Random.NextBinomial Method |
Namespace: Imsl.Stat
NextBinomial generates pseudorandom numbers from a Binomial distribution with parameters n and p. n and p must be positive, and p must be less than 1. The probability function (with n = n and p = p) is
for .
The algorithm used depends on the values of n and p. If
or if p is less than a machine
epsilon, 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 equals Triangle, Parallelogram,
Exponential, left and right.)