HypergeometricDist (Java Libraries for Stochastic Simulation)

java.lang.Object
- umontreal.iro.lecuyer.probdist.DiscreteDistributionInt
- - umontreal.iro.lecuyer.probdist.HypergeometricDist

All Implemented Interfaces:

Distribution
```
public class HypergeometricDist
extends DiscreteDistributionInt
```
Extends the class DiscreteDistributionInt for the hypergeometric distribution with k elements chosen among l, m being of one type, and l - m of the other. The parameters m, k and l are positive integers where 1 <= m <= l and 1 <= k <= l. Its mass function is given by

p(x) = nCr(m, x)nCr(l - m, k - x)/nCr(l, k), for max(0, k - l + m) <= x <= min(k, m),
where nCr is defined in BinomialDist.

Field Summary

Fields
Modifier and Type Field and Description

static double MAXN
- Fields inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt
  EPSILON

Fields
Modifier and Type	Field and Description
`static double`	`MAXN`

Constructor Summary

Constructors
Constructor and Description
`HypergeometricDist(int m, int l, int k)` Constructs an hypergeometric distribution with parameters m, l and k.

Method Summary

Methods
Modifier and Type	Method and Description
`double`	`barF(int x)` Returns bar(F)(x), the complementary distribution function.
`static double`	`barF(int m, int l, int k, int x)` Computes the complementary distribution function.
`double`	`cdf(int x)` Returns the distribution function F evaluated at `x` (see).
`static double`	`cdf(int m, int l, int k, int x)` Computes the distribution function F(x).
`int`	`getK()` Returns the k associated with this object.
`int`	`getL()` Returns the l associated with this object.
`int`	`getM()` Returns the m associated with this object.
`double`	`getMean()` Returns the mean of the distribution function.
`static double`	`getMean(int m, int l, int k)` Computes and returns the mean E[X] = km/l of the Hypergeometric distribution with parameters m, l and k.
`double[]`	`getParams()` Return a table containing the parameters of the current distribution.
`double`	`getStandardDeviation()` Returns the standard deviation of the distribution function.
`static double`	`getStandardDeviation(int m, int l, int k)` Computes and returns the standard deviation of the hypergeometric distribution with parameters m, l and k.
`double`	`getVariance()` Returns the variance of the distribution function.
`static double`	`getVariance(int m, int l, int k)` Computes and returns the variance of the hypergeometric distribution with parameters m, l and k.
`static int`	`inverseF(int m, int l, int k, double u)` Computes F^-1(u) for the hypergeometric distribution without using precomputed tables.
`int`	`inverseFInt(double u)` Returns the inverse distribution function F^-1(u), where 0 <= u <= 1.
`double`	`prob(int x)` Returns p(x), the probability of x, which should be a real number in the interval [0, 1].
`static double`	`prob(int m, int l, int k, int x)` Computes the hypergeometric probability p(x).
`void`	`setParams(int m, int l, int k)` Resets the parameters of this object to m, l and k.
`java.lang.String`	`toString()`

Methods inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt
barF, cdf, getXinf, getXsup, inverseF

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Field Detail
  - MAXN
```
public static double MAXN
```
- Constructor Detail
  - HypergeometricDist
```
public HypergeometricDist(int m,
                  int l,
                  int k)
```
    Constructs an hypergeometric distribution with parameters m, l and k.
- Method Detail
  - prob
```
public double prob(int x)
```
    Description copied from class: DiscreteDistributionInt
    
    Returns p(x), the probability of x, which should be a real number in the interval [0, 1].
    
    Specified by:
    
    prob in class DiscreteDistributionInt
    
    Parameters:
    x - value at which the mass function must be evaluated
    
    Returns:
    the mass function evaluated at x
  - cdf
```
public double cdf(int x)
```
    Description copied from class: DiscreteDistributionInt
    
    Returns the distribution function F evaluated at x (see).
    
