RandomNextPoisson Method |
Namespace: Imsl.Stat
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.