oneapi::mkl::rng::binomial

Generates binomially distributed random numbers.

Syntax

template<typename IntType = std::int32_t, typename Method = binomial_method::by_default>
class binomial {
public:
using method_type = Method;
using result_type = IntType;
binomial(): binomial(5, 0.5){}
explicit binomial(std::int32_t ntrial, double p);
explicit binomial(const param_type& pt);
std::int32_t ntrial() const;
double p() const;
param_type param() const;
void param(const param_type& pt);
};

Devices supported: Host and CPU.

Include Files

oneapi/mkl/rng.hpp

Description

The oneapi::mkl::rng::binomial class object is used in the oneapi::mkl::rng::generate function to provide binomially distributed random numbers with number of independent Bernoulli trials m, and with probability p of a single trial success, where p∈R; 0 ≤p≤ 1, m∈N.

A binomially distributed variate represents the number of successes in m independent Bernoulli trials with probability of a single trial success p.

The probability distribution is given by:

P(X = k) = C_m^k p^k (1-p)^{m-k}, k \in \{0, 1, \ldots, m\}

The cumulative distribution function is as follows:

F_{m, p} (x) = \begin{cases} 0, & x < 0 \\ \sum_{k = 0}^{\lfloor x \rfloor} C_m^k p^k (1-p)^{m-k}, & 0 \leq x < m)\\ 1, & x > m \end{cases}, x \in R

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

Template Parameters

typename IntType = std::int32_t

Type of the produced values. The specific values are as follows:

std::int32_t

std::uint32_t

typename Method =  oneapi::mkl::rng:: binomial_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::binomial_method::btpe

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters

Name

Type

Description

ntrials

std::int32_t

Number of independent trials.

p

double

Success probability p of a single trial.