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java.lang.Object umontreal.iro.lecuyer.probdist.DiscreteDistributionInt umontreal.iro.lecuyer.probdist.GeometricDist
public class GeometricDist
Extends the class DiscreteDistributionInt
for
the geometric distribution with parameter
p, where 0 < p < 1.
Its mass function is
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt |
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EPSILON |
Constructor Summary | |
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GeometricDist(double p)
Constructs a geometric distribution with parameter p. |
Method Summary | |
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static double |
barF(double p,
int x)
Computes the complementary distribution function. |
double |
barF(int x)
Returns bar(F)(x), the complementary distribution function. |
static double |
cdf(double p,
int x)
Computes the distribution function F(x). |
double |
cdf(int x)
Returns the distribution function F evaluated at x (see). |
static GeometricDist |
getInstanceFromMLE(int[] x,
int n)
Creates a new instance of a geometric distribution with parameter p estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1. |
double |
getMean()
Returns the mean of the distribution function. |
static double |
getMean(double p)
Computes and returns the mean E[X] = (1 - p)/p of the geometric distribution with parameter p. |
static double[] |
getMLE(int[] x,
int n)
Estimates the parameter p of the geometric distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1. |
double |
getP()
Returns the p associated with this object. |
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(double p)
Computes and returns the standard deviation of the geometric distribution with parameter p. |
double |
getVariance()
Returns the variance of the distribution function. |
static double |
getVariance(double p)
Computes and returns the variance Var[X] = (1 - p)/p2 of the geometric distribution with parameter p. |
static int |
inverseF(double p,
double u)
Computes the inverse of the geometric distribution. |
int |
inverseFInt(double u)
Returns the inverse distribution function F-1(u), where 0 <= u <= 1. |
static double |
prob(double p,
int x)
Computes the geometric probability p(x). |
double |
prob(int x)
Returns p(x), the probability of x. |
void |
setP(double p)
Resets the value of p associated with this object. |
String |
toString()
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Methods inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt |
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barF, cdf, getXinf, getXsup, inverseF |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public GeometricDist(double p)
Method Detail |
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public double prob(int x)
DiscreteDistributionInt
prob
in class DiscreteDistributionInt
x
- value at which the mass function must be evaluated
public double cdf(int x)
DiscreteDistributionInt
cdf
in class DiscreteDistributionInt
x
- value at which the distribution function must be evaluated
public double barF(int x)
DiscreteDistributionInt
barF
in class DiscreteDistributionInt
x
- value at which the complementary distribution function
must be evaluated
public int inverseFInt(double u)
DiscreteDistributionInt
inverseFInt
in class DiscreteDistributionInt
u
- value in the interval (0, 1) for which
the inverse distribution function is evaluated
public double getMean()
Distribution
public double getVariance()
Distribution
public double getStandardDeviation()
Distribution
public static double prob(double p, int x)
public static double cdf(double p, int x)
public static double barF(double p, int x)
public static int inverseF(double p, double u)
public static double[] getMLE(int[] x, int n)
x
- the list of observations used to evaluate parametersn
- the number of observations used to evaluate parameters
public static GeometricDist getInstanceFromMLE(int[] x, int n)
x
- the list of observations to use to evaluate parametersn
- the number of observations to use to evaluate parameterspublic static double getMean(double p)
public static double getVariance(double p)
public static double getStandardDeviation(double p)
public double getP()
public void setP(double p)
public double[] getParams()
public String toString()
toString
in class Object
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