Numeric.Random.Distribution.Poisson

UNTESTED

Module for transforming a list of uniform random variables into a list of Poisson random variables.

Reference: Ross Donald E. Knuth (1969). Seminumerical Algorithms, The Art of Computer Programming, Volume 2

Documentation

poisson

Arguments

:: Double

lambda - expectation value, should be non-negative.

-> [Double]

uniformly distributed values from the interval [0,1]

-> [Int]

Poisson distributed outputs

Generates a list of poisson random variables from a list of uniforms.

test :: Int -> Double -> Double

testHead :: Int -> Double -> Double