diff --git a/src/java/org/apache/commons/math/distribution/AbstractDiscreteDistribution.java b/src/java/org/apache/commons/math/distribution/AbstractDiscreteDistribution.java new file mode 100644 index 000000000..491b1c3b5 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/AbstractDiscreteDistribution.java @@ -0,0 +1,160 @@ +/* ==================================================================== + * The Apache Software License, Version 1.1 + * + * Copyright (c) 2003 The Apache Software Foundation. All rights + * reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * + * 3. The end-user documentation included with the redistribution, if + * any, must include the following acknowlegement: + * "This product includes software developed by the + * Apache Software Foundation (http://www.apache.org/)." + * Alternately, this acknowlegement may appear in the software itself, + * if and wherever such third-party acknowlegements normally appear. + * + * 4. The names "The Jakarta Project", "Commons", and "Apache Software + * Foundation" must not be used to endorse or promote products derived + * from this software without prior written permission. For written + * permission, please contact apache@apache.org. + * + * 5. Products derived from this software may not be called "Apache" + * nor may "Apache" appear in their names without prior written + * permission of the Apache Software Foundation. + * + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF + * SUCH DAMAGE. + * ==================================================================== + * + * This software consists of voluntary contributions made by many + * individuals on behalf of the Apache Software Foundation. For more + * information on the Apache Software Foundation, please see + * . + */ +package org.apache.commons.math.stat.distribution; + + +/** + * Base class for various discrete distributions. It provides default + * implementations for some of the methods that do not vary from distribution + * to distribution. + * + * @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $ + */ +public abstract class AbstractDiscreteDistribution + implements DiscreteDistribution { + + /** + * Default constructor. + */ + protected AbstractDiscreteDistribution() { + super(); + } + + /** + * For this disbution, X, this method returns P(x0 ≤ X ≤ x1). + * @param x0 the inclusive, lower bound + * @param x1 the inclusive, upper bound + * @return the cummulative probability. + */ + public double cummulativeProbability(int x0, int x1) { + return cummulativeProbability(x1) - + cummulativeProbability(x0 - 1); + } + + /** + * For this distribution, X, this method returns the critical point x, such + * that P(X ≤ x) ≤ p. + * + * @param p the desired probability + * @return x, such that P(X < x) = p + */ + public int inverseCummulativeProbability(final double p) { + if (p < 0.0 || p > 1.0) { + throw new IllegalArgumentException( + "p must be between 0.0 and 1.0, inclusive."); + } + + // by default, do simple bisection. + // subclasses can override if there is a better method. + int x0 = getDomainLowerBound(p); + int x1 = getDomainUpperBound(p); + double pm; + while (x0 < x1) { + int xm = x0 + (x1 - x0) / 2; + pm = cummulativeProbability(xm); + if (pm > p) { + // update x1 + if (xm == x1) { + // this can happen with integer division + // simply decrement x1 + --x1; + } else { + // update x1 normally + x1 = xm; + } + } else { + // update x0 + if (xm == x0) { + // this can happen with integer division + // simply increment x0 + ++x0; + } else { + // update x0 normally + x0 = xm; + } + } + } + + // insure x0 is the correct critical point + pm = cummulativeProbability(x0); + while (pm > p) { + --x0; + pm = cummulativeProbability(x0); + } + + return x0; + } + + /** + * Access the domain value lower bound, based on p, used to + * bracket a PDF root. This method is used by + * {@link #inverseCummulativeProbability(int)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value lower bound, i.e. + * P(X < lower bound) < p + */ + protected abstract int getDomainLowerBound(double p); + + /** + * Access the domain value upper bound, based on p, used to + * bracket a PDF root. This method is used by + * {@link #inverseCummulativeProbability(int)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value upper bound, i.e. + * P(X < upper bound) > p + */ + protected abstract int getDomainUpperBound(double p); +} diff --git a/src/java/org/apache/commons/math/distribution/BinomialDistribution.java b/src/java/org/apache/commons/math/distribution/BinomialDistribution.java new file mode 100644 index 000000000..67234f6d8 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/BinomialDistribution.java @@ -0,0 +1,94 @@ +/* ==================================================================== + * The Apache Software License, Version 1.1 + * + * Copyright (c) 2003 The Apache Software Foundation. All rights + * reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * + * 3. The end-user documentation included with the redistribution, if + * any, must include the following acknowlegement: + * "This product includes software developed by the + * Apache Software Foundation (http://www.apache.org/)." + * Alternately, this acknowlegement may appear in the software itself, + * if and wherever such third-party acknowlegements normally appear. + * + * 4. The names "The Jakarta Project", "Commons", and "Apache Software + * Foundation" must not be used to endorse or promote products derived + * from this software without prior written permission. For written + * permission, please contact apache@apache.org. + * + * 5. Products derived from this software may not be called "Apache" + * nor may "Apache" appear in their names without prior written + * permission of the Apache Software Foundation. + * + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF + * SUCH DAMAGE. + * ==================================================================== + * + * This software consists of voluntary contributions made by many + * individuals on behalf of the Apache Software Foundation. For more + * information on the Apache Software Foundation, please see + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + * The Binomial Distribution. + * + * Instances of BinomialDistribution objects should be created using + * {@link DistributionFactory#createBinomailDistribution(int, double)}. + * + * References: + * + * + * @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $ + */ +public interface BinomialDistribution extends DiscreteDistribution { + /** + * Access the number of trials for this distribution. + * @return the number of trials. + */ + int getNumberOfTrials(); + + /** + * Access the probability of success for this distribution. + * @return the probability of success. + */ + double getProbabilityOfSuccess(); + + /** + * Change the number of trials for this distribution. + * @param trials the new number of trials. + */ + void setNumberOfTrials(int trials); + + /** + * Change the probability of success for this distribution. + * @param p the new probability of success. + */ + void setProbabilityOfSuccess(double p); +} \ No newline at end of file diff --git a/src/java/org/apache/commons/math/distribution/BinomialDistributionImpl.java b/src/java/org/apache/commons/math/distribution/BinomialDistributionImpl.java new file mode 100644 index 000000000..be3c48ffe --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/BinomialDistributionImpl.java @@ -0,0 +1,184 @@ +/* ==================================================================== + * The Apache Software License, Version 1.1 + * + * Copyright (c) 2003 The Apache Software Foundation. All rights + * reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * + * 3. The end-user documentation included with the redistribution, if + * any, must include the following acknowlegement: + * "This product includes software developed by the + * Apache Software Foundation (http://www.apache.org/)." + * Alternately, this acknowlegement may appear in the software itself, + * if and wherever such third-party acknowlegements normally appear. + * + * 4. The names "The Jakarta Project", "Commons", and "Apache Software + * Foundation" must not be used to endorse or promote products derived + * from this software without prior written permission. For written + * permission, please contact apache@apache.org. + * + * 5. Products derived from this software may not be called "Apache" + * nor may "Apache" appear in their names without prior written + * permission of the Apache Software Foundation. + * + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF + * SUCH DAMAGE. + * ==================================================================== + * + * This software consists of voluntary contributions made by many + * individuals on behalf of the Apache Software Foundation. For more + * information on the Apache Software Foundation, please see + * . + */ +package org.apache.commons.math.stat.distribution; + +import org.apache.commons.math.special.Beta; +import org.apache.commons.math.util.MathUtils; + +/** + * The default implementation of {@link BinomialDistribution}. + * + * @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $ + */ +public class BinomialDistributionImpl extends AbstractDiscreteDistribution + implements BinomialDistribution { + + /** The number of trials. */ + private int numberOfTrials; + + /** The probability of success. */ + private double probabilityOfSuccess; + + /** + * Create a binomial distribution with the given number of trials and + * probability of success. + * @param trials the number of trials. + * @param p the probability of success. + */ + public BinomialDistributionImpl(int