oneapi::mkl::rng::binomial

Generates binomially distributed random numbers.

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

API

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, CPU, and GPU.

Include Files

  • oneapi/mkl/rng.hpp

Template Parameters

Name

Description

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.