Documentation of 'umontreal.iro.lecuyer.probdist.HypergeometricDist' Java class
HypergeometricDist
Skip navigation links
umontreal.iro.lecuyer.probdist

Class HypergeometricDist

  • All Implemented Interfaces:
    Distribution

    public class HypergeometricDist
extends DiscreteDistributionInt
    Extends the class DiscreteDistributionInt for the hypergeometric distribution with k elements chosen 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.

    • Constructor Summary

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

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method and Description
      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.
      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.
      double getMean()
      Returns the mean of the distribution function.
      static double getMean(int m, int l, int k)
      Computes and returns the mean E[X] = km/l of the Hypergeometric distribution with parameters m, l and k.
      double[] getParams()
      Return a table containing the parameters of the current distribution.
      double getStandardDeviation()
      Returns the standard deviation of the distribution function.
      static double getStandardDeviation(int m, int l, int k)
      Computes and returns the standard deviation of the hypergeometric distribution with parameters m, l and k.
      double getVariance()
      Returns the variance of the distribution function.
      static double getVariance(int m, int l, int k)
      Computes and returns the variance of the hypergeometric distribution with parameters m, l and k.
      static int inverseF(int m, int l, int k, double u)
      Computes F-1(u) for the hypergeometric distribution without using precomputed tables.
      int inverseFInt(double u)
      Returns the inverse distribution function F-1(u), where 0 <= u <= 1.
      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 hypergeometric probability p(x).
      void setParams(int m, int l, int k)
      Resets the parameters of this object to m, l and k.
      java.lang.String toString() 

      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, 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. See the WARNING above.
        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

      • inverseFInt

        public int inverseFInt(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:
        inverseFInt 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

      • getMean

        public double getMean()
        Description copied from interface: Distribution
        Returns the mean of the distribution function.

      • getVariance

        public double getVariance()
        Description copied from interface: Distribution
        Returns the variance of the distribution function.

      • getStandardDeviation

        public double getStandardDeviation()
        Description copied from interface: Distribution
        Returns the standard deviation of the distribution function.

      • prob

        public static double prob(int m,
                          int l,
                          int k,
                          int x)
        Computes the hypergeometric probability 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. WARNING: The complementary distribution function is defined as bar(F)(x) = P[X >= 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.

      • getMean

        public static double getMean(int m,
                             int l,
                             int k)
        Computes and returns the mean E[X] = km/l of the Hypergeometric distribution with parameters m, l and k.
        Returns:
        the mean of the hypergeometric distribution E[X] = km/l

      • getVariance

        public static double getVariance(int m,
                                 int l,
                                 int k)
        Computes and returns the variance of the hypergeometric distribution with parameters m, l and k.
        Returns:
        the variance of the Hypergeometric distribution Var[X] = (km/l )(1 - m/l )(l - k)/(l - 1)

      • getStandardDeviation

        public static double getStandardDeviation(int m,
                                          int l,
                                          int k)
        Computes and returns the standard deviation of the hypergeometric distribution with parameters m, l and k.
        Returns:
        the standard deviation of the hypergeometric distribution

      • 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.

      • getParams

        public double[] getParams()
        Return a table containing the parameters of the current distribution. This table is put in regular order: [m, l, k].

      • setParams

        public void setParams(int m,
                      int l,
                      int k)
        Resets the parameters of this object to m, l and k.

      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object
Skip navigation links

DMelt 3.0 © DataMelt by jWork.ORG

You see the box below because you did not login.