{-# 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 , geometric -- ** Accessors , gdSuccess ) where import Data.Typeable (Typeable) import qualified Statistics.Distribution as D newtype GeometricDistribution = GD { gdSuccess :: Double } deriving (Eq, Read, Show, Typeable) instance D.Distribution GeometricDistribution where cumulative = cumulative instance D.DiscreteDistr GeometricDistribution where probability = probability instance D.Mean GeometricDistribution where mean (GD s) = 1 / s {-# INLINE mean #-} instance D.Variance GeometricDistribution where variance (GD s) = (1 - s) / (s * s) {-# INLINE variance #-} instance D.MaybeMean GeometricDistribution where maybeMean = Just . D.mean instance D.MaybeVariance GeometricDistribution where maybeStdDev = Just . D.stdDev maybeVariance = Just . D.variance -- | Create geometric distribution. geometric :: Double -- ^ Success rate -> GeometricDistribution geometric x | x >= 0 && x <= 1 = GD x | otherwise = error $ "Statistics.Distribution.Geometric.geometric: probability must be in [0,1] range. Got " ++ show x {-# INLINE geometric #-} probability :: GeometricDistribution -> Int -> Double probability (GD s) n | n < 1 = 0 | otherwise = s * (1-s) ** (fromIntegral n - 1) {-# INLINE probability #-} cumulative :: GeometricDistribution -> Double -> Double cumulative (GD s) x | x < 1 = 0 | otherwise = 1 - (1-s) ^ (floor x :: Int) {-# INLINE cumulative #-}