urgeom function

UNU.RAN Geometric random variate generator

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.

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.

Details

The Geometric distribution with prob $= p$ has density

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).

See Also

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

References

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

Author(s)

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

Note

This function is a wrapper for the UNU.RAN class in . Compared to rgeom, urgeom is faster, especially for larger sample sizes. However, in opposition to rgeom vector arguments are ignored, i.e. only the first entry is used.

Examples

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