cern.jet.random.tdouble

Class HyperGeometric

java.lang.Object

cern.colt.PersistentObject

cern.jet.random.tdouble.AbstractDoubleDistribution

cern.jet.random.tdouble.AbstractDiscreteDistribution

cern.jet.random.tdouble.HyperGeometric

All Implemented Interfaces:

DoubleFunction, IntFunction, Serializable, Cloneable

public class HyperGeometric
extends AbstractDiscreteDistribution

HyperGeometric distribution; See the math definition The hypergeometric distribution with parameters N, n and s is the probability distribution of the random variable X, whose value is the number of successes in a sample of n items from a population of size N that has s 'success' items and N - s 'failure' items.

p(k) = C(s,k) * C(N-s,n-k) / C(N,n) where C(a,b) = a! / (b! * (a-b)!).

valid for N >= 2, s,n <= N.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation: High performance implementation. Patchwork Rejection/Inversion method.

This is a port of hprsc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

H. Zechner (1994): Efficient sampling from continuous and discrete unimodal distributions, Doctoral Dissertation, 156 pp., Technical University Graz, Austria.

Version:

1.0, 09/24/99

Author:

wolfgang.hoschek@cern.ch

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
HyperGeometric(int N, int s, int n, DoubleRandomEngine randomGenerator) Constructs a HyperGeometric distribution.

Method Summary

Methods

Modifier and Type	Method and Description
int	nextInt() Returns a random number from the distribution.
int	nextInt(int N, int s, int n) Returns a random number from the distribution; bypasses the internal state.
double	pdf(int k) Returns the probability distribution function.
void	setState(int N, int s, int n) Sets the parameters.
static double	staticNextInt(int N, int M, int n) Returns a random number from the distribution.
String	toString() Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.tdouble.AbstractDiscreteDistribution

nextDouble

Methods inherited from class cern.jet.random.tdouble.AbstractDoubleDistribution

apply, apply, clone, makeDefaultGenerator

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

HyperGeometric

public HyperGeometric(int N,
              int s,
              int n,
              DoubleRandomEngine randomGenerator)

Constructs a HyperGeometric distribution.

Method Detail

nextInt

public int nextInt()

Returns a random number from the distribution.

Specified by:

nextInt in class AbstractDiscreteDistribution

nextInt

public int nextInt(int N,
          int s,
          int n)

Returns a random number from the distribution; bypasses the internal state.

pdf

public double pdf(int k)

Returns the probability distribution function.

setState

public void setState(int N,
            int s,
            int n)

Sets the parameters.

staticNextInt

public static double staticNextInt(int N,
                   int M,
                   int n)

Returns a random number from the distribution.

toString

public String toString()

Returns a String representation of the receiver.

Overrides:

toString in class Object