Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)
Bernoulli distribution with parameter
p
. You may generate any successive random number
k
of the Bernoulli distribution by the formula:
,
where
u
is a successive random number of a uniform distribution over the interval [0, 1).
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.