public virtual int NextPoisson(
	double theta
)

Public Overridable Function NextPoisson ( 
	theta As Double
) As Integer

public:
virtual int NextPoisson(
	double theta
)

abstract NextPoisson : 
        theta : float -> int 
override NextPoisson : 
        theta : float -> int 

Parameters

theta

Type: SystemDouble
A double which specifies the mean of the Poisson distribution, .

Return Value

Method NextPoisson generates pseudorandom numbers from a Poisson distribution with parameter theta. theta, which is the mean of the Poisson random variable, must be positive. The probability function (with ) is

for

If theta is less than 15, NextPoisson uses an inverse CDF method; otherwise the PTPE method of Schmeiser and Kachitvichyanukul (1981) (see also Schmeiser 1983) is used.

The PTPE method uses a composition of four regions, a triangle, a parallelogram, and two negative exponentials. In each region except the triangle, acceptance/rejection is used. The execution time of the method is essentially insensitive to the mean of the Poisson.

Reference

Other Resources