[MATH-1276] Improved performance of sampling and inverse cumulative

probability calculation for geometric distributions.

src/changes/changes.xml

@@ -54,6 +54,10 @@ If the output is not quite correct, check for invisible trailing spaces!
     </release>
 
     <release version="4.0" date="XXXX-XX-XX" description="">
+      <action dev="oertl" type="update" issue="MATH-1276"> <!-- backported to 3.6 -->
+        Improved performance of sampling and inverse cumulative probability calculation
+        for geometric distributions.
+      </action>
       <action dev="oertl" type="fix" issue="MATH-1277" due-to="Marc Rosen"> <!-- backported to 3.6 -->
         Fixed incorrect Kendall's tau coefficient calculation due to internal integer overflow.
       </action>

src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java

@@ -172,4 +172,21 @@ public class GeometricDistribution extends AbstractIntegerDistribution {
     public boolean isSupportConnected() {
         return true;
     }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
+    public int inverseCumulativeProbability(double p) throws OutOfRangeException {
+        if (p < 0 || p > 1) {
+            throw new OutOfRangeException(p, 0, 1);
+        }
+        if (p == 1) {
+            return Integer.MAX_VALUE;
+        }
+        if (p == 0) {
+            return 0;
+        }
+        return Math.max(0, (int) Math.ceil((FastMath.log1p(-p)/log1mProbabilityOfSuccess-1)));
+    }
 }