, 107 numberOfSuccesses, populationSize, true); 108 } 109 if (sampleSize > populationSize) { 110 throw new NumberIsTooLargeException(LocalizedFormats.SAMPLE_SIZE_LARGER_THAN_POPULATION_SIZE, 111 sampleSize, populationSize, true); 112 } 113 114 this.numberOfSuccesses = numberOfSuccesses; 115 this.populationSize = populationSize; 116 this.sampleSize = sampleSize; 117 } 118 119 /** {@inheritDoc} */ 120 public double cumulativeProbability(int x) { 121 double ret; 122 123 int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); 124 if (x < domain[0]) { 125 ret = 0.0; 126 } else if (x >= domain[1]) { 127 ret = 1.0; 128 } else { 129 ret = innerCumulativeProbability(domain[0], x, 1); 130 } 131 132 return ret; 133 } 134 135 /** 136 * Return the domain for the given hypergeometric distribution parameters. 137 * 138 * @param n Population size. 139 * @param m Number of successes in the population. 140 * @param k Sample size. 141 * @return a two element array containing the lower and upper bounds of the 142 * hypergeometric distribution. 143 */ 144 private int[] getDomain(int n, int m, int k) { 145 return new int[] { getLowerDomain(n, m, k), getUpperDomain(m, k) }; 146 } 147 148 /** 149 * Return the lowest domain value for the given hypergeometric distribution 150 * parameters. 151 * 152 * @param n Population size. 153 * @param m Number of successes in the population. 154 * @param k Sample size. 155 * @return the lowest domain value of the hypergeometric distribution. 156 */ 157 private int getLowerDomain(int n, int m, int k) { 158 return FastMath.max(0, m - (n - k)); 159 } 160 161 /** 162 * Access the number of successes. 163 * 164 * @return the number of successes. 165 */ 166 public int getNumberOfSuccesses() { 167 return numberOfSuccesses; 168 } 169 170 /** 171 * Access the population size. 172 * 173 * @return the population size. 174 */ 175 public int getPopulationSize() { 176 return populationSize; 177 } 178 179 /** 180 * Access the sample size. 181 * 182 * @return the sample size. 183 */ 184 public int getSampleSize() { 185 return sampleSize; 186 } 187 188 /** 189 * Return the highest domain value for the given hypergeometric distribution 190 * parameters. 191 * 192 * @param m Number of successes in the population. 193 * @param k Sample size. 194 * @return the highest domain value of the hypergeometric distribution. 195 */ 196 private int getUpperDomain(int m, int k) { 197 return FastMath.min(k, m); 198 } 199 200 /** {@inheritDoc} */ 201 public double probability(int x) { 202 final double logProbability = logProbability(x); 203 return logProbability == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logProbability); 204 } 205 206 /** {@inheritDoc} */ 207 @Override 208 public double logProbability(int x) { 209 double ret; 210 211 int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); 212 if (x < domain[0] || x > domain[1]) { 213 ret = Double.NEGATIVE_INFINITY; 214 } else { 215 double p = (double) sampleSize / (double) populationSize; 216 double q = (double) (populationSize - sampleSize) / (double) populationSize; 217 double p1 = SaddlePointExpansion.logBinomialProbability(x, 218 numberOfSuccesses, p, q); 219 double p2 = 220 SaddlePointExpansion.logBinomialProbability(sampleSize - x, 221 populationSize - numberOfSuccesses, p, q); 222 double p3 = 223 SaddlePointExpansion.logBinomialProbability(sampleSize, populationSize, p, q); 224 ret = p1 + p2 - p3; 225 } 226 227 return ret; 228 } 229 230 /** 231 * For this distribution, {@code X}, this method returns {@code P(X >= x)}. 232 * 233 * @param x Value at which the CDF is evaluated. 234 * @return the upper tail CDF for this distribution. 235 * @since 1.1 236 */ 237 public double upperCumulativeProbability(int x) { 238 double ret; 239 240 final int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); 241 if (x <= domain[0]) { 242 ret = 1.0; 243 } else if (x > domain[1]) { 244 ret = 0.0; 245 } else { 246 ret = innerCumulativeProbability(domain[1], x, -1); 247 } 248 249 return ret; 250 } 251 252 /** 253 * For this distribution, {@code X}, this method returns 254 * {@code P(x0 <= X <= x1)}. 255 * This probability is computed by summing the point probabilities for the 256 * values {@code x0, x0 + 1, x0 + 2, ..., x1}, in the order directed by 257 * {@code dx}. 258 * 259 * @param x0 Inclusive lower bound. 260 * @param x1 Inclusive upper bound. 261 * @param dx Direction of summation (1 indicates summing from x0 to x1, and 262 * 0 indicates summing from x1 to x0). 263 * @return {@code P(x0 <= X <= x1)}. 264 */ 265 private double innerCumulativeProbability(int x0, int x1, int dx) { 266 double ret = probability(x0); 267 while (x0 != x1) { 268 x0 += dx; 269 ret += probability(x0); 270 } 271 return ret; 272 } 273 274 /** 275 * {@inheritDoc} 276 * 277 * For population size {@code N}, number of successes {@code m}, and sample 278 * size {@code n}, the mean is {@code n * m / N}. 279 */ 280 public double getNumericalMean() { 281 return getSampleSize() * (getNumberOfSuccesses() / (double) getPopulationSize()); 282 } 283 284 /** 285 * {@inheritDoc} 286 * 287 * For population size {@code N}, number of successes {@code m}, and sample 288 * size {@code n}, the variance is 289 * {@code [n * m * (N - n) * (N - m)] / [N^2 * (N - 1)]}. 290 */ 291 public double getNumericalVariance() { 292 if (!numericalVarianceIsCalculated) { 293 numericalVariance = calculateNumericalVariance(); 294 numericalVarianceIsCalculated = true; 295 } 296 return numericalVariance; 297 } 298 299 /** 300 * Used by {@link #getNumericalVariance()}. 301 * 302 * @return the variance of this distribution 303 */ 304 protected double calculateNumericalVariance() { 305 final double N = getPopulationSize(); 306 final double m = getNumberOfSuccesses(); 307 final double n = getSampleSize(); 308 return (n * m * (N - n) * (N - m)) / (N * N * (N - 1)); 309 } 310 311 /** 312 * {@inheritDoc} 313 * 314 * For population size {@code N}, number of successes {@code m}, and sample 315 * size {@code n}, the lower bound of the support is 316 * {@code max(0, n + m - N)}. 317 * 318 * @return lower bound of the support 319 */ 320 public int getSupportLowerBound() { 321 return FastMath.max(0, 322 getSampleSize() + getNumberOfSuccesses() - getPopulationSize()); 323 } 324 325 /** 326 * {@inheritDoc} 327 * 328 * For number of successes {@code m} and sample size {@code n}, the upper 329 * bound of the support is {@code min(m, n)}. 330 * 331 * @return upper bound of the support 332 */ 333 public int getSupportUpperBound() { 334 return FastMath.min(getNumberOfSuccesses(), getSampleSize()); 335 } 336 337 /** 338 * {@inheritDoc} 339 * 340 * The support of this distribution is connected. 341 * 342 * @return {@code true} 343 */ 344 public boolean isSupportConnected() { 345 return true; 346 } 347}