random_geometric

Generates pseudorandom numbers from a geometric distribution.

Synopsis

#include <imsls.h>

int *imsls_f_random_geometric(int n_random, float p, …, 0)

The type double function is imsls_d_random_geometric.

Required Arguments

int n_random (Input)
Number of random numbers to generate.

float p (Input)
Probability of success on each trial. Parameter p must be positive and less than 1.0.

Return Value

An integer array of length n_random containing the random geometric deviates.

Synopsis with Optional Arguments

#include <imsls.h>

int *imsls_f_random_geometric (int n_random, float p,
IMSLS_RETURN_USER, int ir[],
0)

Optional Arguments

IMSLS_RETURN_USER, int ir[] (Output)
User-supplied integer array of length n_random containing the random geometric deviates.

Description

Function imsls_f_random_geometric generates pseudorandom numbers from a geometric distribution with parameter P, where P is the probability of getting a success on any trial. A geometric deviate can be interpreted as the number of trials until the first success (including the trial in which the first success is obtained). The probability function is

 

for x = 1, 2, … and 0 < P < 1.

The geometric distribution as defined above has mean 1/P.

The i-th geometric deviate is generated as the smallest integer not less than (log (Ui))/(log (1 − P)), where the Ui are independent uniform(0, 1) random numbers (see Knuth 1981).

The geometric distribution is often defined on 0, 1, 2, ..., with mean (1 − P)/P. Such deviates can be obtained by subtracting 1 from each element of ir (the returned vector of random deviates).

Example

In this example, imsls_f_random_geometric generates five pseudorandom geometric deviates from a geometric distribution with parameter an equal to 0.3.

 

#include <imsls.h>

 

int main()

{

int n_random = 5;

float p = 0.3;

int *ir;

 

imsls_random_seed_set(123457);

 

ir = imsls_f_random_geometric(n_random, p,

0);

 

imsls_i_write_matrix("Geometric(0.3) random deviates:", 1, n_random,

ir,

IMSLS_NO_COL_LABELS,

0);

}

Output

 

Geometric(0.3) random deviates:

1 4 1 2 1