Geometric
The geometric distribution is the probability distribution of the number Y = X − 1 of failures before the first success, supported on the set { 0, 1, 2, 3, ... }, where X is the number of Bernoulli trials needed to get one success.
Parameters
the probability of success
an optional label/name
Constructors
Properties
Functions
Returns an array of probabilities each representing F(x_i). The CDF is evaluated for each point in the input array x and the probabilities are returned in the returned array.
Returns the probability of being in the interval, F(upper limit) - F(lower limit) Be careful, this is Pr{lower limit < = X < = upper limit} which includes the lower limit and has implications if the distribution is discrete
Returns the Pr{x1 <= X <= x2} for the distribution. Be careful, this is Pr{x1 <= X <= x2} which includes the lower limit and has implications if the distribution is discrete
computes the cdf of the distribution F(X<=x)
Computes the complementary cumulative probability distribution function for given value of x. This is P{X > x}
Computes the first order loss function for the function for given value of x, G1(x) = Emax(X-x,0)
Gets the inverse cdf for the distribution
Computes x_p where P(X <= x_p) = p for the supplied array of probabilities. Requires that the values within the supplied array are in (0,1)
Gets the parameters as an array parameters0 is probability of success
Sets the parameters using the supplied array parameters0 is probability of success
computes the pmf of the distribution f(x) = p(1-p)^(x) for x>=0, 0 otherwise
If x is not an integer value, then the probability must be zero otherwise pmf(int x) is used to determine the probability
Computes the probabilities associated with the range and returns the value and the probability as a map with the integer value as the key and the probability as the related value.
Computes the 2nd order loss function for the distribution function for given value of x, G2(x) = (1/2)Emax(X-x,0)*max(X-x-1,0)
Returns the standard deviation for the distribution as the square root of the variance if it exists
Computes Pr{x < X } for the distribution.