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Create a ddf object for the geometric distribution with the given parameters.

Usage

geometric(p, start_at_one = FALSE, eps = 1e-10, normalize = TRUE)

Source

In order to calculate a fitting cutoff, the quantile function stats::qnbinom() is used. stats::dnbinom() is then employed to calculate the distribution.

Arguments

p

A number between 0 and 1, the success probability in each experiment.

start_at_one

Logical, whether to start the support at 0 or 1. (default: FALSE)

eps

A positive number, how close the distribution is approximated. See ‘Details.’ (default: 1e-10)

normalize

Logical, whether to normalize the approximated distribution. (default: TRUE)

Value

A ddf distribution as described above.

Details

The geometric distribution can refer to either of the following two distributions:

  • The probability distribution of the number of iid Bernoulli trials with common success probability \(p\) needed to get a success.

    It has support \(\mathbb{N}^+\) on which its probability mass function is given by $$p(k) = (1-p)^{k-1} p.$$

  • The probability distribution of the number of failures before the first success is observed in the same experiment as above.

    Note that this simply corresponds to the first one by a shift of \(1\), i.e. its support is \(\mathbb{N}_0\) on which its probability mass function is given by $$p(k) = (1-p)^k p.$$

The former of these two distributions is often referred to as the shifted geometric distribution. This function supports both of the above conventions via its start_at_one argument.

Note that, as the geometric distribution has countably infinite support and this package only works with discrete distributions with finite support, the resulting ddf object can only approximate the geometric distribution.

For this, the support is cut off at a large enough integer such that the overall probability is still close to 1. The cutoff is controlled via the eps argument which specifies how close the sum of all probabilities has to be to 1. The default value is 1e-10 since this is also the minimum accuracy required for creating valid ddf objects.

By default, i.e. unless normalize is set to FALSE, the specified accuracy won't raise any problems even when being larger than 1e-10 as the approximation is normalized at the end (that is, the approximating probabilities are divided by their sum). This ensures that the returned object is an actual distribution with its overall probability being precisely one.

See also

Examples

geometric(0.8)
#> (Approximation of a) geometric distribution with p = 0.8, starting at 0 
#> 
#> Support:
#>  [1]  0  1  2  3  4  5  6  7  8  9 10 11 12 13 14
#> 
#> Probabilities:
#>  [1] 8.00000e-01 1.60000e-01 3.20000e-02 6.40000e-03 1.28000e-03 2.56000e-04
#>  [7] 5.12000e-05 1.02400e-05 2.04800e-06 4.09600e-07 8.19200e-08 1.63840e-08
#> [13] 3.27680e-09 6.55360e-10 1.31072e-10
# A more accurate approximation of the same distribution,
# starting at 1 instead of 0
geometric(0.8, TRUE, 1e-15)
#> (Approximation of a) geometric distribution with p = 0.8, starting at 1 
#> 
#> Support:
#>  [1]  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20 21
#> 
#> Probabilities:
#>  [1] 8.000000e-01 1.600000e-01 3.200000e-02 6.400000e-03 1.280000e-03
#>  [6] 2.560000e-04 5.120000e-05 1.024000e-05 2.048000e-06 4.096000e-07
#> [11] 8.192000e-08 1.638400e-08 3.276800e-09 6.553600e-10 1.310720e-10
#> [16] 2.621440e-11 5.242880e-12 1.048576e-12 2.097152e-13 4.194304e-14
#> [21] 8.388608e-15