/* randist/geometric.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include /* Geometric distribution (bernoulli trial with probability p) prob(k) = p (1 - p)^(k-1) for n = 1, 2, 3, ... It gives the distribution of "waiting times" for an event that occurs with probability p. */ unsigned int gsl_ran_geometric (const gsl_rng * r, const double p) { double u = gsl_rng_uniform_pos (r); unsigned int k; if (p == 1) { k = 1; } else { k = log (u) / log (1 - p) + 1; } return k; } double gsl_ran_geometric_pdf (const unsigned int k, const double p) { if (k == 0) { return 0 ; } else if (k == 1) { return p ; } else { double P = p * pow (1 - p, k - 1.0); return P; } }