Class GeometricSampler

  • 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().

    See Also:
    Geometric distribution - related distributions
    • Method Detail

      • of

        public static SharedStateDiscreteSampler of​(UniformRandomProvider rng,
                                                    double probabilityOfSuccess)
        Creates a new geometric distribution sampler. The samples will be provided in the set k=[0, 1, 2, ...] where k indicates the number of failures before the first success.
        rng - Generator of uniformly distributed random numbers.
        probabilityOfSuccess - The probability of success.
        the sampler
        IllegalArgumentException - if probabilityOfSuccess is not in the range [0 < probabilityOfSuccess <= 1])