Generate random number using Go standard library.

main.go

package main

import (
	"flag"
	"fmt"
	"math/rand"
)

var (
	Seed int64
	Dist string
	Size int

	Lambda float64
	K      int
	E      string
)

func init() {
	flag.Int64Var(&Seed, "seed", 1, "Seed")
	flag.StringVar(&Dist, "dist", "", "Distribution")
	flag.IntVar(&Size, "size", 1, "Size of random number")
	flag.Float64Var(&Lambda, "lambda", 1.0, "Parameter lambda")
	flag.IntVar(&K, "k", 1, "Parameter of shape")
	flag.StringVar(&E, "e", "", "Expectation for Erlang distribution (1/lambda or k/lambda)")
}

func main() {
	flag.Parse()
	rnd := rand.New(rand.NewSource(Seed))
	for i := 0; i < Size; i++ {
		sample := 0.0
		switch Dist {
		case "exponential":
			sample = Exponential(rnd, Lambda)
		case "poisson":
			sample = Poisson(rnd, Lambda)
		case "erlang":
			switch E {
			case "k/l": // E[x] = k/lambda
				sample = ErlangKL(rnd, Lambda, K)
			case "1/l": // E[x] = 1/lambda
				sample = Erlang1L(rnd, Lambda, K)
			}
		}
		fmt.Println(sample)
	}
}

func Exponential(rnd *rand.Rand, lambda float64) float64 {
	return rnd.ExpFloat64() / lambda
}

func Poisson(rnd *rand.Rand, lambda float64) float64 {
	p := 0.0
	for i := 0; ; i++ {
		p += Exponential(rnd, lambda)
		if p >= 1.0 {
			return float64(i)
		}
	}
	return 0.0
}

func ErlangKL(rnd *rand.Rand, lambda float64, k int) float64 {
	g := 0.0
	for i := 0; i < k; i++ {
		g += Exponential(rnd, lambda)
	}
	return g
}

func Erlang1L(rnd *rand.Rand, lambda float64, k int) float64 {
	g := 0.0
	for i := 0; i < k; i++ {
		g += Exponential(rnd, float64(k)*lambda)
	}
	return g
}