poisson

I need to simulate Poisson wait times. I've found many examples of simulating the number of arrivals, but I need to simulate the wait time for one arrival, given an average wait time. I keep finding code like this: public int getPoisson(double lambda) { double L = Math.exp(-lambda); double p = 1.0; int k = 0; do { k++; p *= rand.nextDouble(); p *= Math.random(); } while (p > L); return k - 1; } but that is for number of arrivals, not arrival times. Efficieny is preferred to accuracy, more because of power consumption than time. The language I am working in is Java, and it would be best if the

From what I understand, the standard generator is for the Normal Distribution. I have to generate random numbers according to the Normal, Uniform and Poisson Distributions, but I can't seem to find a class for the last 2. I have to generate them in the range of 0 - 999999. Simon Nickerson As David has pointed out, the supplied pseudo-random number generator uses the Uniform distribution. For the other two, I would use the Cern Colt library functions: Poisson Normal/Gaussian These library functions easily allow you to find a random number taken from each distribution, rather than giving you a

i've been looking around, but i'm not sure how to do it. i've found this page which, in the last paragraph, says: A simple generator for random numbers taken from a Poisson distribution is obtained using this simple recipe: if x 1 , x 2 , ... is a sequence of random numbers with uniform distribution between zero and one, k is the first integer for which the product x 1 · x 2 · ... · x k+1 < e -λ i've found another page describing how to generate binomial numbers, but i think it is using an approximation of poisson generation, which doesn't help me. For example, consider binomial random numbers