V136 Poisson Random Numbers

Subroutine subprogram POISSN generates a random integer N>0 according to the Poisson distribution

$Prob(N)\; =\; \{1N!\}\hspace{0.17em}e-\mu \mu N,$

where $\mu >\; 0$ (the mean) is a constant specified by the user.

Structure:

SUBROUTINE subprogram
User Entry Names: RNPSSN, RNPSET
External References: RANLUX (V115), RNORMX (V120)

Usage:

    CALL RNPSSN(AMU,N,IERR)

AMU

( REAL) Mean $\mu$ .

N

( INTEGER) The generated random number N, Poisson-distributed, with mean AMU.

IERR

( INTEGER) Error flag.
$=\; 0:$ Normal case.
$=\; 1:$ $AMU\; \le 0$ .

    CALL RNPSET(AMAX)

Timing:

Time increases with $\mu$ roughly as $\mu 0.7$ .
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V137