{-# LANGUAGE DeriveDataTypeable #-} -- | -- Module : Statistics.Distribution.Binomial -- Copyright : (c) 2009 Bryan O'Sullivan -- License : BSD3 -- -- Maintainer : bos@serpentine.com -- Stability : experimental -- Portability : portable -- -- The binomial distribution. This is the discrete probability -- distribution of the number of successes in a sequence of /n/ -- independent yes\/no experiments, each of which yields success with -- probability /p/. module Statistics.Distribution.Binomial ( BinomialDistribution -- * Constructors , binomial -- * Accessors , bdTrials , bdProbability ) where import Control.Exception (assert) import Data.Typeable (Typeable) import qualified Statistics.Distribution as D import Statistics.Math (choose) -- | The binomial distribution. data BinomialDistribution = BD { bdTrials :: {-# UNPACK #-} !Int -- ^ Number of trials. , bdProbability :: {-# UNPACK #-} !Double -- ^ Probability. } deriving (Eq, Read, Show, Typeable) instance D.Distribution BinomialDistribution where cumulative = cumulative instance D.DiscreteDistr BinomialDistribution where probability = probability instance D.Variance BinomialDistribution where variance = variance instance D.Mean BinomialDistribution where mean = mean -- This could be slow for bin n probability :: BinomialDistribution -> Int -> Double probability (BD n p) k | k < 0 || k > n = 0 | n == 0 = 1 | otherwise = choose n k * p^k * (1-p)^(n-k) {-# INLINE probability #-} -- Summation from different sides required to reduce roundoff errors cumulative :: BinomialDistribution -> Double -> Double cumulative d@(BD n _) x | k < 0 = 0 | k >= n = 1 | k < m = D.sumProbabilities d 0 k | otherwise = 1 - D.sumProbabilities d (k+1) n where m = floor (mean d) k = floor x {-# INLINE cumulative #-} mean :: BinomialDistribution -> Double mean (BD n p) = fromIntegral n * p {-# INLINE mean #-} variance :: BinomialDistribution -> Double variance (BD n p) = fromIntegral n * p * (1 - p) {-# INLINE variance #-} -- | Construct binomial distribution binomial :: Int -- ^ Number of trials. -> Double -- ^ Probability. -> BinomialDistribution binomial n p = assert (n > 0) . assert (p > 0 && p < 1) $ BD n p {-# INLINE binomial #-}