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package jhplot.math.num.pdf;
import jhplot.math.num.NumericException;
/**
*
* The Geometric distribution.
*
*
* References:
*
* - Eric W. Weisstein. "Geometric Distribution." From MathWorld--A Wolfram
* Web Resource.
* http://mathworld.wolfram.com/Geometric.html
*
*
*
* @since 1.2
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $
*/
public class Geometric extends DiscreteDistribution {
/** the probability of success for each trial. */
private double probabilityOfSuccess;
/**
* Default constructor. The probability of success is set to 0.5.
*/
public Geometric() {
this(0.5);
}
/**
* Create a distribution with the given probability of success.
*
* @param p the probability of success.
*/
public Geometric(double p) {
super();
setProbabilityOfSuccess(p);
}
/**
* The CDF for this distribution. This method returns P(X ≤ x).
*
* @param x the value at which the CDF is evaluated.
* @return CDF for this distribution.
* @throws NumericException if the cumulative probability can not be
* computed.
*/
public double cumulativeProbability(int x) throws NumericException {
double ret;
if (x < 0) {
ret = 0.0;
} else {
ret = simpleCumulativeProbability(0, x);
}
return ret;
}
/**
* Access probability of success.
*
* @return the probability of success.
*/
public double getProbabilityOfSuccess() {
return probabilityOfSuccess;
}
/**
* The inverse CDF for this distribution. This method returns the largest x
* such that, P(X ≤ x) ≤ p. The return value must also satisfy P(X
* ≥ x) &ge 1 - p.
*
* @param p the cumulative probability.
* @return x
* @throws NumericException if the inverse cumulative probability can not be
* computed.
*/
public int inverseCumulativeProbability(double p) throws NumericException {
int ret;
if (p < 0.0 || p > 1.0 || Double.isNaN(p)) {
ret = Integer.MIN_VALUE;
} else if (p == 0.0) {
ret = -1;
} else if (p == 1.0) {
ret = Integer.MAX_VALUE;
} else {
ret = findInverseCumulativeProbability(p, 0,
(int) (1.0 / probabilityOfSuccess - 0.5), Integer.MAX_VALUE);
}
return ret;
}
/**
* The PMF for this distribution. This method returns P(X = x).
*
* @param x the value at which the probability is evaluated.
* @return PMF for this distribution.
*/
public double probability(int x) {
double ret;
if (x < 0) {
ret = 0.0;
} else {
ret = Math.exp(SaddlePoint.logBinomialProbability(1,
x + 1, probabilityOfSuccess, 1.0 - probabilityOfSuccess));
ret /= (x + 1.0);
}
return ret;
}
/**
* Modify probability of success.
*
* @param p the new probability of success value.
*/
public void setProbabilityOfSuccess(double p) {
if (Double.isNaN(p) || p <= 0.0 || p >= 1.0) {
throw new IllegalArgumentException("probability of success must"
+ "be between 0.0 and 1.0, exclusive.");
}
probabilityOfSuccess = p;
}
}