KSLCore/ksl.utilities.distributions/Geometric

Geometric

class Geometric(successProb: Double = 0.5, name: String? = null) : Distribution, DiscretePMFInRangeDistributionIfc, LossFunctionDistributionIfc, GetRVariableIfc, RVParametersTypeIfc(source)

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

successProb

the probability of success

name

an optional label/name

Constructors

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constructor(parameters: DoubleArray)

Constructs a Geometric using the supplied parameters array parameters0 is probability of success

constructor(successProb: Double = 0.5, name: String? = null)

Types

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object Companion

Properties

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val pFailure: Double

The probability of failure on a trial

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var pSuccess: Double

The probability of success on a trial

Functions

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open override fun cdf(x: Double): Double

computes the cdf of the distribution F(X<=x)

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open override fun firstOrderLossFunction(x: Double): Double

Computes the first order loss function for the function for given value of x, G1(x) = Emax(X-x,0)

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open override fun instance(): Geometric
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open override fun invCDF(p: Double): Double

Gets the inverse cdf for the distribution

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open override fun mean(): Double

Returns the mean or expected value of a distribution

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open override fun parameters(): DoubleArray

Gets the parameters as an array parameters0 is probability of success

open override fun parameters(params: DoubleArray)

Sets the parameters using the supplied array parameters0 is probability of success

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open override fun pmf(i: Int): Double

computes the pmf of the distribution f(x) = p(1-p)^(x) for x>=0, 0 otherwise

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open override fun probIn(range: IntRange): Double

Computes the sum of the probabilities over the provided range. If the range is closed a..b then the end point b is included in the sum. If the range is open a..<b then the point b is not included in the sum.

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open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): GeometricRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider

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open override fun secondOrderLossFunction(x: Double): Double

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)

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open override fun toString(): String
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open override fun variance(): Double

Returns the variance of the distribution if defined