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Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/BinomialDistribution.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/distribution/BinomialDistribution.java | 195 |
1 files changed, 195 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/distribution/BinomialDistribution.java b/src/main/java/org/apache/commons/math3/distribution/BinomialDistribution.java new file mode 100644 index 0000000..611666a --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/BinomialDistribution.java @@ -0,0 +1,195 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.distribution; + +import org.apache.commons.math3.exception.NotPositiveException; +import org.apache.commons.math3.exception.OutOfRangeException; +import org.apache.commons.math3.exception.util.LocalizedFormats; +import org.apache.commons.math3.random.RandomGenerator; +import org.apache.commons.math3.random.Well19937c; +import org.apache.commons.math3.special.Beta; +import org.apache.commons.math3.util.FastMath; + +/** + * Implementation of the binomial distribution. + * + * @see <a href="http://en.wikipedia.org/wiki/Binomial_distribution">Binomial distribution + * (Wikipedia)</a> + * @see <a href="http://mathworld.wolfram.com/BinomialDistribution.html">Binomial Distribution + * (MathWorld)</a> + */ +public class BinomialDistribution extends AbstractIntegerDistribution { + /** Serializable version identifier. */ + private static final long serialVersionUID = 6751309484392813623L; + + /** The number of trials. */ + private final int numberOfTrials; + + /** The probability of success. */ + private final double probabilityOfSuccess; + + /** + * Create a binomial distribution with the given number of trials and probability of success. + * + * <p><b>Note:</b> this constructor will implicitly create an instance of {@link Well19937c} as + * random generator to be used for sampling only (see {@link #sample()} and {@link + * #sample(int)}). In case no sampling is needed for the created distribution, it is advised to + * pass {@code null} as random generator via the appropriate constructors to avoid the + * additional initialisation overhead. + * + * @param trials Number of trials. + * @param p Probability of success. + * @throws NotPositiveException if {@code trials < 0}. + * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}. + */ + public BinomialDistribution(int trials, double p) { + this(new Well19937c(), trials, p); + } + + /** + * Creates a binomial distribution. + * + * @param rng Random number generator. + * @param trials Number of trials. + * @param p Probability of success. + * @throws NotPositiveException if {@code trials < 0}. + * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}. + * @since 3.1 + */ + public BinomialDistribution(RandomGenerator rng, int trials, double p) { + super(rng); + + if (trials < 0) { + throw new NotPositiveException(LocalizedFormats.NUMBER_OF_TRIALS, trials); + } + if (p < 0 || p > 1) { + throw new OutOfRangeException(p, 0, 1); + } + + probabilityOfSuccess = p; + numberOfTrials = trials; + } + + /** + * Access the number of trials for this distribution. + * + * @return the number of trials. + */ + public int getNumberOfTrials() { + return numberOfTrials; + } + + /** + * Access the probability of success for this distribution. + * + * @return the probability of success. + */ + public double getProbabilityOfSuccess() { + return probabilityOfSuccess; + } + + /** {@inheritDoc} */ + public double probability(int x) { + final double logProbability = logProbability(x); + return logProbability == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logProbability); + } + + /** {@inheritDoc} * */ + @Override + public double logProbability(int x) { + if (numberOfTrials == 0) { + return (x == 0) ? 0. : Double.NEGATIVE_INFINITY; + } + double ret; + if (x < 0 || x > numberOfTrials) { + ret = Double.NEGATIVE_INFINITY; + } else { + ret = + SaddlePointExpansion.logBinomialProbability( + x, numberOfTrials, probabilityOfSuccess, 1.0 - probabilityOfSuccess); + } + return ret; + } + + /** {@inheritDoc} */ + public double cumulativeProbability(int x) { + double ret; + if (x < 0) { + ret = 0.0; + } else if (x >= numberOfTrials) { + ret = 1.0; + } else { + ret = 1.0 - Beta.regularizedBeta(probabilityOfSuccess, x + 1.0, numberOfTrials - x); + } + return ret; + } + + /** + * {@inheritDoc} + * + * <p>For {@code n} trials and probability parameter {@code p}, the mean is {@code n * p}. + */ + public double getNumericalMean() { + return numberOfTrials * probabilityOfSuccess; + } + + /** + * {@inheritDoc} + * + * <p>For {@code n} trials and probability parameter {@code p}, the variance is {@code n * p * + * (1 - p)}. + */ + public double getNumericalVariance() { + final double p = probabilityOfSuccess; + return numberOfTrials * p * (1 - p); + } + + /** + * {@inheritDoc} + * + * <p>The lower bound of the support is always 0 except for the probability parameter {@code p = + * 1}. + * + * @return lower bound of the support (0 or the number of trials) + */ + public int getSupportLowerBound() { + return probabilityOfSuccess < 1.0 ? 0 : numberOfTrials; + } + + /** + * {@inheritDoc} + * + * <p>The upper bound of the support is the number of trials except for the probability + * parameter {@code p = 0}. + * + * @return upper bound of the support (number of trials or 0) + */ + public int getSupportUpperBound() { + return probabilityOfSuccess > 0.0 ? numberOfTrials : 0; + } + + /** + * {@inheritDoc} + * + * <p>The support of this distribution is connected. + * + * @return {@code true} + */ + public boolean isSupportConnected() { + return true; + } +} |