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Runuran (version 0.40)

urgeom: UNU.RAN Geometric random variate generator

Description

UNU.RAN random variate generator for the Geometric distribution with parameter prob. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Geometric.

Usage

urgeom(n, prob, lb = 0, ub = Inf)

Arguments

n

size of required sample.

prob

probability of success in each trial. 0 < prob <= 1.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

Details

The Geometric distribution with prob \(= p\) has density $$p(x) = p (1-p)^x$$ for \(x = 0, 1, 2, \ldots\), \(0 < p \le 1\).

The generation algorithm uses guide table based inversion for \(p > 0.02\) and method ‘DARI’ otherwise. The parameters lb and ub can be used to generate variates from the Geometric distribution truncated to the interval (lb,ub).

References

W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rgeom for the R built-in generator.

Examples

Run this code
## Create a sample of size 1000
x <- urgeom(n=1000,prob=0.2)

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