Package org.apache.commons.rng.sampling.distribution

Class MarsagliaTsangWangDiscreteSampler.Binomial

java.lang.Object

org.apache.commons.rng.sampling.distribution.MarsagliaTsangWangDiscreteSampler.Binomial

Enclosing class:

MarsagliaTsangWangDiscreteSampler

public static final class MarsagliaTsangWangDiscreteSampler.Binomial
extends java.lang.Object

Create a sampler for the Binomial distribution.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
private static class	MarsagliaTsangWangDiscreteSampler.Binomial.MarsagliaTsangWangFixedResultBinomialSampler	Return a fixed result for the Binomial distribution.
private static class	MarsagliaTsangWangDiscreteSampler.Binomial.MarsagliaTsangWangInversionBinomialSampler	Return an inversion result for the Binomial distribution.

Field Summary

Fields

Modifier and Type	Field	Description
private static java.lang.String	BINOMIAL_NAME	The name of the Binomial distribution.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	Binomial()	Class contains only static methods.

Method Summary

Modifier and Type	Method	Description
private static SharedStateDiscreteSampler	createBinomialDistributionSampler(UniformRandomProvider rng, int trials, double probabilityOfSuccess)	Creates the Binomial distribution sampler.
private static SharedStateDiscreteSampler	createBinomialDistributionSamplerFromRange(UniformRandomProvider rng, int trials, double p, boolean useInversion, double p0, int begin, int end)	Creates the Binomial distribution sampler using only the probability values for X between the begin and the end (inclusive).
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, int trials, double probabilityOfSuccess)	Creates a sampler for the Binomial distribution.
private static void	validateBinomialDistributionParameters(int trials, double probabilityOfSuccess)	Validate the Binomial distribution parameters.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

BINOMIAL_NAME

private static final java.lang.String BINOMIAL_NAME

The name of the Binomial distribution.

See Also:

Constant Field Values

Constructor Detail

Binomial

private Binomial()

Class contains only static methods.

Method Detail

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
                                            int trials,
                                            double probabilityOfSuccess)

Creates a sampler for the Binomial distribution.

Any probability less than 2^-31 will not be observed in samples.

Storage requirements depend on the tabulated probability values. Example storage requirements are listed below (in kB).

          p
 trials   0.5    0.1   0.01  0.001
    4    0.06   0.63   0.44   0.44
   16    0.69   1.14   0.76   0.44
   64    4.73   2.40   1.14   0.51
  256    8.63   5.17   1.89   0.82
 1024   31.12   9.45   3.34   0.89
 

The method requires that the Binomial distribution probability at x=0 can be computed. This will fail when (1 - p)^trials == 0 which requires trials to be large and/or p to be small. In this case an exception is raised.

Parameters:

rng - Generator of uniformly distributed random numbers.

trials - Number of trials.

probabilityOfSuccess - Probability of success (p).

Returns:

Sampler.

Throws:

java.lang.IllegalArgumentException - if trials < 0 or trials >= 2^16, p is not in the range [0-1], or the probability distribution cannot be computed.

validateBinomialDistributionParameters

private static void validateBinomialDistributionParameters(int trials,
                                                           double probabilityOfSuccess)

Validate the Binomial distribution parameters.

Parameters:

trials - Number of trials.

probabilityOfSuccess - Probability of success (p).

Throws:

java.lang.IllegalArgumentException - if trials < 0 or p is not in the range [0-1]

createBinomialDistributionSampler

private static SharedStateDiscreteSampler createBinomialDistributionSampler(UniformRandomProvider rng,
                                                                            int trials,
                                                                            double probabilityOfSuccess)

Creates the Binomial distribution sampler.

This assumes the parameters for the distribution are valid. The method will only fail if the initial probability for X=0 is zero.

Parameters:

rng - Generator of uniformly distributed random numbers.

trials - Number of trials.

probabilityOfSuccess - Probability of success (p).

Returns:

Sampler.

Throws:

java.lang.IllegalArgumentException - if the probability distribution cannot be computed.

createBinomialDistributionSamplerFromRange

private static SharedStateDiscreteSampler createBinomialDistributionSamplerFromRange(UniformRandomProvider rng,
                                                                                     int trials,
                                                                                     double p,
                                                                                     boolean useInversion,
                                                                                     double p0,
                                                                                     int begin,
                                                                                     int end)

Creates the Binomial distribution sampler using only the probability values for X between the begin and the end (inclusive).

Parameters:

rng - Generator of uniformly distributed random numbers.

trials - Number of trials.

p - Probability of success (p).

useInversion - Set to true if the probability was inverted.

p0 - Probability at X=0

begin - Begin value X for the distribution.

end - End value X for the distribution.

Returns:

Sampler.