nag_rand_poisson (g05tjc) generates a vector of pseudorandom integers from the discrete Poisson distribution with mean .
nag_rand_poisson (g05tjc) generates
integers
from a discrete Poisson distribution with mean
, where the probability of
is
where
.
The variates can be generated with or without using a search table and index. If a search table is used then it is stored with the index in a reference vector and subsequent calls to nag_rand_poisson (g05tjc) with the same parameter values can then use this reference vector to generate further variates. The reference array is found using a recurrence relation if is less than and by Stirling's formula otherwise.
One of the initialization functions
nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or
nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to nag_rand_poisson (g05tjc).
Not applicable.
Not applicable.
None.
This example prints
pseudorandom integers from a Poisson distribution with mean
, generated by a single call to nag_rand_poisson (g05tjc), after initialization by
nag_rand_init_repeatable (g05kfc).
None.