Let $X$ have the Negative Binomial distribution with parameters $r$ and $p$. The Negative Binomial distribution is a mixture distribution or compound distribution. That is $X$ is $text{Poisson}(lambda)$ where $lambda$ is randomly chosen from a $text{Gamma}(r, p/(1-p))$. Use this relation to write an R function for randomly drawing $n$ Negative Binomial random samples. Hint: Use the R functions rpois and rgamma.
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Best Answer
If this is not a homework question, you're probably better off with the rnbinom function from stats. If you're lucky (I haven't checked) you can check it's source to see how the implementers did it.
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