#lang scheme/base ;;; PLT Scheme Science Collection ;;; random-distributions/bernoulli.ss ;;; Copyright (c) 2004-2008 M. Douglas Williams ;;; ;;; This library is free software; you can redistribute it and/or ;;; modify it under the terms of the GNU Lesser General Public ;;; License as published by the Free Software Foundation; either ;;; version 2.1 of the License, or (at your option) any later version. ;;; ;;; This library is distributed in the hope that it will be useful, ;;; but WITHOUT ANY WARRANTY; without even the implied warranty of ;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ;;; Lesser General Public License for more details. ;;; ;;; You should have received a copy of the GNU Lesser General Public ;;; License along with this library; if not, write to the Free ;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA ;;; 02111-1307 USA. ;;; ;;; ------------------------------------------------------------------- ;;; ;;; This module implements the bernoulli distribution. It is based on ;;; the Random Number Distribution in the GNU Scientific Library. ;;; ;;; Version Date Description ;;; 1.0.0 09/28/04 Marked as ready for Release 1.0. Added ;;; contracts for functions. (Doug Williams) ;;; 2.0.0 11/19/07 Added unchecked versions of functions and ;;; getting ready for PLT Scheme 4.0 (Doug Williams) ;;; 3.0.0 06/09/08 Changes required for V4.0. (Doug Williams) (require (lib "contract.ss")) (provide (rename-out (random-bernoulli unchecked-random-bernoulli) (bernoulli-pdf unchecked-bernoulli-pdf) (bernoulli-cdf unchecked-bernoulli-cdf))) (provide/contract (random-bernoulli (case-> (-> random-source? (real-in 0.0 1.0) (integer-in 0 1)) (-> (real-in 0.0 1.0) (integer-in 0 1)))) (bernoulli-pdf (-> integer? (real-in 0.0 1.0) (real-in 0.0 1.0))) (bernoulli-cdf (-> integer? (real-in 0.0 1.0) (real-in 0.0 1.0)))) (require "../random-source.ss") ;;; random-bernoulli: random-source x real -> integer ;;; random-bernoulli: real -> integer ;; The bernoulli distribution has the form: ;; prob(0) = 1-p, prob(1) = p (define random-bernoulli (case-lambda ((r p) (let ((u (unchecked-random-uniform r))) (if (< u p) 1 0))) ((p) (random-bernoulli (current-random-source) p)))) ;;; bernoulli-pdf: integer x real -> real ;;; This function computes the probability density p(x) at x for a ;;; Bernoulli distribution with probability p. (define (bernoulli-pdf k p) (cond ((= k 0) (- 1.0 p)) ((= k 1) p) (else 0.0))) ;;; bernoulli-cdf: integer x real -> real ;; This function computes the cummulative density d(x) at x for a ;;; Bernoulli distribution with probability p. (define (bernoulli-cdf k p) (cond ((= k 0) (- 1.0 p)) ((= k 1) 1.0) (else 0.0)))