Class GeometricSampler
- java.lang.Object
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- org.apache.commons.rng.sampling.distribution.GeometricSampler
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public final class GeometricSampler extends Object
Sampling from a geometric distribution.This distribution samples the number of failures before the first success taking values in the set
[0, 1, 2, ...]
.The sample is computed using a related exponential distribution. If \( X \) is an exponentially distributed random variable with parameter \( \lambda \), then \( Y = \left \lfloor X \right \rfloor \) is a geometrically distributed random variable with parameter \( p = 1 − e^\lambda \), with \( p \) the probability of success.
This sampler outperforms using the
InverseTransformDiscreteSampler
with an appropriate geometric inverse cumulative probability function.Usage note: As the probability of success (\( p \)) tends towards zero the mean of the distribution (\( \frac{1-p}{p} \)) tends towards infinity and due to the use of
int
for the sample this can result in truncation of the distribution.Sampling uses
UniformRandomProvider.nextDouble()
.- Since:
- 1.3
- See Also:
- Geometric distribution - related distributions
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static SharedStateDiscreteSampler
of(UniformRandomProvider rng, double probabilityOfSuccess)
Creates a new geometric distribution sampler.
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Method Detail
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of
public static SharedStateDiscreteSampler of(UniformRandomProvider rng, double probabilityOfSuccess)
Creates a new geometric distribution sampler. The samples will be provided in the setk=[0, 1, 2, ...]
wherek
indicates the number of failures before the first success.- Parameters:
rng
- Generator of uniformly distributed random numbers.probabilityOfSuccess
- The probability of success.- Returns:
- the sampler
- Throws:
IllegalArgumentException
- ifprobabilityOfSuccess
is not in the range[0 < probabilityOfSuccess <= 1]
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