Negative Binomial Random Variate



Negative Binomial Random Variate

A Negative Binomial(n,p) random variable X can be represented the number of 0's which occur before n 1's occur 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
Pr[ X = k ] = f(k) = Cn + k - 1k pn ( 1 - p )k for k = 0,... .

Function List

  • int Negative_Binomial_Random_Variate( int n, double p )

    This function returns X where X is the Negative Binomial(n,p) random variate described above.

Source Code

C source code is available for this routine: