Variate Generation for Binomial Distribution
Variate Generation for Binomial Distribution
vbinom(n, size, prob, stream = NULL, antithetic = FALSE, asList = FALSE)
n |
number of observations |
size |
number of trials (zero or more) |
prob |
probability of success on each trial (0 < |
stream |
if |
antithetic |
if |
asList |
if |
Generates random variates from the binomial distribution.
Binomial variates are generated by inverting uniform(0,1) variates
produced either by stats::runif (if stream is
NULL) or by rstream::rstream.sample
(if stream is not NULL).
In either case, stats::qbinom is used to
invert the uniform(0,1) variate(s).
In this way, using vbinom provides a monotone and synchronized
binomial variate generator, although not particularly fast.
The stream indicated must be an integer between 1 and 25 inclusive.
The binomial distribution with parameters size = n and
prob = p has pmf
p(x) = choose(n, x) p^x (1-p)^(n-x)
for x = 0, …, n.
If asList is FALSE (default), return a vector of random variates.
Otherwise, return a list with components suitable for visualizing inversion, specifically:
u |
A vector of generated U(0,1) variates |
x |
A vector of binomial random variates |
quantile |
Parameterized quantile function |
text |
Parameterized title of distribution |
Barry Lawson (blawson@richmond.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vadim.kudlay@richmond.edu)
set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qbinom vbinom(3, size = 10, prob = 0.25) set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qbinom vbinom(3, 10, 0.25, stream = 1) vbinom(3, 10, 0.25, stream = 2) set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qbinom vbinom(1, 10, 0.25, stream = 1) vbinom(1, 10, 0.25, stream = 2) vbinom(1, 10, 0.25, stream = 1) vbinom(1, 10, 0.25, stream = 2) vbinom(1, 10, 0.25, stream = 1) vbinom(1, 10, 0.25, stream = 2) set.seed(8675309) variates <- vbinom(1000, 10, 0.25, stream = 1) set.seed(8675309) variates <- vbinom(1000, 10, 0.25, stream = 1, antithetic = TRUE)
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