umontreal.iro.lecuyer.probdist
Class HypergeometricDist

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

public class HypergeometricDist
extends DiscreteDistributionInt

Extends the class DiscreteDistributionInt for the hypergeometric distribution with k elements choosen among l, m being of one type, and l - m of the other. The parameters m, k and l are positive integers where 1 <= m <= l and 1 <= k <= l. Its mass function is given by

p(x) = nCr(m, x)nCr(l - m, k - x)/nCr(l, k), for max(0, k - l + m) <= x <= min(k, m),

where nCr is defined in BinomialDist.

Field Summary

static double

MAXN

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

EPSILON

Constructor Summary

HypergeometricDist(int m, int l, int k)
Constructs an hypergeometric distribution with parameters m, l and k.

Method Summary

double	barF(int x) Returns bar(F)(x), the complementary distribution function.
static double	barF(int m, int l, int k, int x) Computes the complementary distribution function bar(F)(x).
double	cdf(int x) Returns the distribution function F evaluated at x (see).
static double	cdf(int m, int l, int k, int x) Computes the distribution function F(x).
int	getK() Returns the k associated with this object.
int	getL() Returns the l associated with this object.
int	getM() Returns the m associated with this object.
int	inverseF(double u) Returns the inverse distribution function F-1(u), where 0 <= u <= 1.
static int	inverseF(int m, int l, int k, double u) Computes F-1(u) for the hypergeometric distribution without using precomputed tables.
double	prob(int x) Returns p(x), the probability of x, which should be a real number in the interval [0, 1].
static double	prob(int m, int l, int k, int x) Computes the probability mass function p(x).
void	setParams(int m, int l, int k) Resets the parameters of this object to m, l and k.

Methods inherited from class java.lang.Object

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

Field Detail

MAXN

public static double MAXN

Constructor Detail

HypergeometricDist

public HypergeometricDist(int m,
                          int l,
                          int k)

Constructs an hypergeometric distribution with parameters m, l and k.

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(int m,
                          int l,
                          int k,
                          int x)

Computes the probability mass function p(x).

cdf

public static double cdf(int m,
                         int l,
                         int k,
                         int x)

Computes the distribution function F(x).

barF

public static double barF(int m,
                          int l,
                          int k,
                          int x)

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

inverseF

public static int inverseF(int m,
                           int l,
                           int k,
                           double u)

Computes F^-1(u) for the hypergeometric distribution without using precomputed tables. The inversion is computed using the chop-down algorithm.

getM

public int getM()

Returns the m associated with this object.

getL

public int getL()

Returns the l associated with this object.

getK

public int getK()

Returns the k associated with this object.

setParams

public void setParams(int m,
                      int l,
                      int k)

Resets the parameters of this object to m, l and k.