Next: , Previous: DRANDHYPERGEOMETRIC, Up: Discrete Univariate Distributions

DRANDNEGATIVEBINOMIAL / SRANDNEGATIVEBINOMIAL

Generates a vector of random variates from a Negative Binomial distribution with probability f(X) defined by: f(X) = [(M + X - 1)! * P^X * (1 - P)^M] / [X! * (M - 1)!], X=0,1,...

(Note that SRANDNEGATIVEBINOMIAL is the single precision version of DRANDNEGATIVEBINOMIAL. The argument lists of both routines are identical except that any double precision arguments of DRANDNEGATIVEBINOMIAL are replaced in SRANDNEGATIVEBINOMIAL by single precision arguments - type REAL in FORTRAN or type float in C).

— SUBROUTINE: DRANDNEGATIVEBINOMIAL (N,M,P,STATE,X,INFO)
— Input: INTEGER N

On input: number of variates required.
Constraint: N>=0.

— Input: INTEGER M

On input: number of failures.
Constraint: M>=0.

— Input: DOUBLE PRECISION P

On input: probability of success.
Constraint: 0<=P <1.

— Input/Output: INTEGER STATE(*)

The STATE vector holds information on the state of the base generator being used and as such its minimum length varies. Prior to calling DRANDNEGATIVEBINOMIAL STATE must have been initialized. See Initialization of the Base Generators for information on initialization of the STATE variable.
On input: the current state of the base generator.
On output: the updated state of the base generator.

— Output: INTEGER X(N)

On output: vector of variates from the specified distribution.

— Output: INTEGER INFO

On output: INFO is an error indicator. On successful exit, INFO contains 0. If INFO = -i on exit, the i-th argument had an illegal value. 

     Example:
     

     
          C      Generate 100 values from the Negative Binomial distribution
                 INTEGER LSTATE,N
                 PARAMETER (LSTATE=16,N=100)
                 INTEGER I,INFO,SEED(1),STATE(LSTATE)
                 INTEGER M
                 DOUBLE PRECISION P
                 INTEGER X(N)
          C      Set the seed
                 SEED(1) = 1234
          
          C      Read in the distributional parameters
                 READ(5,*) M,P
          
          C      Initialize the STATE vector
                 CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO)
          C      Generate N variates from the Negative Binomial distribution
                 CALL DRANDNEGATIVEBINOMIAL(N,M,P,STATE,X,INFO)
          
          C      Print the results
                 WRITE(6,*) (X(I),I=1,N)