umontreal.iro.lecuyer.probdist
Class GeometricDist

java.lang.Object
  umontreal.iro.lecuyer.probdist.DiscreteDistributionInt
      umontreal.iro.lecuyer.probdist.GeometricDist

public class GeometricDist
extends DiscreteDistributionInt

Extends the class DiscreteDistributionInt for the geometric distribution with parameter p, where 0 < p < 1. Its mass function is

p(x) = p (1 - p)^x, for x = 0, 1, 2,…

The distribution function is given by

F(x) = 1 - (1 - p)^x+1, for x = 0, 1, 2,…

and its inverse is

F^-1(u) = floor(ln(1 - u)/ln(1 - p)), for 0 <= u < 1.

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt

EPSILON

Constructor Summary

GeometricDist(double p)
Constructs a geometric distribution with parameter p.

Method Summary

static double	barF(double p, int x) Computes the complementary distribution function bar(F)(x).
double	barF(int x) Returns bar(F)(x), the complementary distribution function.
static double	cdf(double p, int x) Computes the distribution function F(x).
double	cdf(int x) Returns the distribution function F evaluated at x (see).
double	getP() Returns the p associated with this object.
int	inverseF(double u) Returns the inverse distribution function F-1(u), where 0 <= u <= 1.
static int	inverseF(double p, double u) Computes the inverse of the geometric distribution.
static double	prob(double p, int x) Computes the probability mass function p(x).
double	prob(int x) Returns p(x), the probability of x, which should be a real number in the interval [0, 1].
void	setP(double p) Resets the value of p associated with this object.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GeometricDist

public GeometricDist(double p)

Constructs a geometric distribution with parameter p.

Method Detail

prob

public double prob(int x)

Description copied from class: DiscreteDistributionInt

Returns p(x), the probability of x, which should be a real number in the interval [0, 1].

Specified by:

prob in class DiscreteDistributionInt

Parameters:

x - value at which the mass function must be evaluated

Returns:

the mass function evaluated at x

cdf

public double cdf(int x)

Description copied from class: DiscreteDistributionInt

Returns the distribution function F evaluated at x (see).

Specified by:

cdf in class DiscreteDistributionInt

Parameters:

x - value at which the distribution function must be evaluated

Returns:

the distribution function evaluated at x

barF

public double barF(int x)

Description copied from class: DiscreteDistributionInt

Returns bar(F)(x), the complementary distribution function.

Overrides:

barF in class DiscreteDistributionInt

Parameters:

x - value at which the complementary distribution function must be evaluated

Returns:

the complementary distribution function evaluated at x

inverseF

public int inverseF(double u)

Description copied from class: DiscreteDistributionInt

Returns the inverse distribution function F^-1(u), where 0 <= u <= 1. The default implementation uses binary search.

Overrides:

inverseF in class DiscreteDistributionInt

Parameters:

u - value in the interval (0, 1) for which the inverse distribution function is evaluated

Returns:

the inverse distribution function evaluated at u

prob

public static double prob(double p,
                          int x)

Computes the probability mass function p(x).

cdf

public static double cdf(double p,
                         int x)

Computes the distribution function F(x).

barF

public static double barF(double p,
                          int x)

Computes the complementary distribution function bar(F)(x).

inverseF

public static int inverseF(double p,
                           double u)

Computes the inverse of the geometric distribution.

getP

public double getP()

Returns the p associated with this object.

setP

public void setP(double p)

Resets the value of p associated with this object.