Class PoissonSampler

java.lang.Object
org.apache.commons.rng.sampling.distribution.SamplerBase
org.apache.commons.rng.sampling.distribution.PoissonSampler
All Implemented Interfaces:
DiscreteSampler, SharedStateDiscreteSampler, SharedStateSampler<SharedStateDiscreteSampler>

public class PoissonSampler extends SamplerBase implements SharedStateDiscreteSampler
Sampler for the Poisson distribution.
  • For small means, a Poisson process is simulated using uniform deviates, as described in
    Knuth (1969). Seminumerical Algorithms. The Art of Computer Programming, Volume 2. Chapter 3.4.1.F.3 Important integer-valued distributions: The Poisson distribution. Addison Wesley.
    The Poisson process (and hence, the returned value) is bounded by 1000 * mean.
  • For large means, we use the rejection algorithm described in
    Devroye, Luc. (1981). The Computer Generation of Poisson Random Variables
    Computing vol. 26 pp. 197-207.

Sampling uses:

Since:
1.0