Class: ERV::GeometricDistribution

Inherits:
Distribution show all
Defined in:
lib/erv/geometric_distribution.rb

Overview

We adopt the following version of the geometric distribution:

Pr(X = k) = (1 - p) ^ {k-1} * p

See: en.wikipedia.org/wiki/Geometric_distribution

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(opts = {}) ⇒ GeometricDistribution

Returns a new instance of GeometricDistribution.

Raises:

  • (ArgumentError) 


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# File 'lib/erv/geometric_distribution.rb', line 14

def initialize(opts={})
  super(opts)

  raise ArgumentError unless opts[:probability_of_success]
  @p = opts[:probability_of_success].to_f

  @mean = 1.0 / @p
  @variance = (1.0 - @p) / (@p ** 2)

  @ln_1_minus_p = Math::log(1 - @p)
end

Instance Attribute Details

#mean ⇒ Object

Returns the value of attribute mean.



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# File 'lib/erv/geometric_distribution.rb', line 12

def mean
  @mean
end

#variance ⇒ Object

Returns the value of attribute variance.



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# File 'lib/erv/geometric_distribution.rb', line 12

def variance
  @variance
end

Instance Method Details

#sample ⇒ Object 



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# File 'lib/erv/geometric_distribution.rb', line 26

def sample
  u = @rng.rand
  (Math::log(u) / @ln_1_minus_p).ceil
end