论文信息 - Ratio of uniforms as a convenient method for sampling from classical discrete distributions

Ratio of uniforms as a convenient method for sampling from classical discrete distributions

Many computer methods for generating variates from classical discrete distributions are available; some of them are simple and others are very fast. However, simple or convenient procedures are slow when the means μ are large. Very fast algorithms are rather involved, so that most users will not go to the trouble of implementing them. Fortunately, algorithms having the advantage of being simple and fast are obtained by applying the ratio of uniforms method to discrete distributions in a skilful way. We discuss several issues of this approach with respect to Poisson, binomial and hypergeometric distributions.

E. Stadlober | E. Stadlober

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