Added classes for binominal distribution and some infrastructure for other
discrete distributions. Contributed by Brent Worden (brent@worden.org) git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140993 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
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/* ====================================================================
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* 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
|
||||
* <http://www.apache.org/>.
|
||||
*/
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package org.apache.commons.math.stat.distribution;
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/**
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* Base class for various discrete distributions. It provides default
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* implementations for some of the methods that do not vary from distribution
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* to distribution.
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*
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* @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $
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*/
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public abstract class AbstractDiscreteDistribution
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implements DiscreteDistribution {
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/**
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* Default constructor.
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*/
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protected AbstractDiscreteDistribution() {
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super();
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}
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/**
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* For this disbution, X, this method returns P(x0 ≤ X ≤ x1).
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* @param x0 the inclusive, lower bound
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* @param x1 the inclusive, upper bound
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* @return the cummulative probability.
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*/
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public double cummulativeProbability(int x0, int x1) {
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return cummulativeProbability(x1) -
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cummulativeProbability(x0 - 1);
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}
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/**
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* For this distribution, X, this method returns the critical point x, such
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* that P(X ≤ x) ≤ <code>p</code>.
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*
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* @param p the desired probability
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* @return x, such that P(X < x) = <code>p</code>
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*/
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public int inverseCummulativeProbability(final double p) {
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if (p < 0.0 || p > 1.0) {
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throw new IllegalArgumentException(
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"p must be between 0.0 and 1.0, inclusive.");
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}
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// by default, do simple bisection.
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// subclasses can override if there is a better method.
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int x0 = getDomainLowerBound(p);
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int x1 = getDomainUpperBound(p);
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double pm;
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while (x0 < x1) {
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int xm = x0 + (x1 - x0) / 2;
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pm = cummulativeProbability(xm);
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if (pm > p) {
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// update x1
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if (xm == x1) {
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// this can happen with integer division
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// simply decrement x1
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--x1;
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} else {
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// update x1 normally
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x1 = xm;
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}
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} else {
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// update x0
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if (xm == x0) {
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// this can happen with integer division
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// simply increment x0
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++x0;
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} else {
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// update x0 normally
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x0 = xm;
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}
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}
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}
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// insure x0 is the correct critical point
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pm = cummulativeProbability(x0);
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while (pm > p) {
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--x0;
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pm = cummulativeProbability(x0);
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}
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return x0;
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}
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/**
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* Access the domain value lower bound, based on <code>p</code>, used to
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* bracket a PDF root. This method is used by
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* {@link #inverseCummulativeProbability(int)} to find critical values.
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*
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* @param p the desired probability for the critical value
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* @return domain value lower bound, i.e.
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* P(X < <i>lower bound</i>) < <code>p</code>
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*/
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protected abstract int getDomainLowerBound(double p);
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/**
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* Access the domain value upper bound, based on <code>p</code>, used to
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* bracket a PDF root. This method is used by
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* {@link #inverseCummulativeProbability(int)} to find critical values.
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*
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* @param p the desired probability for the critical value
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* @return domain value upper bound, i.e.
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* P(X < <i>upper bound</i>) > <code>p</code>
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*/
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protected abstract int getDomainUpperBound(double p);
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}
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@ -0,0 +1,94 @@
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/* ====================================================================
|
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* 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
|
||||
* <http://www.apache.org/>.
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||||
*/
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package org.apache.commons.math.stat.distribution;
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/**
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* The Binomial Distribution.
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*
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* Instances of BinomialDistribution objects should be created using
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* {@link DistributionFactory#createBinomailDistribution(int, double)}.
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*
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* References:
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* <ul>
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* <li><a href="http://mathworld.wolfram.com/BinomialDistribution.html">
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* Binomial Distribution</a></li>
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* </ul>
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*
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* @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $
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*/
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public interface BinomialDistribution extends DiscreteDistribution {
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/**
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* Access the number of trials for this distribution.
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* @return the number of trials.
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*/
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int getNumberOfTrials();
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/**
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* Access the probability of success for this distribution.
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* @return the probability of success.
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*/
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double getProbabilityOfSuccess();
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/**
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* Change the number of trials for this distribution.
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* @param trials the new number of trials.
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*/
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void setNumberOfTrials(int trials);
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/**
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* Change the probability of success for this distribution.
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* @param p the new probability of success.
