Class MarsagliaTsangWangDiscreteSampler.Binomial

java.lang.Object

org.apache.commons.rng.sampling.distribution.MarsagliaTsangWangDiscreteSampler.Binomial

Enclosing class:

MarsagliaTsangWangDiscreteSampler

public static final class MarsagliaTsangWangDiscreteSampler.Binomial
extends Object

Create a sampler for the Binomial distribution.

Since:

1.3

Method Summary

Modifier and Type	Method	Description
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, int trials, double probabilityOfSuccess)	Creates a sampler for the Binomial distribution.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
 int trials,
 double probabilityOfSuccess)

Creates a sampler for the Binomial distribution.

Any probability less than 2^-31 will not be observed in samples.

Storage requirements depend on the tabulated probability values. Example storage requirements are listed below (in kB).

         p
trials   0.5    0.1   0.01  0.001
   4    0.06   0.63   0.44   0.44
  16    0.69   1.14   0.76   0.44
  64    4.73   2.40   1.14   0.51
 256    8.63   5.17   1.89   0.82
1024   31.12   9.45   3.34   0.89

The method requires that the Binomial distribution probability at x=0 can be computed. This will fail when (1 - p)^trials == 0 which requires trials to be large and/or p to be small. In this case an exception is raised.

Parameters:

rng - Generator of uniformly distributed random numbers.

trials - Number of trials.

probabilityOfSuccess - Probability of success (p).

Returns:

Sampler.

Throws:

IllegalArgumentException - if trials < 0 or trials >= 2^16, p is not in the range [0-1], or the probability distribution cannot be computed.