THE BRANCHING-PROCESS METHOD IN LAGRANGE RANDOM VARIATE GENERATION

被引：5

作者：

DEVROYE, L ^{[1
]}

机构：

[1] MCGILL UNIV,SCH COMP SCI,MONTREAL H3A 2A7,QUEBEC,CANADA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1992年 / 21卷 / 01期

基金：

加拿大自然科学与工程研究理事会;

关键词：

LAGRANGE DISTRIBUTIONS; RANDOM VARIATE GENERATION; BRANCHING PROCESSES; PROBABILITY INEQUALITIES; REJECTION METHOD; BOREL-TANNER DISTRIBUTION; HAIGHT DISTRIBUTION; EXPECTED TIME ANALYSIS;

D O I：

10.1080/03610919208813005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The generalized Lagrange probability distributions include the Borel-Tanner distribution, Haight's distribution, the Poisson-Poisson distribution and Consul's distribution, to name a few. We introduce two universally applicable random variate generators for this family of distributions. In the branching process method, we produce the generation sizes in a Galton-Watson branching process. In the uniform bounding method, we employ the rejection method based upon a simple probability inequality that is valid for all members in a given subfamily.

引用

页码：1 / 14

页数：14

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