----------------------------------------------------------------------------- -- | -- Module : Numeric.Random.Distribution.Geometric -- Copyright : (c) Matthew Donadio 2003 -- License : GPL -- -- Maintainer : m.p.donadio@ieee.org -- Stability : experimental -- Portability : portable -- -- UNTESTED -- -- Module for transforming a list of uniform random variables into a -- list of geometric random variables. -- -- @ P{X=n} = (1-p)^(n-1)*p @ -- -- Reference: Ross -- ---------------------------------------------------------------------------- module Numeric.Random.Distribution.Geometric (geometric) where -- * Functions -- | Generates a list of geometric random variables from a list -- of uniforms geometric :: Double -- ^ p -> [Double] -- ^ U -> [Double] -- ^ X geometric p us = map (\u -> 1 + log u / log (1 - p)) us