.DESLib.RandomLib.Variates.Discrete.NegativeBinomial

Information

NegativeBinomial

Negative Binomial probability distribution function.

Syntax

NegativeBinomial(g,t,b)

Description

Generates a random variate following the Negative Binomial probability distribution function. This variate is equivalent to the sum of t random variables following the Geometric(b) distribution.

The pseudo-code algorithm used for this distribution is:

1. Generate y[1],...,y[t] as IID Geometric(p).
2. Return x = y[1]+...+y[t]

Examples

(u,g) := Negativebinomial(g,6,0.2);

Interface

function NegativeBinomial
  extends Var;
end NegativeBinomial;