Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)

Bernoulli distribution with parameter p. You may generate any successive random number k of the Bernoulli distribution by the formula:

,

where u is a successive random number of a uniform distribution over the interval [0, 1).

See Intel® MKL Vector Statistics Random Number Generator Performance Data for test results summary.

For more complete information about compiler optimizations, see our Optimization Notice.
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