{-# LANGUAGE DeriveDataTypeable, DeriveGeneric #-} -- | -- 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 Data.Binary (Binary) import Data.Data (Data, Typeable) import GHC.Generics (Generic) import qualified Statistics.Distribution as D import qualified Statistics.Distribution.Poisson.Internal as I import Numeric.SpecFunctions (choose,incompleteBeta) import Numeric.MathFunctions.Constants (m_epsilon) import Data.Binary (put, get) import Control.Applicative ((<$>), (<*>)) -- | The binomial distribution. data BinomialDistribution = BD { bdTrials :: {-# UNPACK #-} !Int -- ^ Number of trials. , bdProbability :: {-# UNPACK #-} !Double -- ^ Probability. } deriving (Eq, Read, Show, Typeable, Data, Generic) instance Binary BinomialDistribution where put (BD x y) = put x >> put y get = BD <$> get <*> get instance D.Distribution BinomialDistribution where cumulative = cumulative instance D.DiscreteDistr BinomialDistribution where probability = probability instance D.Mean BinomialDistribution where mean = mean instance D.Variance BinomialDistribution where variance = variance instance D.MaybeMean BinomialDistribution where maybeMean = Just . D.mean instance D.MaybeVariance BinomialDistribution where maybeStdDev = Just . D.stdDev maybeVariance = Just . D.variance instance D.Entropy BinomialDistribution where entropy (BD n p) | n == 0 = 0 | n <= 100 = directEntropy (BD n p) | otherwise = I.poissonEntropy (fromIntegral n * p) instance D.MaybeEntropy BinomialDistribution where maybeEntropy = Just . D.entropy -- This could be slow for big 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) -- Summation from different sides required to reduce roundoff errors cumulative :: BinomialDistribution -> Double -> Double cumulative (BD n p) x | isNaN x = error "Statistics.Distribution.Binomial.cumulative: NaN input" | isInfinite x = if x > 0 then 1 else 0 | k < 0 = 0 | k >= n = 1 | otherwise = incompleteBeta (fromIntegral (n-k)) (fromIntegral (k+1)) (1 - p) where k = floor x mean :: BinomialDistribution -> Double mean (BD n p) = fromIntegral n * p variance :: BinomialDistribution -> Double variance (BD n p) = fromIntegral n * p * (1 - p) directEntropy :: BinomialDistribution -> Double directEntropy d@(BD n _) = negate . sum $ takeWhile (< negate m_epsilon) $ dropWhile (not . (< negate m_epsilon)) $ [ let x = probability d k in x * log x | k <- [0..n]] -- | Construct binomial distribution. Number of trials must be -- non-negative and probability must be in [0,1] range binomial :: Int -- ^ Number of trials. -> Double -- ^ Probability. -> BinomialDistribution binomial n p | n < 0 = error $ msg ++ "number of trials must be non-negative. Got " ++ show n | p < 0 || p > 1 = error $ msg++"probability must be in [0,1] range. Got " ++ show p | otherwise = BD n p where msg = "Statistics.Distribution.Binomial.binomial: "