Generate a binomially-distributed random number; the number of successes in n trials each with probability p.
n
p
The approach follows the BRTS algorithm of Hormann 1992 for large min(n * p, n * (1 - p)) > 10 and uses an inversion algorithm for small n * p.
min(n * p, n * (1 - p)) > 10
n * p
Random number state
Number of trials
Per-trial probability of success
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Generate a binomially-distributed random number; the number of successes in
ntrials each with probabilityp.The approach follows the BRTS algorithm of Hormann 1992 for large
min(n * p, n * (1 - p)) > 10and uses an inversion algorithm for smalln * p.