functionPoisson
Poisson
Extends from Var (prototype for variate generation functions).
Information
Poisson
Poisson probability distribution function.
Syntax
Poisson(g,lambda)
Description
Generates a random variate following the Poisson probability distribution function with mean alpha.
The pseudo-code algorithm used for this distribution is:
1. Let a = e(-lambda), b = 1, and i = 0.
2. Generate u as U(0,1), and replace b = b*u. If b < a, return x = i. Otherwise, go to step 3.
3. Replace i by i+1 and go to step 2.
Examples
(u,g) := Poisson(4.5);
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 |