#include <STK_Law_Geometric.h>

Inheritance diagram for STK::Law::Geometric:

Public Types
typedef IUnivLaw< Integer >	Base

Public Member Functions
	Geometric (Real const &prob=0.5)
	constructor

virtual	~Geometric ()
	destructor

Real const &	prob () const

void	setProb (Real const &prob)

virtual Integer	rand () const

virtual Real	pdf (Integer const &x) const
	compute the probability distribution function (density) Give the value of the pdf at the point x.

virtual Real	lpdf (Integer const &x) const
	compute the log probability distribution function Give the value of the log-pdf at the point x.

virtual Real	cdf (Real const &t) const
	compute the cumulative distribution function Give the probability that a Geometric random variate is less or equal to t.

virtual Integer	icdf (Real const &p) const
	inverse cumulative distribution function The quantile is defined as the smallest value x such that F(x) >= p , where F is the cumulative distribution function.

Public Member Functions inherited from STK::Law::IUnivLaw< Integer >
virtual	~IUnivLaw ()
	Virtual destructor.

virtual Real	lcdf (Real const &t) const
	compute the lower tail log-cumulative distribution function Give the log-probability that a random variate is less or equal to t.

virtual Real	cdfc (Real const &t) const
	calculate the complement of cumulative distribution function, called in statistics the survival function.

virtual Real	lcdfc (Real const &t) const
	calculate the log-complement of cumulative distribution function Give the log-probability that a random variate is greater than t.

Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Static Public Member Functions
static Integer	rand (Real const &prob)

static Real	pdf (Integer x, Real const &prob)
	compute the probability distribution function (density) Give the value of the pdf at the point x.

static Real	lpdf (Integer x, Real const &prob)
	compute the log probability distribution function Give the value of the log-pdf at the point x.

static Real	cdf (Real const &t, Real const &prob)
	compute the cumulative distribution function Give the probability that a Geometric random variate is less or equal to t.

static Integer	icdf (Real const &p, Real const &prob)
	inverse cumulative distribution function The quantile is defined as the smallest value x such that F(x) >= p , where F is the cumulative distribution function.

Protected Attributes
Real	prob_
	probability of success in a Bernoulli trial

Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Additional Inherited Members
Protected Member Functions inherited from STK::Law::IUnivLaw< Integer >
	IUnivLaw (String const &name)
	Constructor.

	IUnivLaw (IUnivLaw const &law)
	copy Constructor.

Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.

	~ILawBase ()
	destructor.

Detailed Description

Geometric probability law.

In probability theory and statistics, the Geometric distribution with parameter p is the discrete probability distribution of the number of failures of Bernoulli trials before the first success.

In general, if the random variable X follows the geometric distribution with parameters p, we write $X \sim \mathcal{G}(p)$ . The probability of getting exactly k failures befor a success in Bernoulli trials is given by the probability mass function:

$f(k;p) = \mathbb{P}(X = k) = p(1-p)^{k} \mbox{ for } k=0,1,\ldots$

Definition at line 58 of file STK_Law_Geometric.h.

Member Typedef Documentation

◆ Base

typedef IUnivLaw<Integer> STK::Law::Geometric::Base

Definition at line 61 of file STK_Law_Geometric.h.

Constructor & Destructor Documentation

◆ Geometric()

STK::Law::Geometric::Geometric ( Real const & prob = 0.5 )

inline

constructor

Parameters

prob	probability of success in a Bernoulli trial

Definition at line 65 of file STK_Law_Geometric.h.

65 : Base(_T("Geometric")), prob_(prob)

66 {}

_T

#define _T(x)

Let x unmodified.

Definition STK_Typedefs.h:71

STK::Law::Geometric::Base

IUnivLaw< Integer > Base

Definition STK_Law_Geometric.h:61

STK::Law::Geometric::prob

Real const & prob() const

Definition STK_Law_Geometric.h:70

STK::Law::Geometric::prob_

Real prob_

probability of success in a Bernoulli trial

Definition STK_Law_Geometric.h:152

◆ ~Geometric()

virtual STK::Law::Geometric::~Geometric ( )

inlinevirtual

destructor

Definition at line 68 of file STK_Law_Geometric.h.

68{}

Member Function Documentation

◆ cdf() [1/2]

Real STK::Law::Geometric::cdf ( Real const & t ) const

virtual

compute the cumulative distribution function Give the probability that a Geometric random variate is less or equal to t.

Parameters

t	a real value

Returns: the value of the cdf

Implements STK::Law::IUnivLaw< Integer >.

Definition at line 77 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ cdf() [2/2]

Real STK::Law::Geometric::cdf	(	Real const &	t,
		Real const &	prob
	)

static

compute the cumulative distribution function Give the probability that a Geometric random variate is less or equal to t.

Parameters

t	a real value
prob	the probability of success in a Bernoulli trial

Returns: the value of the cdf

Definition at line 124 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ icdf() [1/2]

Integer STK::Law::Geometric::icdf ( Real const & p ) const

virtual

inverse cumulative distribution function The quantile is defined as the smallest value x such that F(x) >= p , where F is the cumulative distribution function.

Parameters

p	a probability number

Implements STK::Law::IUnivLaw< Integer >.

Definition at line 86 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ icdf() [2/2]

Integer STK::Law::Geometric::icdf	(	Real const &	p,
		Real const &	prob
	)

static

inverse cumulative distribution function The quantile is defined as the smallest value x such that F(x) >= p , where F is the cumulative distribution function.

Parameters

p	a probability number
prob	the probability of success in a Bernoulli trial

Definition at line 133 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ lpdf() [1/2]

Real STK::Law::Geometric::lpdf ( Integer const & x ) const

virtual

compute the log probability distribution function Give the value of the log-pdf at the point x.

Parameters

x	a binary value

Returns: the value of the log-pdf

Reimplemented from STK::Law::IUnivLaw< Integer >.

Definition at line 67 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ lpdf() [2/2]

Real STK::Law::Geometric::lpdf	(	Integer	x,
		Real const &	prob
	)

static

compute the log probability distribution function Give the value of the log-pdf at the point x.

Parameters

x	a binary value
prob	the probability of success in a Bernoulli trial

Returns: the value of the log-pdf

Definition at line 114 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ pdf() [1/2]

Real STK::Law::Geometric::pdf ( Integer const & x ) const

virtual

compute the probability distribution function (density) Give the value of the pdf at the point x.

Parameters

x	a binary value

Returns: the value of the pdf

Implements STK::Law::IUnivLaw< Integer >.

Definition at line 58 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ pdf() [2/2]

Real STK::Law::Geometric::pdf	(	Integer	x,
		Real const &	prob
	)

static

compute the probability distribution function (density) Give the value of the pdf at the point x.

Parameters

x	a binary value
prob	the probability of success in a Bernoulli trial

Returns: the value of the pdf

Definition at line 104 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ prob()

Real const & STK::Law::Geometric::prob ( ) const

inline

Returns: the probability of success

Definition at line 70 of file STK_Law_Geometric.h.

70{ return prob_;}

References prob_.

Referenced by setProb().

◆ rand() [1/2]

Integer STK::Law::Geometric::rand ( ) const

virtual

Returns: a Integer random variate .

Implements STK::Law::IUnivLaw< Integer >.

Definition at line 49 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ rand() [2/2]

Integer STK::Law::Geometric::rand ( Real const & prob )

static

Parameters

prob	the probability of success in a Bernoulli trial

Returns: a Integer random variate.

Definition at line 94 of file STK_Law_Geometric.cpp.

{
  return 0;
}

◆ setProb()

void STK::Law::Geometric::setProb ( Real const & prob )

inline

Parameters

prob	the probability of success to set

Definition at line 72 of file STK_Law_Geometric.h.

    {
      if (prob<0) STKDOMAIN_ERROR_1ARG(Geometric::setProb,prob,prob must be >= 0);
      if (prob>1) STKDOMAIN_ERROR_1ARG(Geometric::setProb,prob,prob must be <= 1);
      prob_ = prob;
    }

References prob(), prob_, setProb(), and STKDOMAIN_ERROR_1ARG.

Referenced by setProb().

Member Data Documentation

◆ prob_

Real STK::Law::Geometric::prob_

protected

probability of success in a Bernoulli trial

Definition at line 152 of file STK_Law_Geometric.h.

Referenced by prob(), and setProb().

The documentation for this class was generated from the following files:

Public Types

Public Member Functions

Static Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

Constructor & Destructor Documentation

◆ Geometric()

◆ ~Geometric()

Member Function Documentation

◆ cdf() [1/2]

◆ cdf() [2/2]

◆ icdf() [1/2]

◆ icdf() [2/2]

◆ lpdf() [1/2]

◆ lpdf() [2/2]

◆ pdf() [1/2]

◆ pdf() [2/2]

◆ prob()

◆ rand() [1/2]

◆ rand() [2/2]

◆ setProb()

Member Data Documentation

◆ prob_