    Specified by:
    
    cdf in class DiscreteDistributionInt
    
    Parameters:
    x - value at which the distribution function must be evaluated
    
    Returns:
    the distribution function evaluated at x
  - barF
```
public double barF(int x)
```
    Description copied from class: DiscreteDistributionInt
    
    Returns bar(F)(x), the complementary distribution function. See the WARNING above.
    
    Overrides:
    
    barF in class DiscreteDistributionInt
    
    Parameters:
    x - value at which the complementary distribution function must be evaluated
    
    Returns:
    the complementary distribution function evaluated at x
  - inverseFInt
```
public int inverseFInt(double u)
```
    Description copied from class: DiscreteDistributionInt
    
    Returns the inverse distribution function F^-1(u), where 0 <= u <= 1. The default implementation uses binary search.
    
    Overrides:
    
    inverseFInt in class DiscreteDistributionInt
    
    Parameters:
    u - value in the interval (0, 1) for which the inverse distribution function is evaluated
    
    Returns:
    the inverse distribution function evaluated at u
  - getMean
```
public double getMean()
```
    Description copied from interface: Distribution
    
    Returns the mean of the distribution function.
  - getVariance
```
public double getVariance()
```
    Description copied from interface: Distribution
    
    Returns the variance of the distribution function.
  - getStandardDeviation
```
public double getStandardDeviation()
```
    Description copied from interface: Distribution
    
    Returns the standard deviation of the distribution function.
  - prob
```
public static double prob(int m,
          int l,
          int k,
          int x)
```
    Computes the hypergeometric probability p(x).
  - cdf
```
public static double cdf(int m,
         int l,
         int k,
         int x)
```
    Computes the distribution function F(x).
  - barF
```
public static double barF(int m,
          int l,
          int k,
          int x)
```
    Computes the complementary distribution function. WARNING: The complementary distribution function is defined as bar(F)(x) = P[X >= x].
  - inverseF
```
public static int inverseF(int m,
           int l,
           int k,
           double u)
```
    Computes F^-1(u) for the hypergeometric distribution without using precomputed tables. The inversion is computed using the chop-down algorithm.
  - getMean
```
public static double getMean(int m,
             int l,
             int k)
```
    Computes and returns the mean E[X] = km/l of the Hypergeometric distribution with parameters m, l and k.
    
    Returns:
    the mean of the hypergeometric distribution E[X] = km/l
  - getVariance
```
public static double getVariance(int m,
                 int l,
                 int k)
```
    Computes and returns the variance of the hypergeometric distribution with parameters m, l and k.
    
    Returns:
    the variance of the Hypergeometric distribution Var[X] = (km/l )(1 - m/l )(l - k)/(l - 1)
  - getStandardDeviation
```
public static double getStandardDeviation(int m,
                          int l,
                          int k)
```
    Computes and returns the standard deviation of the hypergeometric distribution with parameters m, l and k.
    
    Returns:
    the standard deviation of the hypergeometric distribution
  - getM
```
public int getM()
```
    Returns the m associated with this object.
  - getL
```
public int getL()
```
    Returns the l associated with this object.
  - getK
```
public int getK()
```
    Returns the k associated with this object.
  - getParams
```
public double[] getParams()
```
    Return a table containing the parameters of the current distribution. This table is put in regular order: [m, l, k].
  - setParams
```
public void setParams(int m,
             int l,
             int k)
```
    Resets the parameters of this object to m, l and k.
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object

Class HypergeometricDist

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt

Constructor Summary

Method Summary

Methods inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistributionInt

Methods inherited from class java.lang.Object

Field Detail

MAXN

Constructor Detail

HypergeometricDist

Method Detail

prob

cdf

barF

inverseFInt

getMean

getVariance

getStandardDeviation

prob

cdf

barF

inverseF

getMean

getVariance

getStandardDeviation

getM

getL

getK

getParams

setParams

toString