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Quick JavaScript implementation of Exponential and Geometric random number generators
/* Quick implementation of Exponential and Geometric random number generators
For example you can use it to simulate when an event is going to happen next, given its average rate:
Buses arrive every 30 minutes on average, so that's an average rate of 2 per hour.
I arrive at the bus station, I can use this to generate the next bus ETA:
randomExponential(2); // => 0.3213031016466269 hours, i.e. 19 minutes
*/
// Exponential random number generator
// Time until next arrival
function randomExponential(rate, randomUniform) {
// http://en.wikipedia.org/wiki/Exponential_distribution#Generating_exponential_variates
rate = rate || 1;
// Allow to pass a random uniform value or function
// Default to Math.random()
var U = randomUniform;
if (typeof randomUniform === 'function') U = randomUniform();
if (!U) U = Math.random();
return -Math.log(U)/rate;
}
// Geometric random number generator
// Number of failures before the first success,
// supported on the set {0, 1, 2, 3, ...}
function randomGeometric(successProbability, randomUniform) {
// http://en.wikipedia.org/wiki/Geometric_distribution#Related_distributions
successProbability = successProbability || 1 - Math.exp(-1); // Equivalent to rate = 1
var rate = -Math.log(1 - successProbability);
return Math.floor(randomExponential(rate, randomUniform));
}
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