urbinom {Runuran}

UNU.RAN Binomial random variate generator

Description

UNU.RAN random variate generator for the Binomial distribution with parameters size and prob. It also allows sampling from the truncated distribution.

[Special Generator] – Sampling Function: Binomial.

Usage

urbinom(n, size, prob, lb = 0, ub = size)

Arguments

n

size of required sample.

size

number of trials (one or more).

prob

probability of success on each trial.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The Binomial distribution with size = n and prob = p has density

p(x) = {n \choose x} {p}^{x} {(1-p)}^{n-x}

for x = 0, \ldots, n.

The generation algorithm uses guide table based inversion. The parameters lb and ub can be used to generate variates from the Binomial distribution truncated to the interval (lb,ub).

Note

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

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

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

See Also

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

Examples

## Create a sample of size 1000 from the binomial distribution 
x <- urbinom(n=1000,size=10,prob=0.3)