ikr.simlib.distributions.discrete

Class NegBinDistribution

java.lang.Object

ikr.simlib.distributions.Distribution

ikr.simlib.distributions.discrete.DiscreteDistribution

ikr.simlib.distributions.discrete.NegBinDistribution

All Implemented Interfaces:

ReflectionConstructable, ReflectionConstructable3<SimNode,Parameters,RandomNumberGenerator>

public class NegBinDistribution
extends DiscreteDistribution

Negative Binomial Distribution

Meaning:	Probability, that \(i\) failed Bernoulli trials with the parameter \(q\) will precede \(k\) successes
Parameters:	success probability \(q(0 \le q \le 1)\) number of successful trial \(k \ge 0\) With mean value and variance parameters: \(q= \frac{VAR[X]}{E[X]} \) \(k= \frac{E[X]}{VAR[X] - E[X]}\)
Distribution:	\(P(X=i) = \binom{i+k-1}{k-1} \cdot q^k \cdot (1-q)^i = \binom{i+ \frac{m^2}{v-m} -1}{ \frac{m^2}{v-m} -1} \cdot (\frac{m}{v})^{\frac{m^2}{v-m}} \cdot (1- \frac{m}{v})^i \)
Expected value:	\(E[X]= \frac{1-q}{q} \cdot k = m\)
Variance:	\(VAR[X]= \frac{1-q}{q^2} \cdot k = \frac{m}{q} = v\)
Coefficient of variation:	\(c_T= \frac{1}{ \sqrt{(1-q) \cdot k}}\)
Generating func.:	\(G(z)= \frac{q^k}{(1-(1-q) \cdot z)^k} \)
Parser example:	[...].Distribution = NegBin [...].Distribution.Mean = 5 [...].Distribution.Variance = 10

Field Summary

Fields

Modifier and Type	Field and Description
double	negBin_p
double	negBin_r

Fields inherited from class ikr.simlib.distributions.Distribution

rng

Fields inherited from interface ikr.simlib.parameters.reflection.ReflectionConstructable

CREATE_INSTANCE_METHOD_NAME

Constructor Summary

Constructors

Constructor and Description
NegBinDistribution(double mean, double variance)
NegBinDistribution(double mean, double variance, RandomNumberGenerator rng)

Method Summary

Methods

Modifier and Type	Method and Description
static NegBinDistribution	createInstance(SimNode ownNode, Parameters pars, RandomNumberGenerator rng) as required by ReflectionConstructable
int	next() Create random numbers
double	nextBetaRandomNumber(double _a, double _b)
double	nextGammaRandomNumber(double alpha, double beta)

Methods inherited from class ikr.simlib.distributions.Distribution

getDefaultRNG, getRandomNumberGenerator, reset

Methods inherited from class java.lang.Object

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

Field Detail

negBin_p

public final double negBin_p

negBin_r

public final double negBin_r

Constructor Detail

NegBinDistribution

public NegBinDistribution(double mean,
                  double variance,
                  RandomNumberGenerator rng)

NegBinDistribution

public NegBinDistribution(double mean,
                  double variance)

Method Detail

createInstance

public static NegBinDistribution createInstance(SimNode ownNode,
                                Parameters pars,
                                RandomNumberGenerator rng)

as required by ReflectionConstructable

nextBetaRandomNumber

public double nextBetaRandomNumber(double _a,
                          double _b)

nextGammaRandomNumber

public double nextGammaRandomNumber(double alpha,
                           double beta)

next

public int next()

Description copied from class: DiscreteDistribution

Create random numbers

Specified by:

next in class DiscreteDistribution