A range reduction method for generating discrete random variables

被引：3

作者：

Shmerling, Efraim ^{[1
]}

机构：

[1] Ariel Univ, Ctr Samaria, IL-44837 Ariel, Israel

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 04期

关键词：

Random number generation; Discrete distribution; Probability generating function; Algorithm; Geometric distribution of order r; ALIAS METHOD;

D O I：

10.1016/j.spl.2013.01.002

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：

A new general method for generating discrete random variables is presented. The method is based on reducing the problem of generating a discrete random variable with an extremely large range to that of generating a random variable with a small range consisting of a few possible values (i.e. range reduction). The validity of the method presented is proved, and its performance is examined and compared to the performance of previously developed general methods. A random number generator for geometric variables of order r based on the range reduction method is given as an illustration of its advantages. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：1094 / 1099

页数：6

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