trials, double p) { + super(); + setNumberOfTrials(trials); + setProbabilityOfSuccess(p); + } + + /** + * Access the number of trials for this distribution. + * @return the number of trials. + */ + public int getNumberOfTrials() { + return numberOfTrials; + } + + /** + * Access the probability of success for this distribution. + * @return the probability of success. + */ + public double getProbabilityOfSuccess() { + return probabilityOfSuccess; + } + + /** + * Change the number of trials for this distribution. + * @param trials the new number of trials. + */ + public void setNumberOfTrials(int trials) { + if (trials < 0) { + throw new IllegalArgumentException( + "number of trials must be non-negative."); + } + numberOfTrials = trials; + } + + /** + * Change the probability of success for this distribution. + * @param p the new probability of success. + */ + public void setProbabilityOfSuccess(double p) { + if (p < 0.0 || p > 1.0) { + throw new IllegalArgumentException( + "probability of success must be between 0.0 and 1.0, inclusive."); + } + probabilityOfSuccess = p; + } + + /** + * Access the domain value lower bound, based on p, used to + * bracket a PDF root. + * + * @param p the desired probability for the critical value + * @return domain value lower bound, i.e. + * P(X < lower bound) < p + */ + protected int getDomainLowerBound(double p) { + return -1; + } + + /** + * Access the domain value upper bound, based on p, used to + * bracket a PDF root. + * + * @param p the desired probability for the critical value + * @return domain value upper bound, i.e. + * P(X < upper bound) > p + */ + protected int getDomainUpperBound(double p) { + return getNumberOfTrials(); + } + + /** + * For this disbution, X, this method returns P(X ≤ x). + * @param x the value at which the PDF is evaluated. + * @return PDF for this distribution. + */ + public double cummulativeProbability(int x) { + double ret; + if (x < 0) { + ret = 0.0; + } else if (x >= getNumberOfTrials()) { + ret = 1.0; + } else { + ret = 1.0 - Beta.regularizedBeta(getProbabilityOfSuccess(), + x + 1.0, getNumberOfTrials() - x); + } + return ret; + } + + /** + * For this disbution, X, this method returns P(X = x). + * @param x the value at which the PMF is evaluated. + * @return PMF for this distribution. + */ + public double probability(int x) { + double ret; + if (x < 0 || x > getNumberOfTrials()) { + ret = 0.0; + } else { + ret = MathUtils.binomialCoefficientDouble(getNumberOfTrials(), x) * + Math.pow(getProbabilityOfSuccess(), x) * + Math.pow(1.0 - getProbabilityOfSuccess(), + getNumberOfTrials() - x); + } + return ret; + } +} diff --git a/src/java/org/apache/commons/math/distribution/DiscreteDistribution.java b/src/java/org/apache/commons/math/distribution/DiscreteDistribution.java new file mode 100644 index 000000000..22ad00188 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/DiscreteDistribution.java @@ -0,0 +1,90 @@ +/* ==================================================================== + * The Apache Software License, Version 1.1 + * + * Copyright (c) 2003 The Apache Software Foundation. All rights + * reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * + * 3. The end-user documentation included with the redistribution, if + * any, must include the following acknowlegement: + * "This product includes software developed by the + * Apache Software Foundation (http://www.apache.org/)." + * Alternately, this acknowlegement may appear in the software itself, + * if and wherever such third-party acknowlegements normally appear. + * + * 4. The names "The Jakarta Project", "Commons", and "Apache Software + * Foundation" must not be used to endorse or promote products derived + * from this software without prior written permission. For written + * permission, please contact apache@apache.org. + * + * 5. Products derived from this software may not be called "Apache" + * nor may "Apache" appear in their names without prior written + * permission of the Apache Software Foundation. + * + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF + * SUCH DAMAGE. + * ==================================================================== + * + * This software consists of voluntary contributions made by many + * individuals on behalf of the Apache Software Foundation. For more + * information on the Apache Software Foundation, please see + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + * Base interface for various discrete distributions. + * + * @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $ + */ +public interface DiscreteDistribution { + /** + * For this disbution, X, this method returns P(X = x). + * @param x the value at which the PMF is evaluated. + * @return PMF for this distribution. + */ + double probability(int x); + + /** + * For this disbution, X, this method returns P(X ≤ x). + * @param x the value at which the PDF is evaluated. + * @return PDF for this distribution. + */ + double cummulativeProbability(int x); + + /** + * For this disbution, X, this method returns P(x0 ≤ X ≤ x1). + * @param x0 the inclusive, lower bound + * @param x1 the inclusive, upper bound + * @return the cummulative probability. + */ + double cummulativeProbability(int x0, int x1); + + /** + * For this disbution, X, this method returns x such that P(X ≤ x) <= p. + * @param p the cummulative probability. + * @return x. + */ + int inverseCummulativeProbability(double p); +} diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactory.java b/src/java/org/apache/commons/math/distribution/DistributionFactory.java index b74fee8a3..038cbf1f1 100644 --- a/src/java/org/apache/commons/math/distribution/DistributionFactory.java +++ b/src/java/org/apache/commons/math/distribution/DistributionFactory.java @@ -57,7 +57,9 @@ package org.apache.commons.math.stat.distribution; * This factory provids the means to create common statistical distributions. * The following distributions are supported: *
    + *
  • Binomial
  • *
  • Chi-Squared
  • + *
  • Exponential
  • *
  • F
  • *
  • Gamma
  • *
  • Student's t
  • @@ -70,7 +72,7 @@ package org.apache.commons.math.stat.distribution; * ChiSquaredDistribution chi = factory.createChiSquareDistribution(5.0); * * - * @version $Revision: 1.9 $ $Date: 2003/07/30 21:58:11 $ + * @version $Revision: 1.10 $ $Date: 2003/08/16 17:06:15 $ */ public abstract class DistributionFactory { /** @@ -89,7 +91,17 @@ public abstract class DistributionFactory { public static DistributionFactory newInstance() { return new DistributionFactoryImpl(); } - + + /** + * Create a binomial distribution with the given number of trials and + * probability of success. + * @param numberOfTrials the number of trials. + * @param probabilityOfSuccess the probability of success. + * @return a new binomial distribution. + */ + public abstract BinomialDistribution createBinomailDistribution( + int numberOfTrials, double probabilityOfSuccess); + /** * Create a new chi-square distribution with the given degrees of freedom. * @param degreesOfFreedom degrees of freedom. diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java index dac954d0d..4f649653b 100644 --- a/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java +++ b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java @@ -58,7 +58,7 @@ package org.apache.commons.math.stat.distribution; * A concrete distribution factory. This is the default factory used by * Commons-Math. * - * @version $Revision: 1.7 $ $Date: 2003/07/09 20:03:23 $ + * @version $Revision: 1.8 $ $Date: 2003/08/16 17:06:15 $ */ public class DistributionFactoryImpl extends DistributionFactory { /** @@ -122,4 +122,17 @@ public class DistributionFactoryImpl extends DistributionFactory { return new ExponentialDistributionImpl(mean); } + /** + * Create a binomial distribution with the given number of trials and + * probability of success. + * @param numberOfTrials the number of trials. + * @param probabilityOfSuccess the probability of success. + * @return a new binomial distribution. + */ + public BinomialDistribution createBinomailDistribution( + int numberOfTrials, double probabilityOfSuccess) { + return new BinomialDistributionImpl(numberOfTrials, + probabilityOfSuccess); + } + } diff --git a/src/test/org/apache/commons/math/distribution/BinomialDistributionTest.java b/src/test/org/apache/commons/math/distribution/BinomialDistributionTest.java new file mode 100644 index 000000000..89672bdfc --- /dev/null +++ b/src/test/org/apache/commons/math/distribution/BinomialDistributionTest.java @@ -0,0 +1,163 @@ +/* ==================================================================== + * The Apache Software License, Version 1.1 + * + * Copyright (c) 2003 The Apache Software Foundation. All rights + * reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in + * the documentation and/or other materials provided with the + * distribution. + * + * 3. The end-user documentation included with the redistribution, if + * any, must include the following acknowlegement: + * "This product includes software developed by the + * Apache Software Foundation (http://www.apache.org/)." + * Alternately, this acknowlegement may appear in the software itself, + * if and wherever such third-party acknowlegements normally appear. + * + * 4. The names "The Jakarta Project", "Commons", and "Apache Software + * Foundation" must not be used to endorse or promote products derived + * from this software without prior written permission. For written + * permission, please contact apache@apache.org. + * + * 5. Products derived from this software may not be called "Apache" + * nor may "Apache" appear in their names without prior written + * permission of the Apache