Geometric Random Variate

Geometric Random Variate

A Geometric(p) random variable X can be represented the number of 0's which occur before a 1 occurs when sampling independent Bernoulli random variables for which probability of assuming a 1 is p and the probability of assuming a 0 is 1-p. X then takes on the values k = 0, 1, ... with the point probability distribution
f(k) =
p (1 - p) k for k = 0,...

Function List

  • int Geometric_Random_Variate( double p )

    This function returns X where X is the Geometric(p) random variate described above.

Source Code

C source code is available for this routine: