{-# LANGUAGE DeriveDataTypeable #-} -- | -- Module : Statistics.Distribution.Geometric -- Copyright : (c) 2009 Bryan O'Sullivan -- License : BSD3 -- -- Maintainer : bos@serpentine.com -- Stability : experimental -- Portability : portable -- -- The Geometric distribution. This is the probability distribution of -- the number of Bernoulli trials needed to get one success, supported -- on the set [1,2..]. -- -- This distribution is sometimes referred to as the /shifted/ -- geometric distribution, to distinguish it from a variant measuring -- the number of failures before the first success, defined over the -- set [0,1..]. module Statistics.Distribution.Geometric ( GeometricDistribution -- * Constructors , fromSuccess -- ** Accessors , pdSuccess ) where import Control.Exception (assert) import Data.Typeable (Typeable) import qualified Statistics.Distribution as D newtype GeometricDistribution = GD { pdSuccess :: Double } deriving (Eq, Read, Show, Typeable) instance D.Distribution GeometricDistribution where density = density cumulative = cumulative quantile = quantile instance D.Variance GeometricDistribution where variance (GD s) = (1 - s) / (s * s) {-# INLINE variance #-} instance D.Mean GeometricDistribution where mean (GD s) = 1 / s {-# INLINE mean #-} fromSuccess :: Double -> GeometricDistribution fromSuccess x = assert (x >= 0 && x <= 1) GD x {-# INLINE fromSuccess #-} density :: GeometricDistribution -> Double -> Double density (GD s) x = s * (1-s) ** (x-1) {-# INLINE density #-} cumulative :: GeometricDistribution -> Double -> Double cumulative (GD s) x = 1 - (1-s) ** x {-# INLINE cumulative #-} quantile :: GeometricDistribution -> Double -> Double quantile (GD s) p = log (1 - p) / log (1 - s) {-# INLINE quantile #-}