Fast Generation of Discrete Random Variables

We describe two methods and provide C programs for generating discrete random variables with functions that are simple and fast, averaging ten times as fast as published methods and more than five times as fast as the fastest of those. We provide general procedures for implementing the two methods, as well as specific procedures for three of the most important discrete distributions: Poisson, binomial and hypergeometric.

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Year of publication:	2004-07-12
Authors:	Marsaglia, George ; Tsang, Wai Wan ; Wang, Jingbo
Published in:	Journal of Statistical Software. - American Statistical Association. - Vol. 11.2004, i03
Publisher:	American Statistical Association

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Extent:	text/html
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005101464