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*/
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void setProbabilityOfSuccess(double p);
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}
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@ -0,0 +1,184 @@
|
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/* ====================================================================
|
||||
* 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
|
||||
* <http://www.apache.org/>.
|
||||
*/
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package org.apache.commons.math.stat.distribution;
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import org.apache.commons.math.special.Beta;
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import org.apache.commons.math.util.MathUtils;
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/**
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* The default implementation of {@link BinomialDistribution}.
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*
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* @version $Revision: 1.1 $ $Date: 2003/08/16 17:06:15 $
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*/
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public class BinomialDistributionImpl extends AbstractDiscreteDistribution
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implements BinomialDistribution {
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/** The number of trials. */
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private int numberOfTrials;
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/** The probability of success. */
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private double probabilityOfSuccess;
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/**
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* Create a binomial distribution with the given number of trials and
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* probability of success.
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* @param trials the number of trials.
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* @param p the probability of success.
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*/
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public BinomialDistributionImpl(int trials, double p) {
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super();
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setNumberOfTrials(trials);
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setProbabilityOfSuccess(p);
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}
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/**
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* Access the number of trials for this distribution.
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* @return the number of trials.
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*/
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public int getNumberOfTrials() {
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return numberOfTrials;
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}
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/**
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* Access the probability of success for this distribution.
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* @return the probability of success.
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*/
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public double getProbabilityOfSuccess() {
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return probabilityOfSuccess;
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}
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/**
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* Change the number of trials for this distribution.
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* @param trials the new number of trials.
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*/
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public void setNumberOfTrials(int trials) {
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if (trials < 0) {
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throw new IllegalArgumentException(
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"number of trials must be non-negative.");
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}
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numberOfTrials = trials;
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}
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/**
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* Change the probability of success for this distribution.
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* @param p the new probability of success.
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*/
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public void setProbabilityOfSuccess(double p) {
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if (p < 0.0 || p > 1.0) {
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throw new IllegalArgumentException(
|
||||
"probability of success must be between 0.0 and 1.0, inclusive.");
|
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}
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probabilityOfSuccess = p;
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}
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/**
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* Access the domain value lower bound, based on <code>p</code>, used to
|
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* bracket a PDF root.
|
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*
|
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* @param p the desired probability for the critical value
|
||||
* @return domain value lower bound, i.e.
|
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* P(X < <i>lower bound</i>) < <code>p</code>
|
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*/
|
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protected int getDomainLowerBound(double p) {
|
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return -1;
|
||||
}
|
||||
|
||||
/**
|
||||
* Access the domain value upper bound, based on <code>p</code>, used to
|
||||
* bracket a PDF root.
|
||||
*
|
||||
* @param p the desired probability for the critical value
|
||||
* @return domain value upper bound, i.e.
|
||||
* P(X < <i>upper bound</i>) > <code>p</code>
|
||||
*/
|
||||
protected int getDomainUpperBound(double p) {
|
||||
return getNumberOfTrials();
|
||||
}
|
||||
|
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/**
|
||||
* 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) {
|
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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;
|
||||
}
|
||||
}
|
|
@ -0,0 +1,90 @@
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|||
/* ====================================================================
|
||||
* 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
|
||||
* <http://www.apache.org/>.
|
||||
*/
|
||||
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);
|
||||
}
|
|
@ -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:
|
||||
* <ul>
|
||||
* <li>Binomial</li>
|
||||
* <li>Chi-Squared</li>
|
||||
* <li>Exponential</li>
|
||||
* <li>F</li>
|
||||
* <li>Gamma</li>
|
||||
* <li>Student's t</li>
|
||||
|
@ -70,7 +72,7 @@ package org.apache.commons.math.stat.distribution;
|
|||
* ChiSquaredDistribution chi = factory.createChiSquareDistribution(5.0);
|
||||
* </pre>
|
||||
*
|
||||
* @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 {
|
||||
/**
|
||||
|
@ -90,6 +92,16 @@ public abstract class DistributionFactory {
|
|||
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.
|
||||
|
|
|
@ -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);
|
||||
}
|
||||
|
||||
}
|
||||
|
|
|
@ -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
|
||||
* <http://www.apache.org/>.
|
||||
*/
|
||||
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);
|
||||
}
|
||||
}
|
|
@ -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 ) {
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue