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RANTBL

RANTBL



Returns a random variate from a tabled probability

Category: Random Number
Tip: If you want to change the seed value during execution, you must use the CALL RANTBL routine instead of the RANTBL function.


Syntax
Arguments
Details
Comparisons
See Also

Syntax

RANTBL(seed,p1 ,... pi... ,pn)

Arguments

seed
is an integer. For more information on seeds, see Seed Values.
Range: seed < 231-1
Note: If seed [le] 0, the time of day is used to initialize the seed stream.

pi
is numeric.
Range: 0 [le] pi [le] 1 for 0 <i [le] n


Details

The RANTBL function returns a variate that is generated from the probability mass function defined by p1 through pn . An inverse transform method applied to a RANUNI uniform variate is used. RANTBL returns

[IMAGE]

If, for some index j<n, [IMAGE], RANTBL returns only the indices 1 through j with the probability of occurrence of the index j equal to [IMAGE].

Let n=3 and P1, P2, and P3 be three probabilities with P1+P2+P3=1, and M1, M2, and M3 be three variables. The variable X in these statements

array m{3} m1-m3;
x=m{rantbl(seed,of p1-p3)};
will be assigned one of the values of M1, M2, or M3 with probabilities of occurrence P1, P2, and P3, respectively.


Comparisons

The CALL RANTBL routine, an alternative to the RANTBL function, gives greater control of the seed and random number streams.

See Also

Call routine:

CALL RANTBL


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