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

Class GeometricSampler

java.lang.Object
org.apache.commons.rng.sampling.distribution.GeometricSampler
All Implemented Interfaces:
DiscreteSampler
public class GeometricSampler
extends java.lang.Object
implements DiscreteSampler
Sampling from a geometric distribution.

This distribution samples the number of failures before the first success taking values in the set [0, 1, 2, ...].

The sample is computed using a related exponential distribution. If \( X \) is an exponentially distributed random variable with parameter \( \lambda \), then \( Y = \left \lfloor X \right \rfloor \) is a geometrically distributed random variable with parameter \( p = 1 − e^\lambda \), with \( p \) the probability of success.

This sampler outperforms using the InverseTransformDiscreteSampler with an appropriate Geometric inverse cumulative probability function.

Usage note: As the probability of success (\( p \)) tends towards zero the mean of the distribution (\( \frac{1-p}{p} \)) tends towards infinity and due to the use of int for the sample this can result in truncation of the distribution.

Sampling uses UniformRandomProvider.nextDouble().

Since:
1.3
See Also:
Geometric distribution - related distributions

  • Constructor Summary

    Constructors 
    Constructor Description
    GeometricSampler​(UniformRandomProvider rng, double probabilityOfSuccess)
    Creates a new geometric distribution sampler.

  • Method Summary

    Modifier and Type Method Description
    int sample()
    Create a sample from a geometric distribution.
    java.lang.String toString()

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • GeometricSampler

      public GeometricSampler​(UniformRandomProvider rng, double probabilityOfSuccess)
      Creates a new geometric distribution sampler. The samples will be provided in the set k=[0, 1, 2, ...] where k indicates the number of failures before the first success.
      Parameters:
      rng - Generator of uniformly distributed random numbers
      probabilityOfSuccess - The probability of success
      Throws:
      java.lang.IllegalArgumentException - if probabilityOfSuccess is not in the range [0 < probabilityOfSuccess <= 1])

  • Method Details

    • sample

      public int sample()
      Create a sample from a geometric distribution.

      The sample will take the values in the set [0, 1, 2, ...], equivalent to the number of failures before the first success.

      Specified by:
      sample in interface DiscreteSampler
      Returns:
      a sample.

    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object