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  • Search: subject:"Alias method"
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Subject
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Alias method 2 Count data model 1 Discretization 1 Phase-type distribution 1 Random variate generation 1 Under/over-dispersion 1 Variate generation 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Fiems, Dieter 1 Hagmark, Per-Erik 1
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Mathematics and Computers in Simulation (MATCOM) 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Efficient sampling from phase-type distributions
Fiems, Dieter - In: Operations research letters : a journal of INFORMS … 57 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015339183
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On construction and simulation of count data models
Hagmark, Per-Erik - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 72-80
for random variables. Two corresponding variate generation algorithms are derived, and shown to be comparable to the alias … method. As an application, our method enables production of count data models with full under- and over …
Persistent link: https://www.econbiz.de/10010748729
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