Extreme Optimization > User's Guide > Statistics Library > Discrete Probability Distributions > The Geometric Distribution

Extreme Optimization User's Guide

User's Guide

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The Geometric Distribution

The geometric distribution is a special case of the negative binomial distribution. It models the number of failures before the first success in a series of Bernoulli trials. A Bernoulli trial is an experiment with two possible outcomes, labeled 'success' and 'failure,' where the probability of success has a fixed value for all trials.

The geometric distribution has one parameter, p, that specifies the probability of success.

Examples of the geometric distribution are:

The geometric distribution is implemented by the GeometricDistribution class. It has one constructor which has one parameter: the probability of success of a trial. The probability must be between 0 and 1. The following constructs a geometric distribution with probability of success 0.4:

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GeometricDistribution geometric = new GeometricDistribution(0.4);
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Dim geometric As GeometricDistribution = New GeometricDistribution(0.4)

The GeometricDistribution class has one specific property, ProbabilityOfSuccess, which returns the probabiltiy of success of a trial.

GeometricDistribution has one static (Shared in Visual Basic) method, GetRandomVariate, which generates a random variate using a user-supplied uniform random number generator.

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MersenneTwister random = new MersenneTwister();
double variate = GeometricDistribution.GetRandomVariate(random, 0.4);
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Dim random As MersenneTwister = New MersenneTwister()
Dim variate As Double = GeometricDistribution.GetRandomVariate(random, 0.4)

The above example uses the Mersenne Twister to generate uniform random numbers.

For details of the properties and methods common to all discrete probability distribution classes, see the topic on DiscreteDistribution class.

Up: Discrete Probability Distributions Next: The Hypergeometric Distribution Previous: The Binomial Distribution Contents

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