1 package nl.tudelft.simulation.jstats.distributions;
2
3 import org.djutils.exceptions.Throw;
4
5 import nl.tudelft.simulation.jstats.streams.StreamInterface;
6
7 /**
8 * The Geometric distribution. The geometric distribution is the only discrete memoryless random distribution. It is a discrete
9 * analog of the exponential distribution. There are two variants, one that indicates the number of Bernoulli trials to get the
10 * first success (1, 2, 3, ...), and one that indicates the number of failures before the first success (0, 1, 2, ...). In line
11 * with Law & Kelton, the version of the number of failures before the first success is modeled here, so X ={0, 1, 2, ...}.
12 * For more information on this distribution see <a href="https://mathworld.wolfram.com/GeometricDistribution.html">
13 * https://mathworld.wolfram.com/GeometricDistribution.html </a>
14 * <p>
15 * Copyright (c) 2002-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See
16 * for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL
17 * project is distributed under a three-clause BSD-style license, which can be found at
18 * <a href="https://https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank">
19 * https://https://simulation.tudelft.nl/dsol/docs/latest/license.html</a>.
20 * </p>
21 * @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a>
22 * @author <a href="https://www.tudelft.nl/averbraeck">Alexander Verbraeck</a>
23 */
24 public class DistGeometric extends DistDiscrete
25 {
26 /** */
27 private static final long serialVersionUID = 1L;
28
29 /** p is the the probability of success for each individual trial. */
30 private final double p;
31
32 /** lnp is a helper variable with value ln(1-p) to avoid repetitive calculation. */
33 private final double lnp;
34
35 /**
36 * Construct a new geometric distribution for a repeated set of Bernoulli trials, indicating the number of failures before
37 * the first success.
38 * @param stream StreamInterface; the random number stream
39 * @param p double; the probability of success for each individual trial
40 * @throws IllegalArgumentException when p <= 0 or p >= 1
41 */
42 public DistGeometric(final StreamInterface stream, final double p)
43 {
44 super(stream);
45 Throw.when(p <= 0.0 || p >= 1.0, IllegalArgumentException.class, "Error Geometric - p <= 0 or p >= 1");
46 this.p = p;
47 this.lnp = Math.log(1.0 - this.p);
48 }
49
50 /** {@inheritDoc} */
51 @Override
52 public long draw()
53 {
54 double u = this.stream.nextDouble();
55 return (long) (Math.floor(Math.log(u) / this.lnp));
56 }
57
58 /** {@inheritDoc} */
59 @Override
60 public double probability(final long observation)
61 {
62 if (observation >= 0)
63 {
64 return this.p * Math.pow(1 - this.p, observation);
65 }
66 return 0.0;
67 }
68
69 /**
70 * Return the probability of success for each individual trial.
71 * @return double; the probability of success for each individual trial
72 */
73 public double getP()
74 {
75 return this.p;
76 }
77
78 /** {@inheritDoc} */
79 @Override
80 public String toString()
81 {
82 return "Geometric(" + this.p + ")";
83 }
84 }