.DESLib.RandomLib.Variates.Discrete.Poisson

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);

Interface

function Poisson
  extends Var;
end Poisson;