How to generate geometric random numbers?
Robert Kern
robert.kern at gmail.com
Mon Jul 24 00:25:29 EDT 2006
Paul Rubin wrote:
> Paul Rubin <http://phr.cx@NOSPAM.invalid> writes:
>> n = log(c, 1-p) - 1
>
> I meant n = log(c/p, 1-p) - 1
> sorry.
import random
from math import ceil, log
def geometric(p):
""" Geometric distribution per Devroye, Luc. _Non-Uniform Random Variate
Generation_, 1986, p 500. http://cg.scs.carleton.ca/~luc/rnbookindex.html
"""
# p should be in (0.0, 1.0].
if p <= 0.0 or p > 1.0:
raise ValueError("p must be in the interval (0.0, 1.0]")
elif p == 1.0:
# If p is exactly 1.0, then the only possible generated value is 1.
# Recognizing this case early means that we can avoid a log(0.0) later.
# The exact floating point comparison should be fine. log(eps) works just
# dandy.
return 1
# random() returns a number in [0, 1). The log() function does not
# like 0.
U = 1.0 - random.random()
# Find the corresponding geometric variate by inverting the uniform variate.
G = int(ceil(log(U) / log(1.0 - p)))
return G
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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