NAG Library Function Document
nag_rngs_binomial (g05mjc) generates a vector of pseudorandom integers from the discrete binomial distribution with parameters and .
||nag_rngs_binomial (Integer mode,
nag_rngs_binomial (g05mjc) generates
from a discrete binomial distribution, where the probability of
. This represents the probability of achieving
trials when the probability of success at a single trial is
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_rngs_binomial (g05mjc) with the same parameter values can then use this reference vector to generate further variates.
One of the initialization functions nag_rngs_init_repeatable (g05kbc)
(for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rngs_binomial (g05mjc).
Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
mode – IntegerInput
: a code for selecting the operation to be performed by the function.
- Set up reference vector only.
- Generate variates using reference vector set up in a prior call to nag_rngs_binomial (g05mjc).
- Set up reference vector and generate variates.
- Generate variates without using the reference vector.
, , or .
m – IntegerInput
On entry: , the number of trials of the distribution.
p – doubleInput
On entry: , the probability of success of the binomial distribution.
n – IntegerInput
On entry: , the number of pseudorandom numbers to be generated.
x[n] – IntegerOutput
On exit: the pseudorandom numbers from the specified binomial distribution.
igen – IntegerInput
: must contain the identification number for the generator to be used to return a pseudorandom number and should remain unchanged following initialization by a prior call to nag_rngs_init_repeatable (g05kbc)
or nag_rngs_init_nonrepeatable (g05kcc)
iseed – IntegerCommunication Array
On entry: contains values which define the current state of the selected generator.
On exit: contains updated values defining the new state of the selected generator.
r – doubleCommunication Array
the dimension, dim
, of the array r
must be at least
- when ;
, the reference vector from the previous call to nag_rngs_binomial (g05mjc).
is not referenced by nag_rngs_binomial (g05mjc).
On exit: the reference vector.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
On entry, .
On entry, .
Constraint: , , or .
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG
is not the same as when r
was set up in a previous call. Previous value of
. Previous value of
On entry, or : .
This example prints
pseudorandom integers from a binomial distribution with parameters
, generated by a single call to nag_rngs_binomial (g05mjc), after initialization by nag_rngs_init_repeatable (g05kbc)
9.1 Program Text
Program Text (g05mjce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05mjce.r)