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(For testing)
An efficient sampler for geometrically distributed random variables. (Port to OCaml of the statmemprof sampler used in the OCaml runtime)
A sampler is parameterised by a sampling_rate λ, and simulates a long sequence of flips of a biased coin that has probability λ of coming up heads.
The result of draw
is an integer distributed as the length of the gaps between two successive heads. This is a geometrically distributed random variable: the expected value is 1/λ, and the probability that draw returns k is (1-λ)^(k-1) * λ (that is, the probability of (k-1) tails followed by a heads).
NB: Note that here, we're adopting the convention that two consecutive heads counts as a gap of length 1. In other words, this distribution is the number of times you need to flip the coin to see heads, rather than the number of tails you'll see while doing so (which is one less). This means that the result is never zero. This convention is not universal, and some authers use "geometrically distributed" for the zero-based distribution.
val make : ?rand:Stdlib.Random.State.t -> sampling_rate:float -> unit -> t
Create a sampler with a given sampling rate and randomness source. The default for rand
uses a constant seed, giving deterministic results
val draw : t -> int
Returns a geometrically-distributed random integer in the range 1..inf)
with mean 1/sampling_rate