Package jsl.utilities.distributions

Class Bernoulli

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.Bernoulli

All Implemented Interfaces:

ControllableIfc, CDFIfc, DiscreteDistributionIfc, DistributionFunctionIfc, DistributionIfc, InverseCDFIfc, MeanIfc, PMFIfc, VarianceIfc, GetNameIfc, IdentityIfc, NewInstanceIfc, ParametersIfc, GetRVariableIfc

public class Bernoulli
extends Distribution
implements DiscreteDistributionIfc, GetRVariableIfc

An Bernouli provides an implementation of the Bernouli distribution with success probability (p) P(X=1) = p P(X=0) = 1-p

Nested Class Summary

Nested classes/interfaces inherited from class jsl.utilities.distributions.Distribution

Distribution.RandomControls

Field Summary

Fields inherited from class jsl.utilities.distributions.Distribution

myId, myName

Constructor Summary

Constructors

Constructor	Description
Bernoulli()	Constructs a probability distribution, the default is Bernouli(0.5)
Bernoulli(double prob)	Constructs a probability distribution with the default random number generator,
Bernoulli(double[] parameters)	Constructs a probability distribution with the default random number generator,
Bernoulli(double prob, java.lang.String name)	Constructs a probability distribution with the default random number generator,

Method Summary

Modifier and Type	Method	Description
double	cdf(double xx)	Returns the P(X<=x)
double	getMean()	Returns the mean of the distribution if defined
double[]	getParameters()	Gets the parameters for the distribution
double	getProbabilityOfSuccess()	Gets the success probability
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getVariance()	Returns the variance of the random variate if defined
double	invCDF(double prob)	Returns the value of x such that p = Pr{X <= x} where F represents the cumulative distribution function
Bernoulli	newInstance()	Returns a new instance of the random source with the same parameters but an independent generator
double	pmf(double x)	Returns the f(x) where f represents the probability mass function for the distribution.
double	pmf(int x)	Returns the f(x) where f represents the probability mass function for the distribution.
void	setParameters(double[] parameters)	Sets the parameters for the distribution
void	setProbabilityOfSuccess(double prob)	Sets the success probability

Methods inherited from class jsl.utilities.distributions.Distribution

getControls, getId, getName, getStandardDeviation, inverseContinuousCDFViaBisection, inverseContinuousCDFViaBisection, inverseDiscreteCDFViaSearchUp, setControls, setId, setName, toString

Methods inherited from class java.lang.Object

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

Methods inherited from interface jsl.utilities.distributions.CDFIfc

cdf, complementaryCDF

Methods inherited from interface jsl.utilities.random.rvariable.GetRVariableIfc

getRandomVariable, getRandomVariable

Constructor Detail

Bernoulli

public Bernoulli()

Constructs a probability distribution, the default is Bernouli(0.5)

Bernoulli

public Bernoulli(double[] parameters)

Constructs a probability distribution with the default random number generator,

Parameters:

parameters - should be an array with parameter[0]=p

Bernoulli

public Bernoulli(double prob)

Constructs a probability distribution with the default random number generator,

Parameters:

prob - is the success probability

Bernoulli

public Bernoulli(double prob,
                 java.lang.String name)

Constructs a probability distribution with the default random number generator,

Parameters:

prob - is the success probability

name - a string label

Method Detail

newInstance

public final Bernoulli newInstance()

Returns a new instance of the random source with the same parameters but an independent generator

Specified by:

newInstance in interface NewInstanceIfc

Specified by:

newInstance in class Distribution

Returns:

setProbabilityOfSuccess

public final void setProbabilityOfSuccess(double prob)

Sets the success probability

Parameters:

prob - The success probability

getProbabilityOfSuccess

public final double getProbabilityOfSuccess()

Gets the success probability

Returns:

The success probability

cdf

public final double cdf(double xx)

Returns the P(X<=x)

Specified by:

cdf in interface CDFIfc

Parameters:

xx - The value we want the cumulative probability up to

Returns:

The cumulative probability

invCDF

public final double invCDF(double prob)

Returns the value of x such that p = Pr{X <= x} where F represents the cumulative distribution function

Specified by:

invCDF in interface InverseCDFIfc

Parameters:

prob - a double representing the probability

Returns:

a double representing the bernoulli variate

getMean

public final double getMean()

Returns the mean of the distribution if defined

Specified by:

getMean in interface MeanIfc

Returns:

double the mean or expected value for the distribution

pmf

public final double pmf(double x)

Returns the f(x) where f represents the probability mass function for the distribution. If JSLMath.equal(x,1.0) the probability of success is returned If JSLMath.equal(x,0.0) the probability of failure is returned otherwise 0.0 is returned.

Specified by:

pmf in interface PMFIfc

Parameters:

x - a double representing the value to be evaluated

Returns:

f(x)

pmf

public final double pmf(int x)

Returns the f(x) where f represents the probability mass function for the distribution.

Parameters:

x - an int representing the value to be evaluated

Returns:

f(x)

getVariance

public final double getVariance()

Returns the variance of the random variate if defined

Specified by:

getVariance in interface VarianceIfc

Returns:

double the variance of the random variable

setParameters

public final void setParameters(double[] parameters)

Sets the parameters for the distribution

Specified by:

setParameters in interface ParametersIfc

Parameters:

parameters - an array of doubles representing the parameters for the distribution

getParameters

public final double[] getParameters()

Gets the parameters for the distribution

Specified by:

getParameters in interface ParametersIfc

Returns:

Returns an array of the parameters for the distribution

getRandomVariable

public final RVariableIfc getRandomVariable(RNStreamIfc rng)

Specified by:

getRandomVariable in interface GetRVariableIfc

Overrides:

getRandomVariable in class Distribution

Parameters:

rng - the stream to use

Returns:

a random variable