3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
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13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_rng.h>
23 #include <gsl/gsl_randist.h>
25 /* Geometric distribution (bernoulli trial with probability p)
27 prob(k) = p (1 - p)^(k-1) for n = 1, 2, 3, ...
29 It gives the distribution of "waiting times" for an event that
30 occurs with probability p. */
33 gsl_ran_geometric (const gsl_rng * r, const double p)
35 double u = gsl_rng_uniform_pos (r);
45 k = log (u) / log (1 - p) + 1;
52 gsl_ran_geometric_pdf (const unsigned int k, const double p)
64 double P = p * pow (1 - p, k - 1.0);