The Negative Binomial Distribution¶
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gsl_ran_negative_binomial(p, n)¶
This function returns a random integer from the negative binomial distribution, the number of failures occurring before
n
successes in independent trials with probabilityp
of success. The probability distribution for negative binomial variates is,\[p(k) = {\Gamma(n + k) \over \Gamma(k+1) \Gamma(n) } p^n (1-p)^k\]Note that
n
is not required to be an integer.
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gsl_ran_negative_binomial_pdf(k, p, n)¶
This function computes the probability \(p(k)\) of obtaining \(k\) from a negative binomial distribution with parameters
p
andn
, using the formula given above.
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gsl_cdf_negative_binomial_P(k, p, n)¶
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gsl_cdf_negative_binomial_Q(k, p, n)¶
These functions compute the cumulative distribution functions \(P(k), Q(k)\) for the negative binomial distribution with parameters
p
andn
.