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Binomial (VSL_RNG_METHOD_BINOMIAL_BTPE)

Binomial distribution with parameters
ntrial
and
p
. If ntrial⋅min(
p
,1 -
p
) ≥ 30, random numbers of the binomial distribution are generated by the BTPE method (see [Kach88] for details). Otherwise, a combination of inverse transformation and table lookup methods is used. The BTPE method is a variation of the acceptance/rejection method that uses linear (on the fractions close to the distribution mode) and exponential (at the distribution tails) functions as majorizing functions. To avoid time-consuming acceptance/rejection checks, areas with zero probability of rejection are introduced and a squeezing technique is applied.
See Intel® MKL Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.
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Product and Performance Information

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