| RandomNextGeometric Method |
Namespace: Imsl.Stat
NextGeometric generates pseudorandom numbers from a geometric distribution with parameter p, where P =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
and
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The geometric distribution as defined above has mean 1/P.
The i-th geometric deviate is generated as the smallest
integer not less than
,
where the
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 returned value.