Random.NextLogarithmic Method

Generate a pseudorandom number from a logarithmic distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual int NextLogarithmic(
	double a
)

Public Overridable Function NextLogarithmic ( 
	a As Double
) As Integer

public:
virtual int NextLogarithmic(
	double a
)

abstract NextLogarithmic : 
        a : float -> int 
override NextLogarithmic : 
        a : float -> int

Parameters

a: Type: System.Double
A double which specifies the parameter of the logarithmic distribution, $0 \lt a \lt 1$ .

Return Value

Type: Int32
A int which specifies a pseudorandom number from a logarithmic distribution.

Remarks

Method NextLogarithmic generates pseudorandom numbers from a logarithmic distribution with parameter a. The probability function is

$f\left( x \right) = - \frac{{a^x }}{{x\ln \left( {1 - a} \right)}}$

for $x = 1, 2, 3, \ldots$ , and $0 \lt a \lt 1$ .

The methods used are described by Kemp (1981) and depend on the value of a. If a is less than 0.95, Kemp's algorithm LS, which is a "chop-down" variant of an inverse CDF technique, is used. Otherwise, Kemp's algorithm LK, which gives special treatment to the highly probable values of 1 and 2, is used.

Reference

Random Class

Imsl.Stat Namespace

Other Resources

Example