Generates pseudorandom numbers from a binomial distribution.
#include <imsls.h>
int *imsls_f_random_binomial (int n_random, int n, float p, ..., 0)
The type double function is imsls_d_random_binomial.
int n_random
(Input)
Number of random numbers to generate.
int n
(Input)
Number of Bernoulli trials.
float p
(Input)
Probability of success on each trial. Parameter p must be greater than
0.0 and less than 1.0.
An integer array of length n_random containing the random binomial deviates.
#include <imsls.h>
int
*imsls_f_random_binomial (int
n_random,
int
n, float p,
IMSLS_RETURN_USER, int ir[],
0)
IMSLS_RETURN_USER, int ir[]
(Output)
User-supplied integer array of length n_random containing
the random binomial deviates.
Function imsls_f_random_binomial generates pseudorandom numbers from a binomial distribution with parameters n and p. Parameters n and p must be positive, and p must less than 1. The probability function (with n = n and p = p) is
for x = 0, 1, 2, …, n.
The algorithm used depends on the values of n and p. If np < 10 or p is less than machine epsilon (see imsls_f_machine, Chapter 15, “Utilities”;), the inverse CDF technique is used; otherwise, the BTPE algorithm of Kachitvichyanukul and Schmeiser (see Kachitvichyanukul 1982) is used. This is an acceptance/rejection method using a composition of four regions. (TPE=Triangle, Parallelogram, Exponential, left and right.)
In this example, imsls_f_random_binomial generates five pseudorandom binomial deviates from a binomial distribution with parameters 20 and 0.5.
#include <stdio.h>
#include <imsls.h>
void main()
{
int n_random = 5;
int n = 20;
float p = 0.5;
int *ir;
imsls_random_seed_set(123457);
ir = imsls_f_random_binomial(n_random, n, p, 0);
imsls_i_write_matrix("Binomial (20, 0.5) random deviates:",
1, n_random, ir, IMSLS_NO_COL_LABELS, 0);
}
Binomial (20, 0.5) random deviates:
14 9 12 10 12
Visual Numerics, Inc. PHONE: 713.784.3131 FAX:713.781.9260 |