functionNegativeBinomial
Negative Binomial
Extends from Var (prototype for variate generation functions).
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);
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Generator | g (from Var) | Random number generator | |
| Real | a (from Var) | 0 | First parameter of the prob. distribution |
| Real | b (from Var) | 0 | Second parameter of the prob. distribution |
| Real | c (from Var) | 0 | Third parameter of the prob. distribution (only for the Johnson and Triangular distributions) |
| Real | d (from Var) | 0 | Fourth parameter of the prob. distribution (only for the Johnson distribution) |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | x (from Var) | Generated random variate | |
| Generator | gout (from Var) | Updated random number generator |