org.hipparchus.distribution.discrete

Class GeometricDistribution

• Constructor Summary

Constructors
Constructor and Description
GeometricDistribution(double p)
Create a geometric distribution with the given probability of success.
• Method Summary

All Methods
Modifier and Type Method and Description
double cumulativeProbability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x).
double getNumericalMean()
Use this method to get the numerical value of the mean of this distribution.
double getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution.
double getProbabilityOfSuccess()
Access the probability of success for this distribution.
int getSupportLowerBound()
Access the lower bound of the support.
int getSupportUpperBound()
Access the upper bound of the support.
int inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.
boolean isSupportConnected()
Use this method to get information about whether the support is connected, i.e.
double logProbability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns log(P(X = x)), where log is the natural logarithm.
double probability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X = x).
• Methods inherited from class org.hipparchus.distribution.discrete.AbstractIntegerDistribution

probability, solveInverseCumulativeProbability
• Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• Constructor Detail

• GeometricDistribution

public GeometricDistribution(double p)
throws MathIllegalArgumentException
Create a geometric distribution with the given probability of success.
Parameters:
p - probability of success.
Throws:
MathIllegalArgumentException - if p <= 0 or p > 1.
• Method Detail

• getProbabilityOfSuccess

public double getProbabilityOfSuccess()
Access the probability of success for this distribution.
Returns:
the probability of success.
• probability

public double probability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.
Parameters:
x - the point at which the PMF is evaluated
Returns:
the value of the probability mass function at x
• logProbability

public double logProbability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns log(P(X = x)), where log is the natural logarithm. In other words, this method represents the logarithm of the probability mass function (PMF) for the distribution. Note that due to the floating point precision and under/overflow issues, this method will for some distributions be more precise and faster than computing the logarithm of IntegerDistribution.probability(int).

The default implementation simply computes the logarithm of probability(x).

Specified by:
logProbability in interface IntegerDistribution
Overrides:
logProbability in class AbstractIntegerDistribution
Parameters:
x - the point at which the PMF is evaluated
Returns:
the logarithm of the value of the probability mass function at x
• cumulativeProbability

public double cumulativeProbability(int x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.
Parameters:
x - the point at which the CDF is evaluated
Returns:
the probability that a random variable with this distribution takes a value less than or equal to x
• getNumericalMean

public double getNumericalMean()
Use this method to get the numerical value of the mean of this distribution. For probability parameter p, the mean is (1 - p) / p.
Returns:
the mean or Double.NaN if it is not defined
• getNumericalVariance

public double getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution. For probability parameter p, the variance is (1 - p) / (p * p).
Returns:
the variance (possibly Double.POSITIVE_INFINITY or Double.NaN if it is not defined)
• getSupportLowerBound

public int getSupportLowerBound()
Access the lower bound of the support. This method must return the same value as inverseCumulativeProbability(0). In other words, this method must return

inf {x in Z | P(X <= x) > 0}.

The lower bound of the support is always 0.
Returns:
lower bound of the support (always 0)
• getSupportUpperBound

public int getSupportUpperBound()
Access the upper bound of the support. This method must return the same value as inverseCumulativeProbability(1). In other words, this method must return

inf {x in R | P(X <= x) = 1}.

The upper bound of the support is infinite (which we approximate as Integer.MAX_VALUE).
Returns:
upper bound of the support (always Integer.MAX_VALUE)
• isSupportConnected

public boolean isSupportConnected()
Use this method to get information about whether the support is connected, i.e. whether all integers between the lower and upper bound of the support are included in the support. The support of this distribution is connected.
Returns:
true
• inverseCumulativeProbability

public int inverseCumulativeProbability(double p)
throws MathIllegalArgumentException
Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is
• inf{x in Z | P(X<=x) >= p} for 0 < p <= 1,
• inf{x in Z | P(X<=x) > 0} for p = 0.
If the result exceeds the range of the data type int, then Integer.MIN_VALUE or Integer.MAX_VALUE is returned. The default implementation returns
Specified by:
inverseCumulativeProbability in interface IntegerDistribution
Overrides:
inverseCumulativeProbability in class AbstractIntegerDistribution
Parameters:
p - the cumulative probability
Returns:
the smallest p-quantile of this distribution (largest 0-quantile for p = 0)
Throws:
MathIllegalArgumentException - if p < 0 or p > 1