Package smile.stat.distribution

Class HyperGeometricDistribution

java.lang.Object

smile.stat.distribution.DiscreteDistribution

smile.stat.distribution.HyperGeometricDistribution

All Implemented Interfaces:

Serializable, Distribution

public class HyperGeometricDistribution
extends DiscreteDistribution

The hypergeometric distribution is a discrete probability distribution that describes the number of successes in a sequence of n draws from a finite population without replacement, just as the binomial distribution describes the number of successes for draws with replacement.

Suppose you are to draw "n" balls without replacement from an urn containing "N" balls in total, "m" of which are white. The hypergeometric distribution describes the distribution of the number of white balls drawn from the urn.

See Also:

• Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
final int	m	The number of defects.
final int	n	The number of draws.
final int	N	The number of total samples.

Constructor Summary

Constructors

Constructor	Description
HyperGeometricDistribution(int N, int m, int n)	Constructor.

Method Summary

Modifier and Type	Method	Description
double	cdf(double k)	Cumulative distribution function.
double	entropy()	Returns Shannon entropy of the distribution.
int	length()	Returns the number of parameters of the distribution.
double	logp(int k)	The probability mass function in log scale.
double	mean()	Returns the mean of distribution.
double	p(int k)	The probability mass function.
double	quantile(double p)	The quantile, the probability to the left of quantile is p.
double	rand()	Uses inversion by chop-down search from the mode when the mean < 20 and the patchwork-rejection method when the mean >= 20.
String	toString()
double	variance()	Returns the variance of distribution.

Methods inherited from class smile.stat.distribution.DiscreteDistribution

likelihood, logLikelihood, logp, p, quantile, randi, randi

Methods inherited from class java.lang.Object

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

Methods inherited from interface smile.stat.distribution.Distribution

inverseTransformSampling, likelihood, logLikelihood, quantile, quantile, rand, rejectionSampling, sd

Field Details

N

public final int N

The number of total samples.

m

public final int m

The number of defects.

n

public final int n

The number of draws.

Constructor Details

HyperGeometricDistribution

public HyperGeometricDistribution(int N,
 int m,
 int n)

Constructor.

Parameters:

N - the number of total samples.

m - the number of defects.

n - the number of draws.

Method Details

length

public int length()

Description copied from interface: Distribution

Returns the number of parameters of the distribution. The "length" is in the sense of the minimum description length principle.

Returns:

The number of parameters.

mean

public double mean()

Description copied from interface: Distribution

Returns the mean of distribution.

Returns:

The mean.

variance

public double variance()

Description copied from interface: Distribution

Returns the variance of distribution.

Returns:

The variance.

entropy

public double entropy()

Description copied from interface: Distribution

Returns Shannon entropy of the distribution.

Returns:

Shannon entropy.

toString

public String toString()

Overrides:

toString in class Object

p

public double p(int k)

Description copied from class: DiscreteDistribution

The probability mass function.

Specified by:

p in class DiscreteDistribution

Parameters:

k - a real value.

Returns:

the probability.

logp

public double logp(int k)

Description copied from class: DiscreteDistribution

The probability mass function in log scale.

Specified by:

logp in class DiscreteDistribution

Parameters:

k - a real value.

Returns:

the log probability.

cdf

public double cdf(double k)

Description copied from interface: Distribution

Cumulative distribution function. That is the probability to the left of x.

Parameters:

k - a real number.

Returns:

the probability.

quantile

public double quantile(double p)

Description copied from interface: Distribution

The quantile, the probability to the left of quantile is p. It is actually the inverse of cdf.

Parameters:

p - the probability.

Returns:

the quantile.

rand

public double rand()

Uses inversion by chop-down search from the mode when the mean < 20 and the patchwork-rejection method when the mean >= 20.

Returns:

a random number.