Software Foundation. + * + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF + * SUCH DAMAGE. + * ==================================================================== + * + * This software consists of voluntary contributions made by many + * individuals on behalf of the Apache Software Foundation. For more + * information on the Apache Software Foundation, please see + * . + */ +package org.apache.commons.math.stat.distribution; + +import junit.framework.TestCase; + +/** + * @author Brent Worden + */ +public class BinomialDistributionTest extends TestCase { + private BinomialDistribution b; + + /** + * Constructor for ChiSquareDistributionTest. + * @param name + */ + public BinomialDistributionTest(String name) { + super(name); + } + + /* + * @see TestCase#setUp() + */ + protected void setUp() throws Exception { + super.setUp(); + b = DistributionFactory.newInstance().createBinomailDistribution(10, 0.70); + } + + /* + * @see TestCase#tearDown() + */ + protected void tearDown() throws Exception { + b = null; + super.tearDown(); + } + + public void testInverseCummulativeProbability001() { + testValue(1, .001); + } + + public void testInverseCumulativeProbability010() { + testValue(2, .010); + } + + public void testInverseCumulativeProbability025() { + testValue(3, .025); + } + + public void testInverseCumulativeProbability050() { + testValue(4, .050); + } + + public void testInverseCumulativeProbability100() { + testValue(4, .100); + } + + public void testInverseCummulativeProbability999() { + testValue(9, .999); + } + + public void testInverseCumulativeProbability990() { + testValue(9, .990); + } + + public void testInverseCumulativeProbability975() { + testValue(9, .975); + } + + public void testInverseCumulativeProbability950() { + testValue(8, .950); + } + + public void testInverseCumulativeProbability900() { + testValue(8, .900); + } + + public void testCummulativeProbability1() { + testProbability(1, .00014); + } + + public void testCumulativeProbability2() { + testProbability(2, .00159); + } + + public void testCumulativeProbability3() { + testProbability(3, .01059); + } + + public void testCumulativeProbability4() { + testProbability(4, .04735); + } + + public void testCumulativeProbability9() { + testProbability(9, .97175); + } + + public void testCummulativeProbability8() { + testProbability(8, .85069); + } + + private void testProbability(int x, double expected){ + double actual = b.cummulativeProbability(x); + assertEquals(expected, actual, 10e-4); + } + + private void testValue(int expected, double p){ + int actual = b.inverseCummulativeProbability(p); + assertEquals(expected, actual); + assertTrue(b.cummulativeProbability(actual) <= p); + assertTrue(b.cummulativeProbability(actual + 1) >= p); + } +} diff --git a/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java b/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java index ccfefa1c7..92e4f723f 100644 --- a/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java +++ b/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java @@ -197,4 +197,60 @@ public class DistributionFactoryImplTest extends TestCase { fail("positive degrees of freedom. IllegalArgumentException is not expected"); } } + + public void testBinomialDistributionNegativePositive(){ + try { + factory.createBinomailDistribution(-1, 0.5); + fail("negative number of trials. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex ) { + } + } + + public void testBinomialDistributionZeroPositive(){ + try { + factory.createBinomailDistribution(0, 0.5); + } catch (IllegalArgumentException ex ) { + fail("zero number of trials. IllegalArgumentException is not expected"); + } + } + + public void testBinomialDistributionPositivePositive(){ + try { + factory.createBinomailDistribution(10, 0.5); + } catch (IllegalArgumentException ex ) { + fail("positive number of trials. IllegalArgumentException is not expected"); + } + } + + public void testBinomialDistributionPositiveNegative(){ + try { + factory.createBinomailDistribution(10, -0.5); + fail("negative probability of success. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex ) { + } + } + + public void testBinomialDistributionPositiveZero(){ + try { + factory.createBinomailDistribution(10, 0.0); + } catch (IllegalArgumentException ex ) { + fail("zero probability of success. IllegalArgumentException is not expected"); + } + } + + public void testBinomialDistributionPositiveOne(){ + try { + factory.createBinomailDistribution(10, 1.0); + } catch (IllegalArgumentException ex ) { + fail("valid probability of success. IllegalArgumentException is not expected"); + } + } + + public void testBinomialDistributionPositiveTwo(){ + try { + factory.createBinomailDistribution(10, 2.0); + fail("high probability of success. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex ) { + } + } }