Re: Geometrically distributed random numbers on Rabbit 2000.
- From: The Real Andy <will_get_back_to_you_on_This>
- Date: Wed, 08 Jun 2005 23:18:30 +1000
On Wed, 08 Jun 2005 09:30:11 GMT, Jonathan Kirwan
<jkirwan@xxxxxxxxxxxxxx> wrote:
>On Wed, 08 Jun 2005 18:08:22 +1000, The Real Andy
><will_get_back_to_you_on_This> wrote:
>
>>So me thinks more, i wonder if its possible to somehow converge the
>>numbers to speed things up.
>
>Knuth's algorithm is:
>
> INT( LN( uniform ) / LN( 1 - p ) )
>
>where 'uniform' is a uniform deviate and p is the probability. Knuth
>mentions this on page 131 in Seminumerical Algorthms. But you already
>know that, I assume, since you mentioned it.
>
>Are you only looking for an algorithm that will iterate geometrically?
>If so, Knuth discusses, in exercise 6 on page 133, such an algorithm.
>
>Other than that, I don't have a clue about what you want.
>
>Jon
I have not got that book. I must go buy it.
The algorithm you mention above I had just located about half an hour
ago on the internet. I am currently running tests of it (not on the
rabbit however) to see if it suits my needs
The knuth algorith I have mentioned is for a uniformly distributed
RNG. It was already approved by the government regulator for use in
gaming applications, hence the reason for using it.
Many thanks.
.
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