V136: Poisson Random Numbers

Author(s): D. Drijard, K.S. Kölbig	Library: MATHLIB
Submitter:	Submitted: 15.10.1994
Language: Fortran	Revised: 10.05.1995

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

where (the mean) is a constant specified by the user.

Structure:

SUBROUTINE subprogram
User Entry Names: RNPSSN, RNPSET
External References: RANLUX, RNORMX

Usage:

    CALL RNPSSN(AMU,N,IERR)

AMU

(REAL) Mean .

N

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

IERR

(INTEGER) Error flag.
Normal case.
.

For , a (faster) normal approximation is made. The default value for AMAX is . It can be reset (to smaller values only) by

    CALL RNPSET(AMAX)

Timing:

Time increases with roughly as .