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/* cdf/geometric.c
*
* Copyright (C) 2004 Jason H. Stover.
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program 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
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA.
*/
#include <config.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_cdf.h>
#include "error.h"
/* Pr (X <= k), i.e., the probability of n or fewer failures until the
first success. */
double
gsl_cdf_geometric_P (const unsigned int k, const double p)
{
double P, a, q;
if (p > 1.0 || p < 0.0)
{
CDF_ERROR ("p < 0 or p > 1", GSL_EDOM);
}
if (k < 1)
{
return 0.0;
}
q = 1.0 - p;
a = (double) k;
if (p < 0.5)
{
P = -expm1 (a * log1p (-p));
}
else
{
P = 1.0 - pow (q, a);
}
return P;
}
double
gsl_cdf_geometric_Q (const unsigned int k, const double p)
{
double Q, a, q;
if (p > 1.0 || p < 0.0)
{
CDF_ERROR ("p < 0 or p > 1", GSL_EDOM);
}
if (k < 1)
{
Q = 1.0;
}
q = 1.0 - p;
a = (double) k;
if (p < 0.5)
{
Q = exp (a * log1p (-p));
}
else
{
Q = pow (q, a);
}
return Q;
}
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